Volume on CBOT's electronic trading platform set a monthly record of 10,235,848 contracts. Electronic trading was up 33.0% from April 2002, up 134.0% from May 2001, and up 130.7% YTD at 40,130,990.
May Highlights Included:
- May average daily volume was 1,323,627, up 22.7% from April 2002, up 22.0% from May 2001, and up 16.5% YTD at 1,193,210
- Total exchange month-end open interest was 6,167,131, up 24.1% from May 2001
- Two-Year Treasury Note futures set a monthly volume record (open auction) of 361,354
- Ten-Year Swap futures set a monthly volume record (open auction) of 59,093 and set a daily volume record on May 28 at 12,312
- All commodities set a daily open interest record (open outcry) on May 24, at 7,223,010
- All commodities set a daily open interest record (combined) on May 24, at 7,239,163
- Ten-Year Treasury Note futures set a daily open interest record (open auction) on May 24, at 886,628
- Ten-Year Treasury Note options set a daily open interest record (open auction) on May 24, at 1,669,845
- Five-Year Treasury Note futures set a daily open interest record (open auction) on May 29, at 695,080
- Five-Year Treasury Note options set a daily open interest record (open auction) on May 24 at 593,315
- U.S. Treasury Bond futures were up 32.2% from April 2002 at 5,191,448
- Ten-Year Treasury Note futures were up 52.1% from April 2002 and up 51.5% from May 2001 at 8,309,111, and up 35.3% YTD at 32,239,896
- Ten-Year Treasury Note options were up 34.2% from May 2001 at 2,352,037 and up 58.7% YTD at 11,646,632
- Five-Year Treasury Note futures were up 50.0% from April 2002 at 4,637,631, and up 45.3% YTD at 18,272,153
- Five-Year Treasury Note options were up 84.8% from May 2001 at 797,720, and up 67.4% YTD at 3,368,977
- Two-Year Treasury Note futures were up 136.7% from April 2002 and up 37.6% from May 2001 at 376,968
- Thirty-Day Fed Fund futures were up 8.3% from April 2002 and up 33.5% from May 2001 at 463,696, and up 69.5% YTD at 2,499,010
- Corn futures were up 22.3% from May 2001 at 1,434,523
- Oat futures were up 57.9% from May 2001 at 32,386 and up 34.1% YTD at 202,888
- Oat options were up 278.0% from May 2001 at 8,856
- Soybean futures were up 15.3% from May 2001 at 1,048,283 and up 17.1% YTD at 5,331,322
- Soybean Meal futures totaled 567,221 and were up 4.7% YTD at 2,619,354
- Soybean Oil futures were up 6.0% from April 2002 and up 30.7% from May 2001 at 526,918
- Soybean Oil options were up 57.1% from April 2002 and up 118.7% from May 2001 at 55,248
- Wheat options were up 22.4% from April 2002 at 119,553
- Rough Rice options were up 147.7% from April 2002 and up 446.5% from May 2001 at 5,673
- CBOT®DJIASM futures volume was up 20.8% from May 2001 at 456,210, and up 19.4% for the year at 2,344,487
- CBOT DJIA options were up 123.7% from April 2002 and up 52.2% from May 2001 at 32,421
- Volume on the electronic trading platform sets highest monthly total ever at 10,235,848 contracts, up 33.0% from April 2002, up 134.0% from May 2001, and up 130.7% YTD at 40,130,990
- May average daily volume was 465,266, up 33.0% from April 2002 and up 134.0% from May 2001
- U.S. Treasury Bond futures set a monthly volume record of 2,783,011 contracts for May 2002
- Ten-Year Treasury Note futures set a monthly volume record of 4,783,027 for May 2002
- Five-Year Treasury Note futures set a monthly volume record of 2,364,252 for May 2002
- Year-to-date, 2,552,148 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 May.
- Contracts entered reached 192,638 on May 21, 2002
- Option order filled hit a high of 1,429 on May 13, 2002
- A monthly record of 50% was set for Agricultural futures orders filled by brokers using order receipt devices (Electronic Clerk) with a daily record of 56% on May 17, 2002. 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.
- CBOT Full Membership last traded at $240,001 on May 31, 2002
- CBOT Associate Membership last traded at $90,000 on May 24, 2002
- CBOT Commodity Options Membership at $21,001 on May 29, 2002
- CBOT IDEM membership at $14,000 on June 3, 2002
