2000 CBOT® Volume: The Year In Review
CBOT® Shattered Eight Major Volume Records in 2000:
- 10-Year Treasury Note futures set a yearly volume record of 40,274,143
- 10-Year Agency Debt futures set a yearly volume record of 1,320,868
- 5-Year Treasury Note futures set a yearly volume record of 21,478,353
- 2-Year Treasury Note futures set a yearly volume record of 1,456,225
- 30-Day Fed Fund futures set a yearly volume record of 1,426,209
- 10-Year Treasury Note options set a yearly volume record of 10,623,146
- 10-Year Agency options set a yearly volume record of 152,002
- 5-Year Treasury Note options set a yearly volume record of 3,732,742
- Total exchange month-end open interest was 4,460,957, an increase of 6.4% from November 2000 and up 9.8% from December 1999
- December average daily volume was 776,692, up 22.6% from December 1999
- 30-Day Fed Fund futures set a daily volume record on December 19 at 26,107 and set a daily open interest record on December 28 at 78,392, and a monthly volume record of 178,423 contracts
- 2-Year Treasury Note futures set a daily open interest record on December 21 at 82,808
- Ten-Year Treasury note futures were up 61.8% from December 1999 at 3,313,086 and up 37.2% for the year at 46,700,538
- Ten-Year Treasury Note options were up 33.6% from November 2000 and up 106.2% from December 1999 at 1,049,522, and up 9.1% for the year at 10,629,021
- Five-Year Treasury note futures were up 37.7% from December 1999 at 1,642,618 and up 37.4% for the year at 23,331,981
- Five-Year Treasury Note options were up 17.1% from November 2000 and up 39.5% from December 1999 at 296,439, and up 47.2% for the year at 3,733,542
- Two-Year Treasury note futures were up 76.7% from December 1999 at 126,469 and up 41.0% for the year at 1,477,253
- Thirty-Day Fed Fund futures were up 130.7% from November 2000 and up 166.2% from December 1999 at 192,318, and up 41.0% for the year at 1,443,665
- Municipal Bond Index futures were up 50.0% from November 2000 at 48,685
- Corn futures were up 15.3% from December 1999 at 986,110, and up 9.3% for the year at 17,185,442
- Corn options were up 2.0% from December 1999 at 203,210 and up 22.1% for the year at 5,135,111
- Oat futures were up 8.3% for the year at 402,190
- Soybean Meal futures were up 14.8% from December 1999 at 513,328
- Rough Rice futures were up 65.1% from November 2000 and up 10.1% from December 1999 at 16,757, and up 21.2% for the year at 169,133
- CBOT®® DJIASMSM futures volume was up 4.4% from December 1999 at 269,000
- CBOT® DJIASM options were up 1.4% from December 1999 at 15,702
- Volume reached 1,787,572 contracts in December 2000 and 8,630,085 contracts for the year (Aug-Dec)
- December average daily volume was 89,379 contracts
- U.S. Treasury Bond futures at 623,594 contracts, representing 17.6% of its total volume
- Ten-Year Treasury Note futures at 511,998, representing 16.6% of its total volume
- Five-Year Treasury Note futures at 131,636, representing 8.5% of its total volume
- Total year 2000 orders electronically sent directly to pit brokers were 3,884,125 of which 1,233,055 orders were filled. These numbers surpass 1999 records by 87% and 92%, respectively.
- Total 2000 contracts electronically sent directly to pit brokers were 16,912,344 of which 7,913,142 contracts were filled. These numbers surpass 1999 records by 103% and 117%, respectively.
- Total 2000 electronically routed orders represented 30% of all exchange futures volume, 36% of agricultural futures and 25% financial futures.
- More than 450 electronic devices were used by pit brokers and member firms on the trading floor to electronically route orders for execution and/or endorsement.
- CBOT® Full Membership last traded at $297,500 on December 29, 2000
- CBOT® Associate Membership last traded at $62,001 on January 2, 2001
- CBOT® Commodity Options Membership at $13,800 on January 2, 2001
