CBOT Daily Volume Surpasses 3 Mil. Contracts, Sets New Record; 10-And 5 Year Treasury Note futures Also Reach Record Levels

The Chicago Board of Trade (CBOT) today announced that a new exchange daily volume record was set yesterday with 3,286,987 contracts traded, surpassing the previous record of 2,750,567 set May 21, 2003. The CBOT's electronic trading platform also set a daily volume record at 1,527,160, surpassing the previous high of 1,482,442 set May 21, 2003.

CBOT's Chairman Charles P. Carey said, "The CBOT has set three new daily volume records during the first five months of this year proving once again that during times of volatile markets, market participants continue to look to the CBOT for unparalleled liquidity, transparency and integrity."

The CBOT's Ten-year Treasury note futures contract set a daily total volume record at 1,241,076 contracts traded on May 28, breaking the previous record at 1,000,058 contracts traded February 27, 2003.

Additionally, the CBOT's Five-year Treasury note futures contract set a daily volume record on May 28 with 692,711 contracts traded, surpassing the former record of 501,547 contracts traded November 26, 2002.

For additional information, see the volume and open interest statistics on the CBOT Website.