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CBOT Average Daily Volume Climbs 12.9 Percent From Last Year - July Total Exchange Volume Increases 7.5 Percent From Last Year

Date 01/08/2005

The Chicago Board of Trade (CBOT) announced today that Exchange-wide average daily volume (ADV) continued to climb in July. Average daily volume rose to 2,328,956 contracts in July, up 12.9 percent from the same period last year and 20.4 percent year-to-date (YTD). Total volume in July reached 46,579,116 contracts, up 7.5 percent from the same period in 2004 and 19.6 percent YTD.

Total Exchange open interest at the end of July also rose 10.7 percent from last year to 13,089,616 contracts. Several CBOT financial and commodity contracts achieved new records in open interest in July, including:

  • CBOT 30-Day Fed Funds options rose to a new record of 1,106,836 contracts on July 29.
  • Wheat futures open interest increased to a new high of 252,672 contracts on July 29.
  • Full-sized Silver futures open interest reached a new high of 1,400 contracts on July 19.

Year-to-date through July, a total of 5,809,917 futures and options orders, excluding futures spreads, were electronically sent directly to floor brokers using Electronic Clerks, or order receipt devices. Ninety-three percent of Agricultural futures orders were filled electronically in July compared to 82 percent in the same month in 2004.

July Highlights for Financial Futures and Options

  • Financial futures and options complex ADV rose 12.9 percent from last year to 1,827,297 contracts and 24.1 percent YTD to 2,288,342 contracts.
  • U.S. Treasury Bond futures ADV rose 24.1 percent from last year to 268,348 contracts and 31.6 percent YTD to 360,749 contracts.
  • Ten-Year U.S. Treasury Note futures ADV rose 12.6 percent from last year to 694,727 contracts and 19.3 percent YTD to 878,958 contracts.
  • Five-Year U.S. Treasury Note futures ADV rose 13.7 percent from last year to 384,899 contracts and 26.3 percent YTD to 487,710 contracts.
  • Two-Year U.S. Treasury Note futures ADV rose 197.7 percent from last year to 57,649 contracts and 168.7 percent YTD to 79,147 contracts.
  • Thirty-Day Fed Funds futures ADV rose 12.1 percent from June to 42,109 contracts.
  • U.S. Treasury Bond options ADV rose 7.6 percent YTD to 66,432 contracts.
  • Ten-Year U.S. Treasury Note options ADV rose 15.4 percent YTD to 253,718 contracts.
  • Five-Year U.S. Treasury Note options ADV rose 8.9 percent from June to 81,440 contracts and 21.5 percent YTD to 86,171 contracts.
  • Thirty-Day Fed Funds options ADV rose 47 percent YTD to 23,817 contracts.

Agricultural Futures and Options Highlights

  • Agricultural futures and options complex ADV rose 18.1 percent from last year to 401,269 contracts.
  • Wheat futures ADV rose 44.5 percent from last year to 34,517 contracts and 21.5 percent YTD to 40,724 contracts.
  • Corn futures ADV rose 58.4 percent from last year to 131,300 contracts and 11.1 percent YTD to 118,664 contracts.
  • Soybean futures ADV rose 13.4 percent from last year to 83,771 contracts and 6.3 percent YTD to 88,332 contracts.
  • Soybean Meal futures ADV was 31,640 contracts in July and 35,314 contracts YTD.
  • Soybean Oil futures ADV was 27,417 contracts in July and 30,738 contracts YTD.
  • Wheat options ADV rose 10.3 percent from last year to 6,438 contracts and 30.7 percent YTD to 8,604 contracts.
  • Corn options ADV rose 6.9 percent from June to 41,381 contracts.
  • Soybean options ADV rose 44.5 percent from last year to 34,106 contracts and 11.9 percent YTD to 30,070 contracts.
  • Soybean Meal options ADV was 2,896 contracts in July and 2,996 contracts YTD.
  • Soybean Oil options ADV was 2,733 contracts in July and 2,563 contracts YTD.

Precious Metals Futures

  • Precious Metals futures and options complex ADV rose 49.8 percent from last year to 3,268 contracts and 42.6 percent YTD to 3,222 contracts.
  • ADV in mini-sized Silver futures was 406 contracts in July and 520 contracts YTD.
  • ADV in mini-sized Gold futures rose 20.3 percent from June to 919 contracts.
  • ADV in full-sized Silver futures was 172 contracts in July and 241 contracts YTD.
  • ADV in full-sized Gold futures was 1,771 contracts in July and 1,426 contracts YTD.

Equity Complex Futures and Options

  • Equity Index futures and options complex ADV rose 14.9 percent YTD to 108,016 contracts.
  • ADV in DJIASM futures was 4,844 contracts in July and 7,271 contracts YTD.
  • ADV in mini-sized DowSM ($5) futures rose 20.1 percent YTD to 97,207 contracts.
  • ADV in DJIA options rose 29 percent from last year to 458 contracts.
  • ADV in mini-sized Dow ($5) options rose 30.5 percent from last year to 1,375 contracts and 171.8 percent YTD to 3,022 contracts.

Seat Sales (Membership with Stock)

  • CBOT Full Membership last traded at a record of $2,225,000 on July 25, 2005.CBOT Associate Membership last traded at a record $760,000 on July 25, 2005. CBOT COM membership last traded at $185,000 on July 25, 2005. CBOT IDEM Membership last traded at $81,000 on July 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.

July Average Daily Volume Report
July Volume Report <
July Open Interest Report

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