Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CBOT February Volume At 23,953,909, Up 14.9% From February 2001

Date 04/03/2002

The Chicago Board of Trade (CBOT®") today announced trading volume of 23,953,909 contracts for February 2002, up 14.9% from February 2001 and up 4.9% January 2002. Volume for the first two months of 2002 was 46,792,813, up 12.0% from 2001.

February Highlights Included:

  • February average daily volume was 1,260,732, up 15.9% from January 2002 and up 14.9% from February 2001
  • Total exchange month-end open interest was 5,455,813, up 21.9% from February 2001
  • Two-Year Treasury Note futures set a daily volume record on February 26 at 70,844
  • Soybean Oil futures set a daily volume record on February 27 at 61,317
  • Ten-Year Swap futures set a daily volume record on February 15 at 6,586
  • Rough Rice futures set a daily volume record on February 27 at 3,088
  • Ten-Year Treasury Note futures set a daily open interest record on February 22 at 723,798
  • Five-Year Treasury Note futures set a daily open interest record on February 22 at 619,798
  • Five Year Treasury Note options set a daily open interest record on February 22 at 526,464
  • Two-Year Treasury Note futures set a daily open interest record on February 28 at 111,330
  • Ten-Year Swap futures set a daily open interest record on February 15 at 11,944
Financial Futures and Options Highlights
  • U.S. Treasury Bond futures were up 14.2% from January 2002 at 4,721,071
  • Mini-U.S. Treasury Bond futures were up 14.8% from January 2002 at 1,355
  • Ten-Year Treasury Note futures (open outcry) were up 15.7%from January 2002 and up 30.4% from February 2001 at 6,407,175
  • Ten-Year Treasury Note options (open outcry) were up 56.0% from February 2001 at 1,691,729
  • Five-Year Treasury note futures (open outcry) 33.4% from January 2002 and up 47.6% from February 2001 at 3,826,024
  • Five-Year Treasury Note options (open outcry) were up 72.3% from February 2001 at 570,964
  • Two-Year Treasury Note futures (open outcry) were up 70.7% from January 2002 and up 11.3% from February 2001 at 332,884
  • Thirty-Day Fed Fund futures (open outcry) were up 39.1% from February 2001 at 325,717
  • Two-Year Treasury Note futures (open outcry) set a monthly volume record of 326,790
  • Ten-Year Swap futures (open outcry) set a monthly volume record of 41,674
Agricultural Futures and Options Highlights
  • Corn futures were up 45.5% from January 2002 and up 21.1% from February 2001 at 1,449,585
  • Oat futures were up 11.8% from January 2002 and up 22.1% from February 2001 at 46,435
  • Oat options were up 104.7% from February 2001 at 6,494
  • Soybean Oil futures were up 4.8% from January 2002 and up 8.5% from February 2001 at 497,396
  • Rough Rice futures were up 86.3% from January 2002 and up 10.1% from February 2001 at 16,345
Stock Index Futures and Options
  • CBOT® DJIASM futures volume was up 15.6% from January 2002 and up 52.5% from February 2001 at 472,893
  • CBOT® DJIASM options were up 20.7% from January 2002 at 18,440
CBOT® Electronic Trading System
  • Volume reached 7,228,756 contracts in February 2002, up 6.4% from January 2002 and up 138.8% from February 2001, and up 138.1% year-to-date at 14,021,897
  • February average daily volume was 380,461, up 17.6% from January 2002 and up 138.8% from February 2001
  • U.S. Treasury Bond futures totaled 2,149,446 contracts for February 2002
  • Ten-Year Treasury Note futures totaled 3,322,523 for February 2002
  • Five-Year Treasury Note futures totaled 1,624,847 for February 2002
Electronic Order Routing
  • Year-to-date, 902,824 futures and options orders were electronically sent directly to floor brokers using order receipt devices. This represents a 26% increase over the first two months of 2001.
  • A monthly record of 35% was set for financial futures orders filled by brokers using order receipt devices. In the financial room, member firms use electronic order routing devices to send orders, or flashed/headset-entered orders, to be filled and/or endorsed by the pit brokers.
  • Several records were set for contracts and orders entered via Internet-based e-openoutcry.com. On February 15, there was a record 11,609 contracts entered and of those, 10,629 were filled. On February 22, there was a record 159 orders entered. E-openoutcry.com can be used either on or off the trading floor by members or member firms servicing customer business.
CBOT® Seat Sales
  • CBOT® Full Membership last traded at $400,000 on February 20, 2002
  • CBOT® Associate Membership last traded at $136,500 on February 22, 2002
  • CBOT® Commodity Options membership at $27,000 on February 27, 2002
  • CBOT® IDEM membership at $15,501 on March 1, 2002