CBOT® Chairman Nickolas J. Neubauer said, " Our commodity, financial and equity product complexes all are experiencing solid growth so far in 2003, which is attributable to the liquidity, transparency, flexibility and integrity found in the markets of the Chicago Board of Trade."
February Highlights Included:
- Volume on February 27, 2003 was 2,690,963, the highest daily volume total in exchange history
- February average daily volume was 1,686,314, up 33.8% from February 2002 and up 24.6% from January 2003
- Total exchange month-end open interest was 6,385,943, up 17.0% from February 2002
- Total CBOT equity index volume was 1,009,815, up 101.5% from February 2002
- Five-Year Interest Rate Swap futures (open auction) set a daily volume record of 3,360 on February 4, set a daily open interest record on February 14 at 6,930, and set a monthly volume record of 9,975
- Ten-Year Interest Rate Swap futures (open auction) set a daily volume record on February 27 at 27,308 and set a daily open interest record on February 27 at 43,229
- Rough Rice futures set a daily volume record on February 27 at 5,493, set a daily open interest record on February 27 at 11,680, and set a monthly volume record of 32,776
- 10-Year Muni Note futures set a daily volume record on February 27 at 2,490 and set a monthly volume record of 7,545
- U.S. Treasury Bond futures were up 33.5% from January 2003 at 4,840,864
- U.S. Treasury Bond options were up 14.5% from February 2002 at 995,230
- Ten-Year Treasury Note futures were up 17.8% from January 2003 and up 67.7% from February 2002 at 10,746,474
- Ten-Year Treasury Note options were up 44.4% from February 2002 at 2,442,512
- Five-Year Treasury note futures were up 16.7% from January 2003 and up 35.3% from February 2002 at 5,178,491
- Five-Year Treasury Note options were up 49.3% from January 2003 and up 39.9% from February 2002 at 799,038
- Two-Year Treasury Note futures were up 167.7% from January 2003 and up 18.0% from February 2002 at 392934
- Thirty-Day Fed Fund futures were up 10.0% from February 2002 at 358,138
- Wheat futures were up 20.1% from January 2003 at 526,001
- Corn futures were up 29.5% from January 2003 and up 7.6% from February 2002 at 1,559,136
- Oat futures were up 22.0% from January 2003 at 31,892
- Soybean futures were up 35.9% from February 2002 at 1,222,857
- Soybean Meal futures were up 38.4% from February 2002 at 551,401
- Soybean Oil futures were up 3.4% from January 2003 and up 8.7% from February 2002 at 540,645
- Rough Rice futures were up 81.5% from January 2003 and up 101.2% from February 2002 at 32,879
- Total CBOT equity index volume YTD at 1,999,294, up 114.1% from 933,882 contracts traded through February 2002
- CBOT DJIASM futures volume was 426,198
- CBOT DJIA options were up 3.6% from January 2003 at 11,084
- Volume reached 15,220,603 contracts in February 2003, up 110.6% from February 2002 and up 6.2% from January 2003
- February average daily volume was 801,084, up 110.6% from February 2002 and up 17.3% from January 2003
- Volume on the electronic trading platform set a daily volume record of 1,305,202 on February 27
- U.S. Treasury Bond futures set a daily volume record on February 27 at 272,562
- Ten-Year Treasury Note futures set a daily volume record on February 27 at 682,617
- Five-Year Treasury Note futures set a daily volume record on February 27 at 298,410
- Two-Year Treasury Note futures set a daily volume record on February 25 at 3,644 and set a monthly volume record of 21,474
- $5 Mini Dow Jones Index futures set a daily volume record on February 14 at 36,083 and set a monthly volume record of 572,533
- Year-to-date, 862,490 futures and options orders, excluding futures spreads, were electronically sent directly to floor brokers using order receipt devices.
- Monthly totals for both Financial and Agricultural orders filled by brokers using order receipt devices (Electronic Clerk).
- Financial room- 43% (new high)
- Agricultural room- 53%
- Total (Agricultural and Financial)- 49% (new high)
- Financial room- 11%
- Agricultural room- 38%
- Total (Agricultural and Financial)- 26%
- CBOT Full Membership last traded at $360,000 on February 25, 2003
- CBOT Associate Membership last traded at $155,000 on February 27, 2003
- CBOT Commodity Options membership at $30,000 on January 31, 2003
- CBOT IDEM membership at $36,000 on February 11, 2003
