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
- 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
- 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
- CBOT DJIASM/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
- 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
- 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).
- Financial room- 55% (new high)
- Agricultural room- 71% (new high)
- Total (Agricultural and Financial)- 67% (new high)
- Financial room- 17% (new high)
- Agricultural room- 64% (new high)
- Total (Agricultural and Financial)- 48%
- 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.