Open outcry trade for the month of November was 22,729,568, up 27.3% from a year earlier. Electronic platform trade in November was 7,279,557, up 220.0% from November 2000. Electronic platform volume for Jan.-Nov. 2001 was 47,541,749, up 246.1% from a year earlier.
November Highlights Included:
- CBOT® average daily volume: 1,429,006, up 52.6% from October 2001 and up 49.1% from November 2000; average daily volume for January-November was 1,041,026
- Total exchange month-end open interest: 5,536,419, up 32.1% November 2000
- Five-Year Treasury Note futures (open outcry) set a daily volume record on November 29 at 342,202, set a daily open interest record on November 23 at 597,703, and set a monthly volume record of 2,749,301
- Ten-Year Interest Rate Swap futures (open outcry) set a daily volume record on November 16 at 5,389, set a daily open interest record on November 19 at 7,230, and set a monthly volume record of 33,046
- 30-Day Fed Fund futures (open outcry) set a daily volume record on November 16 at 69,849, set a daily open interest record on November 27 at 201,946, and set a monthly volume record of 605,462
- Ten-Year Note options (open outcry) set a daily volume record on November 1, 2001 at 241,281, set a daily open interest record on November 21 at 1,354,468, and set a monthly volume record of 2,589,765
- Two-Year Note options (open outcry) set a daily volume record on November 21 at 2,810 and set a monthly volume record of 6,402
- Five-Year Note options set a daily open interest record on November 20, at 432,813 and set a monthly volume record of 669,759
- Soybean Oil set a daily open interest record on November 14 at 172,870
- Soybean Meal futures set a daily open interest record on November 30 at 153,016
- Oat options set a daily open interest record on November 15 at 14,051
- All commodities set a daily open interest record on November 20 at 6,689,505
- U.S. Treasury Bond futures were up 46.7% from October 2001 and up 33.0% from November 2000 at 6,746,364
- U.S. Treasury Bond options were up 21.4% from October 2001 and up 51.3% from November 2000 at 1,717,637
- Ten-Year Treasury Note futures were up 75.4% from October 2001 and up 61.1% from November 2000 at 7,270,109
- Five-Year Treasury Note futures were up 60.5% from October 2001 and up 79.3% from November 2000 at 4,052,521
- Five-Year Treasury Note options were up 80.0% from October 2001 and up 165.0% from November 2000 at 670,624
- Two-Year Treasury Note futures were up 147.2% from October 2001 and up 15.8% from November 2000 at 303,880
- Thirty-Day Federal Fund futures were up 72.5% from October 2001 and up 647.0% November 2000 at 622,598
- Wheat futures were up 3.0% from November 2000 at 614,734, and up 6.7% year-to-date (YTD) at 6,447,210
- Corn futures were up 42.3% from October 2001 and up 8.0% from November 2000 at 1,741,175
- Oat futures were up 5.9% from October 2001 and up 9.6% from November 2000 at 53,578
- Soybean futures were up 3.5% from November 2000 at 964,720
- Soybean Meal futures were up 8.0% YTD at 6,271,709
- Soybean Oil futures were up 5.2% from October 2001 and up 14.3% from November 2000 at 579,460
- CBOT® DJIASMSM futures volume in November totaled 377,209 contracts, an increase of 41.2% from November 2000
- CBOT® DJIASM options were up 49.1% YTD at 275,431 and totaled 14,537 for November 2001
- Volume reached 7,279,557 contracts in November 2001, representing an increase of 220.0% from November 2000, and was up 41.4% from October 2001; Volume for Jan-Nov totaled 47,541,749
- Average daily volume up 220.0% from November 2000 at 346,646 contracts, and up 54.9% from October 2001
- U.S. Treasury Bond futures at 2,752,764 contracts, representing 40.8% of its total volume
- Ten-Year Treasury Note futures at 3,078,064 representing 42.3% of its total volume
- Five-Year Treasury Note futures at 1,303,220, representing 32.2% of its total volume
- o CBOT® Full membership last traded at $375,000 as of December 3, 2001
- CBOT® Associate membership last traded at $108,500 as of November 30, 2001
- CBOT® Commodity Options membership interest last traded at $24,500 as of November 16, 2001
- CBOT® IDEM membership interest last traded at $10,000 as of November 30, 2001
