CBOT Chairman Charles P. Carey said, "Having the right mix of products, a choice of trading platforms, and a proven record of integrity in our markets is driving this continuing record-level of customer business to the CBOT during times of economic uncertainty and instability."
June Highlights Included:
- June average daily volume was 1,961,641, up 35.1% from June 2002 and up 37.7% YTD
- Total exchange month-end open interest was 8,031,750, up 28.4% from June
- 30-Day Fed Fund futures (open auction) set a daily volume record on June 25 at 161,921, set a daily open interest record on June 24 at 479,631, and set a monthly volume record of 1,412,472
- 30-Day Fed Fund options (open auction) set a daily open interest record on June 25 at 454,858 and set a monthly volume record of 488,833
- DowSM JonesSM futures set a daily open interest record on June 19 at 54,446
- Mini-sized Soybean futures set a daily open interest record on June 20 at 7,446
Financial Futures and Options Highlights
- U.S. Treasury Bond futures were up 24.9% from June 2002 at 5,896,181, and up 11.9% YTD at 30,452,686
- U.S. Treasury Bond options were up 26.6% from June 2002 at 1,593,528, and up 17.6% YTD at 7,279,235
- Ten-Year Treasury Note futures were up 61.0% from June 2002 at 12,149,471, and up 67.2% YTD at 66,531,238
- Ten-Year Treasury Note options were up 18.0% from June 2002 at 3,503,129
- Five-Year Treasury Note futures were up 50.5% from June 2002 at 6,165,663
- Two-Year Treasury Note futures were up 39.6% from June 2002 at 339,209
- Thirty-Day Fed Fund futures were up 49.3% from May 2003 and up 305.3% from June 2002 at 1,611,416
Agricultural Futures and Options Highlights
- Wheat futures were up 3.6% from May 2003 at 661,840
- Corn futures were up 17.8% from May 2003 and up 5.4% from June 2002 at 1,951,221
- Oat futures were up 18.0% from May 2003 at 24,113
- Soybean futures were up 26.0% from May 2003 and up 31.4% from June 2002 at 1,723,378
- Soybean Meal futures were up 25.1% from May 2003 and up 12.8% from June 2002 at 749,844
- Soybean Oil futures were up 42.4% from May 2003 and up 25.9% from June 2002 at 740,549
Stock Index Futures and Options Highlights
- CBOT DJIASM futures volume was up 15.2% from May 2003 at 473,432
- CBOT DJIA options were up 54.6% from May 2003 at 20,246
CBOT Electronic Trading System
- Volume reached 20,263,788 contracts in June 2003, up 94.0% from June 2002, and up 108.2% YTD at 105,287,366
- June average daily volume was 964,942, up 84.8% from June 2002
- Thirty-Day Fed Fund futures set a daily volume record on June 19 at 31,257 and set a monthly volume record of 198,944
- $5 Mini Dow JonesSM Index futures set a daily volume record on June 12 at 62,422 and set a monthly volume record of 1,012,585
Electronic Order Routing Statistics
- Year-to-date, 3,199,414 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).
Futures
- Financial room- 49%
- Agricultural room- 69%
- Total (Agricultural and Financial)- 63%
Options
- Financial room- 13%
- Agricultural room- 47%
- Total (Agricultural and Financial)- 32%
- CBOT Full Membership last traded at $354,000 on June 24, 2003
- CBOT Associate Membership last traded at $142,000 on July 1, 2003
- CBOT Commodity Options membership at $34,000 on June 26, 2003
- CBOT IDEM membership at $22,500 on July 1, 2003
For additional information see the volume and open interest statistics on the CBOT Website.
