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CBOT Sets New Exchange-Wide Volume Record In Busiest Trading Day Ever - U.S. Treasury Futures Complex Volume Climbs To New All-Time High

Date 01/03/2005

The Chicago Board of Trade (CBOT) announced today that the Exchange experienced its most successful trading day ever, setting an Exchange-wide volume record on Monday, February 28. Total volume soared to 5,852,889 contracts, exceeding the previous record of 5,718,527 contracts set on November 29, 2004.

In addition, volume in the Exchange’s U.S. Treasury futures complex rose to a new record of 4,475,983 contracts, breaking the previous record of 4,426,987 contracts also set on November 29, 2004.

CBOT President and CEO Bernard W. Dan said, “Record-high volume at the CBOT underscores the value provided by the Exchange’s transparent and highly liquid markets, the global benchmark for pricing in the financial and agricultural sectors. With newly deployed advanced technology in our open auction markets, premier electronic trading and clearing systems, and an extensive range of risk management products, the CBOT is consistently demonstrating its commitment to providing a superior trading environment for customers.”

Within the CBOT U.S. Treasury complex, Five-Year U.S. Treasury Note futures set a new volume record of 1,185,991 contracts, surpassing the old record of 1,154,858 contracts set on November 29, 2004.

Further, CBOT Full-sized Gold futures open interest reached a new peak of 3,665 contracts, eclipsing the prior record of 3,542 contracts set on February 22.

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