CBOT 10-Year Swap Futures Sets Volume Record On May 28

Continuing to display one of the exchange's best new-product performances, the Chicago Board of Trade's (CBOT) 10-Year Interest Rate Swap futures contract on May 28, 2002, set a new daily volume record of 12,414 contracts, with open interest reaching an all-time high of 33,291 contracts. The former daily volume record of 9,137 contracts was set on March 26, 2002.

The CBOT®is currently preparing the launch of its 5-Year Interest Rate Swap futures on June 21, 2002.

Additional information on the Swap contract is available under Product Information at www.cbot.com/swap.