May Highlights Included:
- CBOT® average daily volume: 1,084,918, up 7.8% from April 2001 and up 2.8% from May 2000
- Total exchange month-end open interest: 4,969,257, up 7.2% from May 2000
- Mortgage futures set a daily volume record on May 7 at 3,050, set a daily open interest record on May 30 at 3,675, and set a monthly volume record of 14,950 contracts
- 10-Year Treasury Note options set a daily volume record on May 11 at 174,028, set a daily open interest record on May 24 at 985,562, and set a monthly volume record of 1,752,742 contracts
- 30-Day Fed Fund futures set a daily open interest record on May 30 at 117,133 and set a monthly volume record of 347,364 contracts
- DJIASM futures set a daily open interest record on May 16 at 35,361
- 5-Year Treasury Note options set a daily open interest record on May 17 at 344,208
- 2-Year Treasury Note options set a daily open interest record on May 22 at 6,245
- U.S. Treasury Bond futures were up 31.4% from April 2001 at 6,022,154
- Ten-Year Treasury Note futures were up 27.5% from April 2001 and up 16.4% from May 2000 at 5,483,344
- Ten-Year Treasury Note options were up 86.8% from May 2000 at 1,752,742
- Five-Year Treasury Note futures were up 56.2% from April 2001 and up 26.4% from May 2000 at 3,221,502
- Five-Year Treasury Note options were up 26.7% from May 2000 at 431,577
- Two-Year Treasury Note futures were up 106.8% from April 2001 and up 71.1% from May 2000 at 273,983
- Two-Year Treasury Note options were up 11.6% from April 2001 and up 1,434.0% from May 2000 at 3,070
- Thirty-Day Fed Fund futures were up 16.0% from April 2001 and up 102.2% from May 2000 at 347,364
- Mortgage futures were up 16.3% from April 2001 at 14,950
- Soybean Meal futures were up 20.5% from April 2001 and up 3.1% from May 2000 at 584,352
- Soybean Meal options were up 39.3% from April 2001 at 47,401
- Soybean options were up 29.0% from April 2001 at 322,898
- Wheat options were up 4.0% from April 2001 at 148,586 and up 7.2% year-to-date (YTD) at 699,515
- CBOT®® DJIASMSM futures volume in May totaled 377,620 contracts, an increase of 31.2% from May 2000
- CBOT® DJIASM options were up 75.7% from May 2000 at 21,297
- Volume reached 4,375,128 contracts in May 2001, an increase of 24.7 percent from April 2001
- May average daily volume at 198,869 contracts, up 13.3% from April 2001; average daily volume since inception on August 28, 2000, is 136,253
- U.S. Treasury Bond futures at 2,087,125 contracts, representing 34.7% of its total volume
- Ten-Year Treasury Note futures at 1,622,879 representing 29.6% of its total volume
- Five-Year Treasury Note futures at 574,303, representing 17.8% of its total volume
- Monthly volume of futures contracts electronically routed to floor brokers for filling and/or endorsing was 2,338,766, an increase of 72% from May 2000.
- Monthly volume of futures orders electronically routed to floor brokers was 422,134, an increase of 48% from May 2000.
- E-openoutcry.com volume was 89,490 contracts filled electronically by brokers. (E-openoutcry.com, a CBOT® Internet software program, can be used by members and member firms for sending order endorsements for headset-entered orders.)
- CBOT® Full membership last traded at $321,000 as of May 31, 2001
- CBOT® Associate membership last traded at $79,000 as of May 23, 2001
- CBOT® Commodity Options membership interest last traded at $21,000 as of May 31, 2001
- CBOT® IDEM membership interest last traded at $7,160 as of May 31, 2001
