CBOT: Record Volume In Swap Futures

CBOT® 10-Year Interest Rate Swap futures traded a record 29,035 contracts on February 27. (The previous daily volume record of 24,960 was set on August 29, 2002.) Open interest rose to 42,398 contracts, close to the 42,946 record set on June 14, 2002. February is on the way to posting a monthly volume record, around 5,640 contracts per day.

5-Year Interest Rate Swap futures also have posted records in February in both daily open interest (5,295) and average daily volume (631).

For more information visit the Swaps page at www.cbot.com/swap.