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CBOT Exchange-Wide Open Interest Surpasses 13 Million Contracts - CBOT U.S. Treasury Contracts Continue To Set Records

Date 27/08/2004

The Chicago Board of Trade (CBOT) announced today that for the first time ever, exchange-wide open interest surpassed the 13 million mark. Combined open interest in the CBOT's financial, agricultural and equity futures and options markets rose to a record 13,004,167 contracts on August 26, beating the previous record of 12,865,955 contracts set on August 25.

CBOT President and CEO Bernard W. Dan said, "The CBOT?s consistent exchange-wide open interest records attest to the value that our customers place on the exchange's open, transparent markets and our premier electronic trading platform. Exchange-wide open interest records were set in seven of the last eight trading sessions at the CBOT, with notable records also achieved in our U.S. Treasury futures and options products. Our customers clearly depend upon the CBOT's commitment to offering full price discovery and open, accessible markets."

CBOT Five-Year U.S. Treasury Note options set an open interest record for the seventh consecutive session on August 26 with 1,300,848 contracts, surpassing the previous record of 1,268,357 contracts on August 25. Open interest in U.S. Ten-Year Treasury Note options surged to their sixth consecutive record of 3,131,045 contracts, beating the previous high of 3,091,064 contracts on August 25. In addition, open interest in U.S. Ten-Year Treasury Note futures set a record of 1,498,872 contracts, topping the prior record of 1,488,060 contracts on August 25.

For more information on CBOT volume and open interest, visit the exchange's Website at www.cbot.com.