August Highlights Included:
- CBOT® average daily volume: 1,658,280, up 65.9% from August 2001, up 9.8% from July 2002 and up 32.5% YTD at 1,326,469
- Total exchange month-end open interest: 6,385,512, up 28.5% from August 2001
- Ten-Year Treasury Note options (open auction) set a daily volume record on August 14 at 332,996, and set a daily open interest record on August 23 at 2,040,367
- Corn options (open auction) set a daily volume record on August 14 at 92,673
- Ten-Year Interest Rate Swap futures (open auction) set a daily volume record on August 29 at 18,149, and set a monthly volume record of 90,683
- Ten-Year Note futures (open auction) set a daily open interest record on August 23 at 1,052,004
- Five-Year Note futures (open auction) set a daily open interest record on August 23 at 730,197
- Corn futures (open auction) set a daily open interest record on August 19 at 529,829
- Two-Year Note futures set a monthly volume record of 367,537
- U.S. Treasury Bond futures were up 9.9% from July 2002 and up 14.1% from August 2001 at 5,666,500
- U.S. Treasury Bond options were up 30.0% from July 2002 and up 130.3% from August 2001 at 2,060,022, and up 19.1% YTD at 9,835,531
- Ten-Year Treasury Note futures were up 17.9% from July 2002 and up 86.4% from August 2001 at 10,590,498
- Ten-Year Treasury Note options were up 111.0% from August 2001 at 2,997,182 and up 76.3% YTD at 20,604,789
- Five-Year Treasury Note futures were up 20.7% from July 2002 and up 98.5% from August 2001 at 5,354,400, and up 67.1% YTD at 32,159,711
- Five-Year Treasury Note options were up 94.6% from August 2001 at 625,943
- Two-Year Treasury Note futures were up 113.0% from July 2002 and up 19.1% from August 2001 at 376,991, and up 33.3% YTD at 2,151,425
- Thirty-Day Fed Fund futures were up 19.6% from July 2002 and up 79.2% from August 2001 at 626,156
- Wheat futures were up 11.1% from July 2002 and up 8.5% from August 2001 at 651,607
- Corn futures were up 10.2% from July 2002 and up 39.4% from August 2001 at 2,158,744
- Corn options were up 17.5% from July 2002 and up 74.1% from August 2001 at 860,557
- Oat futures were up 29.6% from August 2001 at 29,647
- Soybean futures were up 20.0% from August 2001 at 1,346,389
- Soybean Meal futures were up 6.8% from August 2001 at 673,705
- Soybean Oil futures were up 6.0% from August 2001 at 648,853
- Rough Rice futures were up 30.0% from July 2002 and up 87.0% from August 2001 at 18,310, and up 61.9% YTD at 121,255
- CBOT® DJIASM futures volume in August totalled 539,507 contracts, an increase of 31.3% from August 2001
- CBOT DJIA options for August 2002 totaled 16,724
- August 2002 volume reached 13,222,490 contracts, up 154.8% from August 2001
- Average Daily Volume totaled 601,022, up 166.4% from August 2001
- Ten-Year Treasury Note futures set a monthly volume record of 6,648,758
- Five-Year Treasury Note futures set a monthly volume record of 3,055,547
- Mini $5 Dow Jones futures set a monthly volume record of 185,969
- Ten-Year Interest Rate Swap futures set a daily volume record on August 23 at 7,742 and set a monthly volume record of 31,649
- Year-to-date, 4,325,122 futures and options orders, excluding futures spreads, were electronically sent directly to floor brokers using order receipt devices.
- The following records were established during the month of August.
- Futures contracts filled reached a new high of 82,797 on August 14, 2002
- Option orders filled set a record of 3,547 on August 14, 2002
- Option orders entered on August 12, 2002 set a high of 6,406.
- Monthly records were established for both Financial and Agricultural option orders filled by brokers using order receipt devices (Electronic Clerk).
- Financial room - 15%
- Total (Agricultural and Financial) - 32%
- CBOT Full membership last traded at $305,000 as of September 3, 2002
- CBOT Associate membership last traded at $129,000 as of August 22, 2002
- CBOT Commodity Options membership interest last traded at $25,700 as of September 3, 2002
- CBOT IDEM membership interest last traded at $27,000 as of August 30, 2002
