In addition, members set a new exchange daily volume record for Ten-year T-note futures and Five-year T-note futures yesterday, trading 692,519 contracts and 429,785, respectively. This surpassed the former records of 620,159, and 379,205, both set on November 27, 2001, respectively.
Robert F. Corvino, CBOT® Board member and Independent Trader said, "The CBOT® has more than 430 diverse liquidity providers active in its Treasury complex, contributing to the tight, deep markets found only at the CBOT®. Moreover, this feature enables orders to be executed at a single price due to the narrow bid/offer spreads."
Now and always, the Chicago Board of Trade markets provide its customers, with market integrity, liquidity, and flexibility -- via timely information allowing an open and transparent market for all participants, and futures clearing through the Board of Trade Clearing Corporation (BOTCC), the only triple-A-rated clearing entity.
With these attributes as the CBOT® foundation, the exchange volume continues to build. Yesterday, the CBOT® traded a total of 2,437,951 contracts, the third largest single day trading volume in its history. Of this total, 1,891,564 were traded in the open auction marketplace.
