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CBOT's June Volume At 29,030,559 Contracts - Up 44.4% from 2001

Date 02/07/2002

The Chicago Board of Trade (CBOT) today announced trading volume of 29,030,559 contracts for June 2002, up 44.4% from June 2001, and up 20.9% year-to-date (YTD) at 153,124,392. June 2002 volume was the third-highest monthly total in exchange history. In addition, total exchange volume in the second quarter of 2002 was the highest quarterly volume ever with 81,885,774 contracts, breaking the previous high of 76,239,744 contracts traded in the third quarter of 1998.

June Highlights Included:

  • CBOT®average daily volume: 1,451,528, up 9.7% from May 2002 and up 51.6% from June 2001
  • Total exchange month-end open interest: 6,253,594, up 30.4 from June 2001
  • Ten-Year Treasury Note options set a daily volume record (open auction) on June 13 at 329,111
  • Corn Futures set a daily volume record (open auction) on June 24 at 236,878
  • 30-Day Fed Fund futures set a daily volume record (open auction) on June 26 at 69,931
  • Soybean Meal futures set a daily volume record (open auction) on June 25 at 62,318
  • Rough Rice futures set a daily volume record (open auction) on June 3 at 3,245; Rough Rice options set a daily volume record (open auction) on June 3 at 1,412
  • Five-Year Interest Rate Swap futures set a daily volume record (open auction) on June 21 at 1,792
Financial Futures and Options
  • U.S. Treasury Bond futures were up 11.6% from June 2001 at 4,722,207
  • U.S. Treasury Bond options were up 9.5% from May 2002 and up 49.5% from June 2001 at 1,258,660
  • Ten-Year Treasury Note futures were up 84.8% from June 2001 at 7,547,652, and up 42.5% (YTD) at 39,787,548
  • Ten-Year Treasury Note options were up 26.2% from May 2002 and up 130.9% from June 2001 at 2,968,169
  • Five-Year Treasury Note futures were up 80.9% from June 2001 at 4,095,716
  • Five-Year Treasury Note options were up 109.8% from June 2001 at 716,088
  • Two-Year Treasury Note futures were up 48.7% from June 2001 at 242,925
  • Thirty Day Federal Fund futures were up 49.9% YTD at 2,896,557
Agricultural Futures and Options
  • Wheat futures were up 64.5% from May 2002 at 689,807
  • Corn futures were up 29.1% from May 2002 and up 14.8% from June 2001 at 1,851,474
  • Oat futures were up 21.1% from May 2002 at 39,229 and up 25.3% YTD at 242,117
  • Oat options were up 63.3% from May 2002 and up 307.4% from June 2001 at 14,458
  • Soybean futures were up 25.1% from May 2002 and up 13.5% from June 2001 at 1,311,834, and up 16.4% YTD at 6,643,156
  • Soybean Meal futures were up 17.2% from May 2002 and up 6.3% from June 2001 at 664,687
  • Soybean Oil futures were up 11.7% from May 2002 and up 8.7% from June 2001 at 588,386
  • Rough Rice futures were up 91.0% from May 2002 and up 62.0% from June 2001 at 25,551
Stock Index Futures and Options
  • CBOT DJIASM futures volume in June totalled 616,754 contracts, an increase of 35.2% from May 2002 and up 58.2% from June 2001, and up 25.8% YTD at 2,961,241
  • CBOT DJIA options for June 2002 totalled 25,091
Electronic Trading System
  • Volume reached 10,442,709 contracts in June 2002, representing an increase of 150.1% from June 2001; year-to-date volume up 134.5% at 50,573,699
  • Average daily volume up 162.6% from June 2001 at 522,135
  • All commodities set a daily volume record on June 26 at 899,080 and set a monthly volume record of 10,442,709
  • Thirty-Year Treasury Bond futures set a daily volume record on June 26 at 225,857 and set a monthly volume record of 2,920,667
  • Ten-Year Treasury Note futures set a daily volume record on June 26 at 429,337, and set a monthly volume record of 4,915,381; Ten-Year Treasury Note options set a daily volume record on June 13 at 329,111
  • Five-Year Treasury Note futures set a daily volume record on June 26 at 207,991
  • Thirty-Day Fed Fund futures set a daily volume on June 26 at 13,501
  • Mini $5 Dow Jones futures set a daily volume record on June 24 at 13,579
Electronic Order Routingul>
  • Year-to-date, 3047,860 futures and options orders, excluding futures spreads, were electronically sent directly to floor brokers using order receipt devices.
  • The following records were established during the month of June:
    • Futures orders entered hit a high of 28,616 on June 24, 2002 with a record of 13,895 filled.
    • Option orders entered on June 21, 2002 reached a high of 5,981.
    • Option orders entered on June 24, 2002 reached a high of 1,499.
  • A monthly record of 51% was set for Agricultural futures orders filled by brokers using order receipt devices (Electronic Clerk). In the agricultural room, member firms use electronic order routing devices (COMET, Order Direct) to send orders that are filled and/or endorsed by the pit brokers.Seat Sales
    • CBOT Full membership last traded at $275,001 as of June 27, 2002
    • CBOT Associate membership last traded at $115,000 as of June 25, 2002
    • CBOT Commodity Options membership interest last traded at $25,500 as of July 1, 2002
    • CBOT IDEM membership interest last traded at $15,900 as of June 17, 2002
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