.jpg)
Within CBOT’s Treasury futures and options complex, a number of volume and open interest records were set in May, including a monthly volume record in Ten-, Five-, and Two-Year Treasury Note futures of 22,688,837, 12,320,402, and 2,306,303 contracts, respectively. Average daily volume in Ten-, Five-, and Two-Year Treasury Note futures in May increased to 1,080,421, 586,686, and 109,824 contracts, respectively. In addition, Two-Year Treasury Note futures set a daily volume record on May 27, at 295,190 contracts.
Total Exchange open interest in May rose 14.4 percent from last year to 12,107,953 contracts. An Exchange-wide open interest record was set on May 19, at 15,187,139 contracts. Ten-Year Treasury Note futures set an open interest record on May 18, at 2,302,636 contracts; Ten-Year Treasury Note options set an open interest record on May 19, at 3,778,897 contracts; Five-Year Treasury Note options set an open interest record on May 17, at 1,417,118 contracts; Thirty-Day Fed Fund options set an open interest record on May 31, at 984,603 contracts.
Year-to-date through May, a total of 3,959,335 futures and options orders, excluding futures spreads, were electronically sent directly to floor brokers using Electronic Clerks, or order receipt devices. In addition, in May, a new high of 86 percent of total Agricultural futures orders were filled electronically, compared to 77 percent in May 2004.
Financial Futures and Options Highlights
- Financial futures and options complex trade rose 21.1 percent from last year to 55,443,977 contracts and 27.8 percent YTD to 249,965,542 contracts.
- U.S. Treasury Bond futures rose 32.4 percent from last year and 17.3 percent from last month to 8,558,889 contracts, and up 32.1 percent YTD to 39,534,387 contracts.
- Ten-Year U.S. Treasury Note futures rose 27.6 percent from last year and up 16.4 percent from last month to 22,688,837 contracts, and up 21.8 percent YTD to 96,775,634 contracts.
- Five-Year U.S. Treasury Note futures rose 12.2 percent from last year and 14.9 percent from last month to 12,320,402 contracts, and up 35.3 percent YTD to 53,855,715 contracts.
- Two-Year U.S. Treasury Note futures rose 164.4 percent from last year and 49.0 percent from last month to 2,306,303 contracts, and were up 174.1 percent YTD at 8,511,962 contracts.
- Agricultural futures and options complex trade totaled 6,889,083 contracts in May.
- Wheat futures rose 14.6 percent from last year to 694,695 contracts and 14.5 percent YTD at 4,126,601 contracts.
- Corn futures rose 17.9 percent from last year to 2,188,336 contracts.
- Rough Rice futures rose 86.1 percent from last year to 17,919 contracts.
- Precious Metals futures and options complex trade rose 57.8 percent from last year to 60,077 contracts.
- Volume in mini-sized Gold futures totaled 20,520 contracts in May.
- Volume in mini-sized Silver futures totaled 7,821 contracts in May.
- Volume in full-sized Gold futures rose totaled 27,416 contracts in May.
- Volume in full-sized Silver futures totaled 4,320 contracts in May.
- Equity Index futures and options complex trade totaled 2,261,849 contracts in May, up 5.9 percent from last year and up 16.3 percent YTD at 11,415,646 contracts.
- Volume in mini-sized DowSM ($5) futures rose 9.4 percent from last year to 2,061,472, and 21.8 percent contracts YTD to 10,229,207 contracts.
- Volume in mini-sized DowSM ($5) options rose 126.4 percent from last year to 62,750 contracts and 288.9 percent YTD to 365,738 contracts.
- CBOT Full Membership last traded at a record of $1,695,001 on May 25, 2005. CBOT Associate Membership last traded at $695,000 on May 23, 2005. CBOT COM membership last traded at $172,500 on May 24, 2005. CBOT IDEM Membership last traded at $80,500 on May 25, 2005.
Related Documents
May Volume Report
