The Chicago Board of Trade (CBOT®) today announced that trading in its 10-year Interest Rate Swaps contract set a record on Friday, February 23, 2007, as volume climbed above 15,000 contracts for the first time. The new record, 15,782 contracts, surpasses the previous record, 14,835 contracts, set on March 13, 2003.
In addition, the CBOT’s 100 Oz. Gold contract established a new daily volume record for Transitory Exchange for Physicals (EFP) transactions, with 6,622 contracts traded on February 23. The previous record was 4,617 contracts, set on January 5, 2007.
The CBOT also set open interest records on Friday in its Dow Jones – AIG Commodity IndexSM Excess Return contracts as volume topped 2,000 contracts for the first time. The CBOT’s OTC Ethanol Forward Month Swap contract also set a record, as open interest climbed to 1,400 contracts.
