CBOT® members set three daily volume records on its electronic trading platform, a/c/e, trading 450,075 contracts on August 30, 2001 which broke its former records of 442,491 and 334,551 set the preceding two days.
August Highlights Included:
- CBOT® average daily volume: 999,866, up 7.2% from July 2001 and up 23.0% from August 2000; average daily volume for January-August was 1,001,444
- Total exchange month-end open interest: 4,969,967, up 24.6% from August 2000
- Ten-Year Treasury Note futures set a daily volume record on August 28 at 565,389
- Ten-Year Treasury Note options set a daily open interest record on August 21 at 1,061,573
- Two-Year Treasury Note futures set a monthly volume record at 316,446
- Two-Year Treasury Note futures set a daily open interest record on August 29 at 91,086
- 30-Day Fed Fund futures set a daily open interest record on August 31 at 191,880
- Soybean Oil futures set a daily open interest record on August 17 at 171,934
- Oat options set a daily volume record on August 15 at 2,008
- U.S. Treasury Bond futures were up 48.4% from July 2001 and up 5.4% from August 2000 at 4,965,647
- Ten-Year Treasury Note futures were up 62.7% from July 2001 and up 27.4% from August 2000 at 5,683,086, and up 18.6% year-to-date (YTD) at 37,091,374
- Ten-Year Treasury Note options were up 83.1% from August 2000 at 1,420,739
- Five-Year Treasury Note futures were up 58.5% from July 2001 and up 19.7% from August 2000 at 2,697,415, and up 19.2% YTD at 19,243,261
- Five-Year Treasury Note options were up 16.2% from July 2001 and up 22.0% from August 2000 at 321,579
- Two-Year Treasury Note futures were up 239.1% from July 2001 and up 69.2% from August 2000 at 316,446, and up 82.7% YTD at 1,614,342
- Thirty Day Federal Fund futures were up 9.0% from July 2001 and up 217.8% from August 2000 at 349,364, and up 165.9% YTD at 2,602,564
- Municipal Bond Index futures were up 34.6% from July 2001 at 18,741
- Ten Year Agency Debt futures were up 192.3% from July 2001 and up 6.6% from August 2000 at 138,519, and up 29.4% YTD at 914,922
- Corn futures were up 19.9% from August 2000 at 1,549,048
- Wheat futures were up 4.8% from August 2000 at 600,341 and up 4.9% YTD at 4,817,067
- Wheat options were up 3.4% from August 2000 at 132,704, and up 4.8% YTD at 1,176,699
- Soybean futures were up 40.0% from August 2000 at 1,121,961
- Soybean options were up 36.5% from August 2000 at 427,493
- Soybean Meal futures were up 34.5% from August 2000 at 630,909 and up 7.8% YTD at 4,468,052
- Soybean Oil futures were up 34.2% from August 2000 at 612,349
- CBOT®® DJIASMSM futures volume in August totaled 410,917 contracts, an increase of 28.2% from July 2001 and 94.2% from August 2000, and up 26.4% YTD at 3,085,476
- CBOT® DJIASM options were up 74.7% from August 2000 at 18,310 and up 53.2% YTD at 208,894
- Volume reached 5,189,265 contracts in August 2001, representing an increase of 36.2% from July 2001; year-to-date volume at 30,569,476
- Volume on the a/c/e platform set three daily volume records in August finishing with 450,075 contracts traded on August 30, 2001
- Average daily volume up 24.3% from July 2001 at 225,620 contracts
- U.S. Treasury Bond futures at 2,071,043 contracts, representing 41.7% of its total volume
- Ten-Year Treasury Note futures at 2,240,478 representing 39.4% of its total volume
- Five-Year Treasury Note futures at 743,723, representing 27.6% of its total volume
Members and member firms set record volumes in August for use of CBOT® trading floor order routing technology.
- Member firms sent a record number of customer orders to be executed and endorsed by pit brokers. 487,344 orders were sent to brokers, an increase of 46% over August of last year. 158,227 of those orders were filled, an increase of 67% over August of last year.
- Member firms sent a record number of customer contracts to be executed and endorsed by pit brokers. 2,378,965 contracts were sent to brokers, an increase of 54% over August of last year. 1,037,636 contracts were endorsed, an increase of 60% over August of last year.
- More than 50% of member firms servicing customer business and more than 150 of the most active brokers used Exchange order routing devices during the month.
- CBOT® Full membership last traded at $350,001 as of August 31, 2001
- CBOT® Associate membership last traded at $82,000 as of August 30, 2001
- CBOT® Commodity Options membership interest last traded at $22,100 as of August 28, 2001
- CBOT® IDEM membership interest last traded at $7,501 as of August 29, 2001
