Total exchange open interest reached a new all-time high on Friday of 11,746,614 contracts. In the tenth consecutive record trading session, open interest in options on 10-year note futures reached 2,906,848 contracts. Open interest in options on five-year note futures reached 788,021 contracts, surpassing the prior record of 775,610 contracts set on March 25, 2004.
CBOT President and CEO Bernard W. Dan said, "The open interest records set almost daily in CBOT's U.S. Treasury products are testimony to the value our customers place on the transparent, open trading and clearing environment offered by the exchange. For even the most complex trades, such as options on futures transactions, the CBOT provides full price discovery and the most liquid markets that are equally accessible to all profiles of users."
For more information on CBOT open interest and volume figures, please visit the exchange Website at www.cbot.com.
