Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CBOT January Volume At 22,838,904, Up 9.1% From January 2001

Date 04/02/2002

The Chicago Board of Trade (CBOT®") today announced trading volume of 22,838,904 contracts for January 2002, up 9.1% from January 2001 and up 15.0% from December 2001.

January Highlights Included:

  • January average daily volume was 1,087,567, up 9.5% from December 2001 and up 9.1% from January 2001
  • Total exchange month-end open interest was 6,377,348, up 21.4% from December 2001 and up 26.7% from January 2001Five-Year Treasury Note options (open auction) set a daily volume record on January 15 at 96,771
  • Two-Year Treasury Note options (open auction) set a daily volume record on January 9 at 4,200
  • Two-Year Treasury Note futures (open auction) set a daily open interest record on January 30 at 99,201
  • Ten-Year Treasury Note options (open auction) set a daily open interest record on January 25 at 1,626,622
  • Soybean Meal futures (open auction) set a daily open interest record on January 18 at 156,1009
Financial Futures and Options Highlights
  • U.S. Treasury Bond futures were up 6.3% from December 2001 at 4,132,678
  • Mini-U.S. Treasury Bond futures were up 19.0% from December 2001 at 1,180
  • Ten-Year Treasury Note futures were up 18.1% from December 2001 and up 19.6% from January 2001 at 5,539,695
  • Ten-Year Treasury Note options were up 13.8% from December 2001 and up 78.0% from January 2001 at 2,548,600
  • Five-Year Treasury note futures were up 6.9% from December 2001 and up 18.4% from January 2001 at 2,867,873
  • Five-Year Treasury Note options were up 46.5% from December 2001 and up 39.6% from January 2001 at 616,484
  • Two-Year Treasury Note futures were up 21.4% from December 2001 and up 11.7% from January 2001 at 195,004
  • Two-Year Treasury Note options were up 754.6% from January 2001 at 9,503
  • Thirty-Day Fed Fund futures were up 69.3% from December 2001 and up 216.0% from January 2001 at 799,496
Agricultural Futures and Options Highlights
  • Wheat futures were up 70.2% from December 2001 and up 9.3% from January 2001 at 602,956
  • Wheat options were up 93.8% from December 2001 at 132,290
  • Corn futures were up 11.8% from December 2001 at 996,348
  • Corn options were up 38.1% from December 2001 at 300,279
  • Oat futures were up 6.8% from December 2001 and up 57.4% from January 2001 at 41,516
  • Soybean futures were up 27.8% from December 2001 and up 15.4% from January 2001 at 1,078,822
  • Soybean options were up 63.2% from December 2001 and up 4.8% from January 2001 at 332,106
  • Soybean Meal futures were up 29.3% from December 2001 and up 15.1% from January 2001 at 610,275
  • Soybean Meal options were up 69.0% from December 2001 at 58,803
  • Soybean Oil futures were up 45.0% from January 2001 at 474,824
  • Soybean Oil options were up 69.6% from January 2001 at 54,792
  • Rough Rice futures were up 37.5% from January 2001 at 8,773
  • Rough Rice options were up 43.7% from December 2001 and up 76.6% from January 2001 at 2,545
Stock Index Futures and Options
  • CBOT® DJIASM futures volume was up 24.0% from December 2001 and up 48.3% from January 2001 at 409,009
  • CBOT® DJIASM options were up 18.1% from December 2001 and up 5.7% from January 2001 at 15,273
CBOT® Electronic Trading System
  • Volume reached 6,793,141 contracts in January 2002, up 35.4% from December 2001 and up 137.3% from January 2001
  • January average daily volume was 323,483, up 28.9% from December 2001 and up 137.3% from January 2001
  • U.S. Treasury Bond futures totaled 2,237,003 contracts for January 2002. This represents 54.1% of its total volume
  • Ten-Year Treasury Note futures totaled 3,074,791 for January 2002, representing 55.5% of its total volume>LI>Five-Year Treasury Note futures at 1,331,172 for January 2002, representing 46.4%% of its total volume
  • Five-Year Treasury Note futures set a monthly volume record at 1,331,172
  • Two-Year Treasury Note futures set a monthly volume record at 7,776
  • Thirty-Day Fed Fund futures set a monthly volume record at 37,125
  • DJIASM futures set a monthly volume record at 41,787
CBOT® Seat Sales
  • CBOT® Full Membership last traded at $445,000 on January 31, 2002
  • CBOT® Associate Membership last traded at $170,000 on January 24, 2002
  • CBOT® Commodity Options membership at $25,000 on January 16, 2002
  • CBOT® IDEM membership at $20,000 on January 18, 2002
For volume and open interest statistics, please log onto the exchange web site at: http://www.cbot.com/cbot/www/page/0,1398,13+45+128,00.html www.cbot.com