February Highlights Included:
- CBOT® average daily volume: 1,097,573, an increase of 10.1% from January 2001
- Total exchange month-end open interest: 4,476,486
- Two-Year Treasury Note futures set a monthly volume record (open outcry only) at 294,392
- 10-Year Treasury Note options set a daily volume record (open outcry only) on February 1 at 142,215
- Two-Year Treasury Note options set a daily volume record (open outcry only) on February 16 at 2,100
- U.S. Treasury Bond futures were up 8.3% from January 2001 at 5,545,941
- Ten-Year Treasury Note futures were up 6.1% from January 2001 at 4,915,349
- Ten-Year Treasury Note options were up 7.3% from February 2000 at 1,084,355
- Five-Year Treasury Note futures were up 7.0% from January 2001 at 2,591,506
- Two-Year Treasury Note futures were up 71.3% from January 2001 and up 87.7% from February 2000 at 299,158
- Thirty-Day Fed Fund futures were up 102.1% from February 2000 at 234,162
- Wheat futures were up 7.9% from January 2001 at 595,312
- Soybean Oil futures were up 40.0% from January 2001 at 458,445
- Oat futures were up 44.2% from January 2001 at 38,040
- Rough Rice futures were up 132.5% from January 2001 at 14,841
- CBOT®® DJIASMSM futures volume in February totaled 310,088 contracts, an increase of 12.4% from January 2001
- CBOT® DJIASM options were up 33.9% from January 2001 at 19,343
- Volume reached 3,027,262 contracts in February 2001, an increase of 5.8% from January 2001
- Volume on the a/c/e platform set a daily volume record on February 28 of 269,975 contracts
- February average daily volume at 159,330 contracts, up 16.9% from January 2001
- U.S. Treasury Bond futures at 1,434,526 contracts, representing 25.9% of its total volume
- Ten-Year Treasury Note futures at 1,166,579, representing 23.7% of its total volume
- Five-Year Treasury Note futures at 364,484, representing 14.1% of its total volume
- Total February orders electronically sent to floor brokers was 341,276; of which 109,114 orders were filled. These numbers surpass February 2001 totals by 37% and 24%.
- Total February contracts electronically sent to floor brokers was 132,374; of which 79,268 contracts were filled. These numbers surpass February 2001 totals by 66% and 65%.
- Year-to-date electronically-routed orders represents 32% of total exchange futures orders, 40% of agricultural orders, and 25% of financial futures orders.
- On February 12 and again on February 23, a record 28% of all financial futures orders were electronically endorsed by floor brokers.
- CBOT® Full membership last traded at $320,000 as of February 23, 2001
- CBOT® Associate membership last traded at $80,000 as of February 28, 2001
- CBOT® Commodity Options membership interest last traded at $18,000 as of February 26, 2001
- CBOT® IDEM membership interest last traded at $7,500 as of February 27, 2001
