CBOT® DJIAsm futures set a daily volume record on March 16, at 40,342 and set a monthly volume record at 472,204. 10-Year Agency futures set a daily volume record on March 29, at 13,259 and set a daily open interest record on March 31, at 18,138, and set a monthly volume record at 67,616. 10-Year Agency options set a daily volume record on March 23, at 1,000 and set a daily open interest record on March 29, at 2,200, and set monthly volume record at 2,652.
Monthly records were set for orders electronically routed to brokers using electronic order receipt devices. Using technology, 303,492 orders were entered and 101,359 orders were filled in the month of March. These numbers surpass the previous records that were set in January 2000 by 2.3% and 5.7%, respectively. For the month of March 2000, record percentage of futures orders were filled by brokers using electronic order receipt devices: 19% total, including 24% agricultural orders and 13% financial orders. Monthly contract records were set for orders electronically filled by brokers: 31% front month corn, 21% second month corn, 28% front month soybeans, 26% second month soybeans, 28% all soybeans, 21% front month bonds, 18% front month DJIAsm.
Year-to-date, 849,900 orders have been electronically routed to floor brokers; of which 285,492 have been filled. This represents an increase of 112% and 138%, respectively, from year-to-date 1999. Year-to-date, 3,420,025 contracts have been electronically routed to floor brokers, of which 1,710,211 have been filled. This represents an increase of 125% and 165%, respectively, from year-to-date 1999. 101 electronic order receipt devices were used by floor brokers filling orders for 26 member firms. This represents an increase of 98% from the number of broker devices used in March 1999.
The most active firm had 13,140 contracts and 1,929 orders filled via broker electronic order receipt devices on a single day, a record set on March 14, 2000.
CBOT Full membership last traded at $515,000 as of March 27, 2000. CBOT Associate membership last traded at $125,000 as of March 31, 2000. CBOT Commodity options membership interest last traded at $33,500 as of March 29, 2000. CBOT IDEM membership interest last traded at $16,500 as of March 29, 2000.
Ten-Year Treasury Note futures were up 25.3% from March 1999 at 3,750,427 and up 39.2% year-to-date (YTD) at 12,282,118. Five-Year Treasury Note futures were up 50.4% from March 1999 at 2,009,974 and up 66.7% YTD at 6,648,271. Five-Year Treasury Note options were up 13.1% from February 2000 and up 170.3% from March 1999 at 431,865. Two-Year Treasury Note futures were up 46.2% from March 1999 at 97,876 and up 18.5% YTD at 308,824. Thirty-Day Fed Fund futures were up 23.7% from February 2000 and up 154.4% from March 1999 at 143,355. Municipal Bond Index futures were up 23.4% from February 2000 at 69,556 and up 122.9% YTD at 344,717.
CBOT DJIA futures were up 38.7% from February 2000 and up 38.2% from March 1999 at 472,204, and up 27.7% YTD at 1,134,533. CBOT DJIA options were up 6.2% from February 2000 and up 53.2% from March 1999 at 24,575, and up 71.9% YTD at 71,797.
Corn futures were up 8.4% from February 2000 and up 19.0% from March 1999 at 1,713,115, and up 27.2% YTD at 4,796,198. Corn options were up 39.5% from February 2000 and up 103.1% from March 1999 at 498,334, and up 103.4% YTD at 1,309,710. Soybean futures were up 8.4% from February 2000 at 1,191,629 and up 8.5% YTD at 3,362,796. Soybean options were up 31.6% from February 2000 at 317,895. Soybean Meal futures were up 3.4% from February 2000 and up 16.8% from March 1999 at 556,010, and up 10.2% YTD at 1,548,872. Soybean Meal options were up 29.3% from February 2000 at 45,612 . Soybean Oil futures were up 7.0% from February 2000 at 483,212 . Soybean Oil options were up 20.4% from February 2000 at 56,094 .
