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CBOT ADV Rises 14.4 Percent, Monthly Volume Rises To 61,328,516

Date 02/05/2005

The Chicago Board of Trade (CBOT) announced today that Exchange-wide average daily volume for April increased to 2,920,406 contracts, up 14.4 percent over last year and 24.8 percent year-to-date (YTD).  Total Exchange volume in April increased to 61,328,516 contracts, also up 14.4 percent from last year and 23.3 percent YTD. 

The CBOT’s Equity futures and options complex set a new monthly volume record at 2,775,907 contracts.  Within the complex, Equity futures volume rose to a new monthly high of 2,691,253 contracts. 

On the CBOT’s premier electronic trading platform, several monthly records also were set.  Electronic trading volume in mini-sized DowSM ($5) futures and options rose to a monthly peak of 2,605,334 contracts in April.  Volume in mini-sized Dow futures increased to a new monthly high of 2,534,243 contracts and a daily high of 176,712 contracts on April 15.  In the Financial futures and options complex, electronic volume in Five-Year U.S. Treasury Note futures rose to a monthly record of 10,017,940 contracts.  Five-Year U.S. Treasury Note options electronic volume also rose to monthly high of 150,424 contracts.

Total Exchange open interest at the end of April rose 19.8 percent from last year to 13,548,397 contracts. Exchange-wide open interest set a new record of 14,487,181 contracts on April 21.  That same day, open interest in Ten-Year U.S. Treasury Note options reached a new high of 3,527,259 contracts, and open interest in Five-Year U.S. Treasury Note options rose to a high of 1,302,961 contracts.  Within the CBOT Precious Metals complex, full-sized Gold futures open interest climbed to 5,579 contracts on April 26.

Year-to-date through April, a total of 3,219,824 futures and options orders, excluding futures spreads, were electronically sent directly to floor brokers using Electronic Clerks, or order

receipt devices.  In addition, in April, a new high of 84 percent of total Agricultural futures orders were filled electronically, compared to 78 percent in April 2004.

Financial Futures and Options Highlights

  • Financial futures and options complex trade rose 20.2 percent from last year to 50,791,973 contracts and 29.8 percent YTD to 194,521,565 contracts.
  • U.S. Treasury Bond futures rose 21.9 percent from last year to 7,293,535 contracts and 32 percent YTD to 30,975,498 contracts.
  • Ten-Year U.S. Treasury Note futures rose 18.3 percent from last year to 19,487,320 contracts and 20.2 percent YTD to 74,086,797 contracts.
  • Five-Year U.S. Treasury Note futures rose 37.6 percent from last year to 10,720,275 contracts and 44.1 percent YTD to 41,535,313 contracts.
  • Two-Year U.S. Treasury Note futures rose 234.8 percent from last year to 1,548,258 contracts and 178 percent YTD to 6,205,659 contracts.
  • Thirty-Day Fed Fund futures rose 44.5 percent YTD to 3,809,584 contracts.
  • Five-Year Interest Rate Swap futures volume rose 43.9 percent YTD to 68,144 contracts.
  • Ten-Year U.S. Treasury Note options rose 14.5 percent YTD to 21,898,639 contracts.
  • Five-Year U.S. Treasury Note options rose 12.9 percent from last year to 2,037,601 contracts and 54.4 percent YTD to 7,651,943 contracts.
  • Two-Year U.S. Treasury Note options rose 21.8 percent YTD to 5,190 contracts.
  • Thirty-Day Fed Fund options rose 38.2 percent from last year and 68.3 percent from last month to 553,466 contracts.  Volume rose 90.3 percent YTD to 1,820,068 contracts.

Agricultural Futures and Options Highlights

  • Agricultural futures and options complex trade totaled 7,703,145 contracts in April.
  • Wheat futures rose 19.3 percent from last year and 13.3 percent from last month to 937,548 contracts.  Volume rose 14.5 percent YTD to 3,431,906 contracts.
  • Corn futures rose 10.6 percent from last month to 2,519,126 contracts.
  • Soybean futures volume totaled 1,656,545 contracts in April.
  • Mini Soybean futures rose 10.5 percent YTD to 164,313 contracts.
  • Soybean Oil futures rose 9.8 percent from last month to 636,304 contracts.
  • Wheat options rose 52.3 percent from last year to 204,101 contracts and 31.1 percent YTD to 736,869 contracts.

Precious Metal Futures

  • Precious Metals futures complex trade rose 33.7 percent YTD to 267,814 contracts.
  • Volume in mini-sized Gold futures totaled 18,506 contracts in April.
  • Volume in mini-sized Silver futures rose 5.2 percent from last month to 10,928 contracts.
  • Volume in full-sized Gold futures rose totaled 22,466 contracts in April.
  • Volume in full-sized Silver futures totaled 5,053 contracts in April.

Equity Complex Futures and Options

  • Equity Index futures and options complex trade rose 33.4 percent from last year and 12.8 percent from last month to 2,775,907 contracts.  Volume rose 19.1 percent YTD to 9,153,797 contracts.
  • Volume in mini-sized DowSM ($5) futures rose 38.5 percent from last year and 18.2 percent from last month to 2,534,243 contracts.  Volume rose 25.4 percent YTD to 8,167,735 contracts.
  • DJIASMoptions rose 9.0 percent from last month to 13,563 contracts.
  • Volume in mini-sized DowSM ($5) options rose 158.4 percent from last month to 71,091 contracts and 356.8 percent YTD to 302,988 contracts.

Seat Sales

  • CBOT Full Membership last traded at a record of $1,510,000 on April 27, 2005.CBOT Associate Membership last traded at $600,000 on April 28, 2005. CBOT COM membership last traded at $150,000 on April 28, 2005. CBOT IDEM Membership last traded at $66,000 on April 28, 2005.

Please see the accompanying data sheets for details on ADV and volume for the month.  For more information on CBOT products, visit the Exchange’s Website at www.cbot.com.

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