A volume record also was reached in mini-sized Dow Jones futures with 44,615 contracts traded, breaking the former record of 43,416 contracts traded on March 12, 2003. The contract also reached historic open interest levels of 29,240, surpassing the former record of 27,607 contracts outstanding on March 12, 2003.
Ten-Year Swap futures broke a daily volume record on the exchange's electronic platform with 14,835 contracts traded, surpassing the former record of 12,450 contracts traded on December 9, 2002.
Additionally, Five-Year Treasury note futures traded a record 330,731 contracts on the CBOT's electronic trading system, breaking the previous record of 298,410 set on February 27, 2003. Open interest in the contract also set a new high of 812,283, beating the previous record of 791,035 set on March 11, 2003. Five-Year Treasury note options set an open interest record with 650,506 contracts outstanding, surpassing the old record of 628,229 on March 12, 2003.
