April Highlights Included:
- April average daily volume was 1,078,883, up 7.2% from April 2001 and up 14.9% year-to-date (YTD) at 1,158,220
- Total exchange month-end open interest was 6,263,977, up 5.8% from March 2002 and up 21.3% from April 2001
- Ten-Year Treasury Note options (open auction) set a monthly volume record for April at 2,749,893
- Five-Year Treasury Note options (open auction) set a monthly volume record for April at 806,574
- Oat options (open auction) set a monthly volume record for April at 17,567
- Ten-Year Treasury Note futures (open auction) set a daily open interest record on April 26 at 779,133
- Five-Year Treasury Note futures (open auction) set a daily open interest record on April 24 at 658,389
- Five-Year Treasury Note options (open auction) set a daily open interest record on April 26 at 565,457
- Ten-Year Swap futures (open auction) set a daily open interest record on April 29 at 25,310
- Ten-Year Treasury Note futures were up 27.1% from April 2001 at 5,463,308, and up 30.4% year-to-date (YTD) at 23,930,785
- Ten-Year Treasury Note options were up 61.4% from April 2001 and up 20.2% from March 2002 at 2,759,128, and up 66.4% YTD at 9,294,595
- Five-Year Treasury Note futures were up 49.9% from April 2001 at 3,092,394 and up 45.7% YTD at 13,634,522
- Five-Year Treasury Note options were up 83.5% from April 2001 and up 40.8% from March 2002 at 809,119, and up 62.7% YTD at 2,571,257
- Two-Year Treasury Note futures were up 20.2% from April 2001 at 159,242, and up 27.4% YTD at 977,540
- Thirty-Day Fed Fund futures were up 43.1% from April 2001 at 428,346, and up 80.6% YTD at 2,035,314
- Corn futures were up 58.6% from March 2002 at 1,497,987; options were up 30.2% from March 2002 at 382,611
- Soybean futures were up 35.2% from April 2001 and up 16.2% from March 2002 at 1,238,637, and up 17.6% YTD at 4,283,039; options were up 34.1% from April 2001 at 335,623, and up 13.9% YTD at 1,221,779
- Soybean Meal futures were up 27.6% from April 2001 and up 45.7% from March 2002 at 618,880, and up 7% YTD at 2,052,133
- Soybean Oil futures were up 12.1% from April 2001 and up 6% from March 2002 at 496,990, and up 17.7% YTD at 1,938,088
- Wheat futures were up12.4% from March 2002 at 563,072
- Oat futures were up 25.1% from April 2001 and up 69.2% from March 2002 at 51,889, and up 30.4% YTD at 170,502
- CBOT®DJIASM futures volume was up 13.6% from April 2001 at 467,571 and up 19% YTD at 1,888,277
- CBOT DJIA options volume in April 2002 was 14,494
- Volume reached 7,694,106 contracts in April 2002, up 119.3% from April 2001, and up 129.6% YTD at 29,895,142
- April average daily volume was 349,732, up 99.3% from April 2001, and up 129.6% YTD at 364,575
- U.S. Treasury Bond futures totalled 2,323,771 contracts for April 2002
- Ten-Year Treasury Note futures totalled 3,392,504 for April 2002
- Five-Year Treasury Note futures totalled 1,738,876 for April 2002
- Year-to-date, 1,480,100 futures and options orders, excluding futures spreads, were electronically sent directly to floor brokers using order receipt devices. This represents a 26% increase over volume during first quarter, 2001.
- Daily record volume for 2002 futures orders was set in both financial and agricultural markets. On March 18, a record 54% of customer agricultural futures orders were electronically sent to brokers. On March 25, a record 40% of customer financial futures orders were electronically sent to brokers. In the financial room, firms primarily use electronic order routing devices to send customer order endorsements for flashed/headset-entered orders, to the pit brokers. That trade data automatically enters firm bookkeeping systems.
- Another record-setting month was noted for contracts and orders entered via the CBOT Internet order entry system, e-openoutcry.com. On March 7, there was a record 14,090 contracts entered and of those, 10,187 were filled. On March 8, there was a record 271 orders entered/200 orders filled. E-openoutcry.com is being used by members and member firms servicing customer business from off the floor.
- CBOT Full Membership last traded at $286,000 on April 29, 2002
- CBOT Associate Membership last traded at $101,000 on April 30, 2002
- CBOT Commodity Options membership at $26,500 on April 24, 2002
- CBOT IDEM membership at $15,400 on April 18, 2002
