July Highlights Included:
- CBOT® average daily volume: 933,134, up 34.7% from July 2000
- Total exchange month-end open interest: 5,364,348, up 11.9% from June 2001 and up 15.3% from July 2000
- Soybean Oil futures set a monthly volume record of 749,817
- 30-Day Fed Fund futures set a daily volume record on July 27 at 167,679
- U.S. Treasury Bond futures were up 8.7% from July 2000 at 3,347,047
- U.S. Treasury Bond options were up 9.7% from June 2001 at 923,659
- Ten-Year Treasury Note futures were up 35.3% from July 2000 at 3,493,090 and up 17.2% year-to-date (YTD) at 31,408,288
- Ten-Year Treasury Note options were up 28.0% from June 2001 and up 136.4% from July 2000 at 1,645,474
Five-Year Treasury Note options were up 8.7% from July 2000 at 276,828 - Two-Year Treasury Note futures were up 105.0% from July 2000 at 93,326 and up 86.3% YTD at 1,297,896· Thirty-Day Fed Fund futures were up 284.2% from July 2000 at 320,605 and up 159.4% YTD at 2,253,200· Ten-Year Agency Debt futures were up 34.5% YTD at 775,503·
- Wheat futures were up 50.8% from July 2000 at 695,339
- Wheat options were up 23.8% from June 2001 and up 6.1% from July 2000 at 190,540
- Corn futures were up 25.5% from June 2001 and up 71.7% from July 2000 at 2,023,452
- Corn options were up 52.3% from June 2001 and up 21.4% from July 2000 at 682,489
- Soybean futures were up 30.5% from June 2001 and up 70.7% from July 2000 at 1,508,133
- Soybean options were up 62.4% from June 2001 and up 72.3% from July 2000 at 611,977
- Soybean Meal futures were up 13.6% from June 2001 and up 45.4% from July 2000 at 709,973
- Soybean Meal options were up 30.4% from July 2000 at 61,620
- Soybean Oil futures were up 38.8% from June 2001 and up 77.9% from July 2000 at 751,299
- Oat futures were up 20.3% from June 2001 and up 63.3% from July 2000 at 50,440
- Oat options were up 81.9% from June 2001 at 6,457
- Volume reached 3,810,853 contracts in July 2001
- July average daily volume at 181,469 contracts
- U.S. Treasury Bond futures at 1,601,981 contracts, representing 47.9% of total product volume
- Ten-Year Treasury Note futures at 1,458,376 representing 41.8% of its total product volume
- Five-Year Treasury Note futures at 575,136, representing 33.8% of its total product volume
Members and member firms set record volumes in July for use of CBOT® trading floor order routing technology.
- Pit brokers using ECs, electronic order receipt devices, endorsed a record setting 43% of all customer futures orders (representing 48% of all customer agricultural futures orders and 34% of all customer financial futures orders).
- Records were set for monthly volumes of customer futures orders electronically routed to, and endorsed by, pit brokers; 469,898 orders were sent to brokers, an increase of 86% over July of last year; 185,764 of those orders were filled, an increase of 122% over July of last year.
- Futures contracts electronically sent to and endorsed by pit brokers exceeded July 2000 volume by 80%; 15,029,106 contracts were sent to brokers; 7,339,520 contracts were endorsed.
- The most active member firm user of electronic order routing sent a record day volume of 3,534 futures orders direct to brokers.
- CBOT® Full membership last traded at $312,000 as of August 1, 2001
- CBOT® Associate membership last traded at $75,000 as of July 31, 2001
- CBOT® Commodity Options membership interest last traded at $22,001 as of August 1. 2001
- CBOT® IDEM membership interest last traded at $7,500 as of July 27, 2001
