CBOT August Volume At 42,436,791 - Up 16.3% from 2002

The Chicago Board of Trade (CBOT®) today announced trading volume of 42,436,791 contracts for August 2003, up 16.3% from August 2002 and up 33.8% year-to-date (YTD).

August Highlights Included:

• August average daily volume was 2,020,800, up 21.9% from August 2002 and up 34.6% YTD at 1,785,868
• Total exchange month-end open interest was 7,029,527, up 10.1% from August 2002
• 10-Year Interest Rate Swap futures (open auction) set a daily volume record on August 28 at 41,369, set a monthly volume record of 133,895, and set a combined daily volume record on August 28 at 42,433
• 2-Year Treasury Note futures set a daily volume record on August 27 at 98,983, set a daily open interest record on August 26 at 175,019, and set a combined daily volume record on August 27 at 102,443
• Ten-Year Treasury Note futures (open auction) set a daily open interest record on August 20 at 1,094,369
• Ten-Year Treasury Note options (open auction) set a daily open interest record on August 18 at 2,467,931
• Mini-Sized Soybean futures (open auction) set a daily open interest record on August 29 at 9,261
• Mini-Sized Corn futures (open auction) set a daily open interest record on August 29 at 4,017
• All commodities (open auction) set a daily open interest record on August 20 at 9,487,969 and a combined daily open interest record of 9,538,496

Financial Futures and Options Highlights

• U.S. Treasury Bond futures were up 9.4% from August 2002 at 6,197,978, and up 13.1% YTD at 43,002,717
• U.S. Treasury Bond options were up 6.3% YTD at 10,455,267
• Ten-Year Treasury Note futures were up 34.5% from August 2002 at 14,248,657, and up 61.8% YTD at 96,064,897
• Ten-Year Treasury Note options were up 32.5% from August 2002 at 3,971,254
• Mini U.S. Treasury Bond futures were up 162.7% from August 2002 at 1,876
• Five-Year Treasury Note futures were up 9.7% from July 2003 and up 32.4% from August 2002 at 7,090,181
• Two-Year Treasury Note futures were up 87.5% from July 2003 and up 36.3% from August 2002 at 513,993
• Thirty-Day Fed Fund futures were up 60.7% YTD at 6,504,170

Agricultural Futures and Options Highlights

• Corn futures were up 22.1% from July 2003 at 1,830,553
• Wheat futures were up 17.9% from July 2003 and up 5.8% from August 2002 at 689,593

Stock Index Futures and Options

• CBOT DJIA^{SM/SUP> futures volume totaled 286,508}
• CBOT DJIA options totaled 19,513, up 29.1% from July 2003 and up 16.7% from August 2002

CBOT Electronic Trading System

• Volume reached 22,164,840, up 67.6% from August 2002 and up 97.2% YTD at 152,359,527
• August average daily volume was 1,055,469, up 75.6% from August 2002 and up 98.4% YTD at 912,332

CBOT Electronic Order Routing

• Year-to-date, 4,491,158 futures and options orders, excluding futures spreads, were electronically sent directly to floor brokers using order receipt devices.
• Monthly totals for both Financial and Agricultural orders filled by brokers using order receipt devices (Electronic Clerk).

Future

• Financial room- 55% (new high)
• Agricultural room- 71% (new high)
• Total (Agricultural and Financial)- 67% (new high)

Option

• Financial room- 17% (new high)
• Agricultural room- 64% (new high)
• Total (Agricultural and Financial)- 48%

CBOT Seat Sales

• CBOT Full Membership last traded at $390,000 on August 27, 2003 LI>CBOT Associate Membership last traded at $194,000 on August 19, 2003
• CBOT Commodity Options membership at $32,000 on September 2, 2003
• CBOT IDEM membership at $20,500 on September 2, 2003
For more volume and open interest statistics, please log onto the Market Information area of the exchange web site.