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CBOT Reaches Second Highest Exchange Daily Volume - Ten-Year Treasury Note Options And Five-Year Treasury Note Futures Contracts Set Daily Volume Records

Date 30/07/2003

The Chicago Board of Trade (CBOT) today announced the second highest exchange daily volume in the CBOT's history was reached yesterday at 3,175,125 contracts traded. The overall exchange daily volume record remains at 3,286,987 contracts set on May 28, 2003.

Additionally, a new daily volume record was set for the Ten-Year Treasury Note options contract with 419,216 contracts traded on July 29, breaking the previous record of 390,131 contracts traded October 17, 2002.

A new daily volume record was also set in the Five-Year Treasury Note futures contract with 392,661 contracts traded, surpassing the previous record of 373,820 contracts traded on May 28, 2003.