CBOT® President and CEO Bernard W. Dan said, "The success of our swaps complex shows we are providing customers the products they want in a trading format they want. Our market liquidity, combined with the strength and guarantee of the Board of Trade Clearing Corporation, a feature not available in the cash swaps market, are the reasons why we expect the success of our swaps complex to continue."
During February, the following records occurred in the CBOT's swap complex:
- Record volume of 4,010 contracts traded in 5-year swap on February 4
- Record open interest of 6,930 contracts and month-end open interest of 5,295 in 5-year swap
- Record Volume of 29,035 contracts in 10-year swap on February 27
- Record open interest of 43,229 contracts in 10-year swap
- Record average daily volume of 2,600 contracts in 10-year swap (since launch)
- Record monthly average daily volume of 5,700 contracts in 10-year swap
