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CBOT Sets New Exchange-Wide Open Interest Record - Electronic Volume In Treasury Options Rises To New All-Time High

Date 17/03/2005

The Chicago Board of Trade (CBOT) announced today that on Wednesday, March 16, Exchange-wide open interest rose to a new record of 13,583,836 contracts, exceeding the previous record of 13,481,427 contracts set on February 17.

Further, electronic trading volume in U.S. Treasury options set a new monthly record after only 12 sessions in March. Electronic volume in U.S. Treasury options rose to a new all-time high of 449,691 contracts, surpassing the prior monthly record of 433,075 contracts set in February. March average daily volume (ADV) in U.S. Treasury options on the electronic trading platform is up 64 percent at 37,474 contracts from 22,793 contracts in February.

For more information on CBOT products, visit the Exchange’s Website at www.cbot.com.