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January Highlights Included:
- CBOT® average daily volume: 996,901, an increase of 28.4% from December 2000, with nine of the 21 trading days in January 2001 daily volume reaching more than a million contracts
- Total exchange month-end open interest: 5,033,826
- 5-Year Agency futures set a daily volume record on January 23 at 512; set a monthly volume record of 1,721; and a daily open interest record of 400 contracts
- 30 Day Fed Funds futures set a daily volume record on January 30 at 26,439 and set a monthly volume record of 240,576 contracts
- 10-Year Treasury Note options set a daily open interest record on January 18 at 791,058 and set a monthly volume record at 1,402,838 contracts
- 2-Year Treasury Note futures set a daily open interest record on January 8 at 90,089 contracts
- CBOT® January 2001 volume was off 8.3% from January 2000 volume of 22,820,812 contracts
- Ten-Year Treasury Note futures traded 4,632,788 contracts, up 39.8% from December 2000 and up 30.2% compared with January 2000
- Ten-Year Treasury Note options hit 1,431,805 contracts, up 36.4% from December 2000, and up 46.8% from January 2000
- Five-Year Treasury Note futures were pegged at 2,422,750 contracts, up 47.5% from December 2000 and up 34.6% compared with January 2000
- Five-Year Treasury Note options reached 441,602 contracts, up 49% from December 2000 and up 30% compared with January 2000
- Two-Year Treasury Note futures hit 174,603 contracts, up 38.1% from December 2000 and up 238.8% from January 2000
- Two-Year Treasury Note options reached 1,112 contracts, up 23.6% from December 2000 and up 237% from January 2000
- Fed Funds futures volume was 253,028 contracts, up 31.6% from December 2000 and up 196% from January 2000
- Wheat futures were up 51.5% from December 2000 and up 18.1% from the same period last year at 551,756 contracts
- Wheat options were up 110.2% from December 2000 and up 10.2% from the same period last year at 165,555 contracts
- Soybean Meal futures were up 3.3% from December 2000 and up 16.4% from January 2000 at 530,193 contracts
- Soybean Meal options were up 71.6% from December 2000 and up 22.1% from January 2000 at 68,372 contracts
- Soybean options were up 80.3% from December 2000 and up 6% from January 2000 at 316,942 contracts
- CBOT®® DJIASMSM futures volume in January was 275,834 contracts
- CBOT® DJIASM options reached 14,449 contracts
- Volume reached 2,862,510 contracts in January 2001, 13.7% of exchange volume
- The cumulative total for a/c/e since launch was 11,492,595 contracts
- January average daily volume was 136,310 contracts, an increase of 52.5% from December 2000
- U.S. Treasury Bond futures at 984,304 contracts, represented 20.1% of a/c/e total volume
- Ten-Year Treasury Note futures at 799,522, represented 18.8% of a/c/e total volume
- Five-Year Treasury Note futures at 164,070, represented 7.4% of a/c/e total volume
- Total of January orders electronically sent to floor brokers was 374,205, of which 127,015 were filled. These numbers surpass January 2000 totals by 20% and 24%, respectively.
- Total of January contracts electronically sent to floor brokers was 2,011,241, of which 1,037,572 were filled. These numbers surpass January 2000 totals by 66% and 71%, respectively.
- Total of 2000 electronically-routed orders represented 32% of all exchange futures-40% of all agricultural futures orders and 24% of all financial futures orders.
- On January 26, a record 46% of all agricultural futures orders were electronically endorsed by floor brokers.
- CBOT® Full membership last traded at $303,000 as of February 1, 2001
- CBOT® Associate membership last traded at $73,001 as of January 31, 2001
- CBOT® Commodity Options membership interest last traded at $16,001 as of January 31, 2001
- CBOT® IDEM membership interest last traded at $4,004 as of February 1, 2001
