September Highlights Included:
- CBOT® average daily volume: 1,507,895, up 37.9% from September 2001 and up 33.2% YTD at 1,345,769
- Total exchange month-end open interest: 7,261,182, up 39.6% from September 2001 and up 13.7% from August 2002
- 30-Day Fed Fund futures (open auction) set a daily volume record on September 24 at 70,874, and set a daily open interest record on September 30 at 261,648
Financial Futures and Options
- U.S. Treasury Bond futures were up 4.7% from September 2001 at 4,534,457
- U.S. Treasury Bond options were up 58.3% from September 2001 at 1,555,520 and up 23.2% YTD at 11,391,051
- Ten-Year Treasury Note futures were up 94.3% from September 2001 at 8,529,146 and up 63.7% YTD at 67,888,013
- Ten-Year Treasury Note options were up 49.0% from September 2001 at 2,443,041 and up 72.9% YTD at 23,047,830
- Five-Year Treasury Note futures were up 85.7% from September 2001 at 4,859,251 and up 69.3% YTD at 37,018,962
- Five-Year Treasury Note options were up 109.0% from September 2001 at 555,687 and up 88.0% YTD at 6,047,864 and up 88.0% YTD at 6,047,864
- Two-Year Treasury Note futures were up 35.5% from September 2001 at 253,892 and up 33.5% YTD at 2,405,317
Agricultural Futures and Options
- Wheat futures were up 4.8% from August 2002 and up 77.0% from September 2001 at 682,906
- Corn futures were up 52.5% from September 2001 at 1,635,443 and up 8.2% YTD at 13,927,204
- Soybean futures were up 54.6% from September 2001 at 1,002,854
- Soybean Meal futures were up 18.3% from September 2001 at 581,155
- Soybean Oil futures were up 18.3% from September 2001 at 529,442
- Rough Rice futures were up 54.5% from September 2001 at 12,418
Stock Index Futures and Options
- CBOT DJIASM futures volume in September totaled 639,330 contracts, an increase of 18.5% from August 2002 and up 8.6% from September 2001
- CBOT DJIA options for September 2002 totaled 14,861
- CBOT DJIA Mini-size ($5) futures September 2002 volume was 272,790, a record
- Dow Index Futures and Options Group Volume for Jan.-Sept. 2002 was up 62.4% at 6,353,820
Electronic Trading System
- September 2002 volume reached 12,217,066 contracts, up 168.8% from September 2001 with YTD volume up 154.8% at 89,477,844
- Average Daily Volume totaled 610,853, up 142.0% from September 2001
- Soybean Oil futures set a daily volume record on September 16 at 1,696
- Five-Year Interest Rate Swap futures set a daily volume record on September 20 at 1,298
- Five-Year Treasury Note options set a monthly volume record of 21,919
September 2002 Electronic Order Routing Statistics
Year-to-date, 4,809,552 futures and options orders, excluding futures spreads, were electronically sent directly to floor brokers using order receipt devices. The following highs were established during the month of September:
- Futures contracts filled reached a high of 67,092 on September 19, 2002
- Futures orders filled reached a high of 13,125 on September 9, 2002
Monthly records were maintained for both Financial and Agricultural option orders filled by brokers using order receipt devices (Electronic Clerk):
- Financial room, 15%
- Total (Agricultural and Financial), 32%
Seat Sales
CBOT Full membership last traded at $315,000 as of September 24, 2002
CBOT Associate membership last traded at $132,000 as of September 24, 2002
CBOT Commodity Options membership interest last traded at $26,000 as of October 2, 2002
CBOT IDEM membership interest last traded at $25,000 as of September 26, 2002
For more information on the CBOT's products and markets, log onto the exchange web site at www.cbot.com
