CBOT Two-Year Treasury Note Futures Surpass 600,000 Contracts, Set Open Interest Record - Contract Reaches New OI High Mark For Tenth Consecutive Trading Session

The Chicago Board of Trade (CBOT) announced today that on May 10, 2006, open interest in its Two-Year U.S. Treasury Note futures contract reached a new high for the tenth straight trading session, surpassing the 600,000 contract mark for the first time. Open interest expanded to 607,802 contracts, compared with the prior day’s record of 588,177 contracts.

Open interest represents the number of trading positions that have not yet been offset and closed at the end of a trading day.

Yesterday’s open interest total in Two-Year Treasury Notes increased by more than 80 percent compared with the same date in the prior year. During the first four months of 2006, average daily volume of CBOT Two-Year Treasury Note futures was 130,531 contracts, an increase of approximately 73 percent from the same period in 2005.

The Exchange set numerous additional open interest records on May 10, including new highs in the 100 percent electronically-traded Metals futures and options complex, as well as Corn futures, Wheat futures and Soybean Crush options.

For more information about the CBOT and its futures and options products, please visit www.cbot.com.