Yesterday’s open interest total in Two-Year Treasury Notes increased by more than 80 percent compared with the same date in the prior year. During the first four months of 2006, average daily volume of CBOT Two-Year Treasury Note futures was 130,531 contracts, an increase of approximately 73 percent from the same period in 2005.
2 Year Options off to strong start
Because of the dynamic growth in the Two-year futures, the CBOT launched market maker programs, both on e-cbot® and in open auction, in the Two-year options contract late last year. As a result average daily volume and open interest have grown quickly. From January through May 10, 2006, average daily volume increased to 3,278 contracts from 313 contracts in December, 2005 and open interest grew to 65,162 contracts from 5,341 on December 31, 2005.
The information herein is taken from sources believed to be reliable. However, it is intended for
purposes of information and education only and is not guaranteed by the Chicago Board of Trade
as to accuracy, completeness, nor any trading result and does not constitute trading advice or constitute a solicitation of the purchase or sale of any futures or options. The Rules and Regulations of the Chicago Board of Trade should be consulted as the authoritative source on all current contract specifications and regulations.
