June Highlights Included
- CBOT® average daily volume: 957,406, up 7.6% from June 2000
- Total exchange month-end open interest: 4,793,898, up 9.9% from June 2000
- 30-Day Fed Fund futures set a daily volume record on June 27 at 59,103, set a daily open interest record on June 29 at 138,352, and set a monthly volume record of 458,064 contracts
- 10-Year Note Flex options set a daily volume record on June 26 at 11,700 and set a monthly volume record of 14,500 contracts
- DJIASM futures set a daily open interest record on June 8 at 38,015 contracts
- 10-Year Agency futures set a daily open interest record on June 18 at 72,374
- Mortgage futures set a daily open interest record on June 27 at 6,625
- Ten-Year Treasury Note futures were up 10.2% from June 2000 at 4,083,811, and up 15.2% year-to-date (YTD) at 27,915,198
- Ten-Year Treasury Note options were up 62.8% from June 2000 at 1,285,345
- Five-Year Treasury Note futures were up 28.8% from June 2000 at 2,264,029 and up 16.9% YTD at 14,843,802
- Five-Year Treasury Note options were up 60.9% from June 2000 at 341,247
- Two-Year Treasury Note futures were up 55.3% at 163,314 from June 2000 and up 85.0% YTD at 1,204,570
- Thirty-Day Fed Fund futures were up 31.9% from May 2001 and up 191.8% from June 2000 at 458,064, and up 146.1% YTD at 1,932,595
- Wheat futures were up 33.9% from May 2001 at 720,350
- Corn futures were up 37.4% from May 2001 at 1,612,082
- Soybean futures were up 27.0% from May 2001 at 1,155,372
- Soybean Meal futures were up 7.0% from May 2001 and up 3.1% from June 2000 at 625,089
- Soybean Oil futures were up 34.3% from May 2001 and up 1.5% from June 2000 at 541,194
- Oat futures were up 104.4% from May 2001 at 41,926
- Rough Rice futures were up 240.7% from May 2001 at 15,774
- CBOT®® DJIASMSM futures volume in June totaled 389,856 contracts, an increase of 44.2% from June 2000 and up 16.9% YTD at 2,354,024
- CBOT® DJIASM options were up 25.1% from May 2001 and up 185.9% from June 2000 at 26,653, and up 44.0% YTD at 167,208
- Volume reached 4,175,063 contracts in June 2001
- June average daily volume at 198,813 contracts
- U.S. Treasury Bond futures at 1,844,260 contracts, representing 43.6% of its total volume
- Ten-Year Treasury Note futures at 1,600,396 representing 39.2% of its total volume
- Five-Year Treasury Note futures at 617,153, representing 27.3% of its total volume
- CBOT® Full membership last traded at $328,000 as of June 29, 2001
- CBOT® Associate membership last traded at $76,500 as of June 25, 2001
- CBOT® Commodity Options membership interest last traded at $21,000 as of June 27, 2001
- CBOT® IDEM membership interest last traded at $7,400 as of June 2, 2001
