March Highlights Included:
- March average daily volume was 1,222,290, up 29.5% from March 2001 and up 17.7% year-to-date (YTD).
- Total exchange month-end open interest was 5,921,016, up 8.5% from February 2002 and up 20.9% from March 2001
- Ten-Year Swap futures (open auction) set a daily volume record on March 26 at 9,023
- Five-Year Treasury Note futures (open auction) set a daily open interest record on March 28 at 634,508
- Ten-Year Swap futures (open auction) set a daily open interest record on March 27 at 21,232
- Thirty-Day Fed Fund futures (open auction) set a daily open interest record on March 28 at 246,352
- DJIASM futures (open auction) set a daily open interest record on March 7 at 50,196
- Ten-Year Treasury Note futures were up 44.9% from March 2001 at 6,520,607
- Ten-Year Treasury Note options were up 35.7% from February 2002 and up 68.9% from March 2001 at 2,295,138
- Five-Year Treasury Note futures were up 68.7% from March 2001 at 3,848,231 and up 44.5% YTD at 10,542,128
- Five-Year Treasury Note options were up 56.7% from March 2001 at 574,690
- Two-Year Treasury Note futures were up 80.4% from March 2001 at 290,410
- Thirty-Day Fed Fund futures were up 47.9% from February 2002 and up 41.5% from March 2001 at 481,755
- Ten-Year Interest Rate Swap futures were up 27.2% from February 2002 at 53,025
- Soybean futures were up 26.4% from March 2001 at 1,065,651
- Soybean Meal futures were up 6.6% from February 2002 at 424,684
- Soybean Oil futures were up 12.5% from March 2001 at 468,878
- Oat futures were up 23.1% from March 2001 at 30,662
- CBOT® DJIASM futures volume was up 13.9% from February 2002 at 538,804 and up 20.9% YTD at 1,420,706
- CBOT® DJIASM options were up 55.6% from February 2002 at 28,688
- Volume reached 8,179,139 contracts in March 2002, up 125.9% from March 2001, up 13.1% from February 2002, and up 133.4% YTD at 22,201,036
- March average daily volume was 408,957, up 148.5% from March 2001, up 7.5% from February 2002, and up 141.2% YTD at 370,017
- U.S. Treasury Bond futures totaled 2,443,003 contracts for March 2002
- Ten-Year Treasury Note futures totaled 3,683,508 for March 2002
- Five-Year Treasury Note futures totaled 1,883,830 for March 2002
- Year-to-date, 1,480,100 futures and options orders, excluding futures spreads, were electronically sent directly to floor brokers using order receipt devices. This represents a 26% increase over volume during first quarter, 2001.
- Daily record volume for 2002 futures orders was set in both financial and agricultural markets. On March 18, a record 54% of customer agricultural futures orders were electronically sent to brokers. On March 25, a record 40% of customer financial futures orders were electronically sent to brokers. In the financial room, firms primarily use electronic order routing devices to send customer order endorsements for flashed/headset-entered orders, to the pit brokers. That trade data automatically enters firm bookkeeping systems.
- Another record-setting month was noted for contracts and orders entered via the CBOT® Internet order entry system, e-openoutcry.com. On March 7, there was a record 14,090 contracts entered and of those, 10,187 were filled. On March 8, there was a record 271 orders entered/200 orders filled. E-openoutcry.com is being used by members and member firms servicing customer business from off the floor.
- CBOT® Full Membership last traded at $310,000 on March 28, 2002
- CBOT® Associate Membership last traded at $107,000 on April 2, 2002
- CBOT® Commodity Options membership at $26,500 on March 28, 2002
- CBOT® IDEM membership at $12,000 on March 28, 2002
