November Highlights Included:
- CBOT® average daily volume: 958,418, an increase of 17.0% from October 2000
- Total exchange month-end open interest: 4,191,174, an increase of 3.6% from November 1999
- 10-Year Treasury Note futures set a daily volume record on November 28 at 470,908
- 2-Year Treasury Note futures set a daily volume record on November 29 at 57,813, set a daily open interest record on November 30 at 80,032, and set a monthly volume record of 257,997 contracts
- 10-Year Agency futures set a daily volume record on November 30 at 42,093 and set a daily open interest record on November 30 at 60,401
- Wheat futures set a daily volume record on November 29 at 83,714 and set a daily open interest record on November 15 at 158,689
- Soybean Meal futures set a daily volume record on November 29 at 61,492
- Five-Year Note Flexible Options set a daily volume record on November 1 at 4,400 and set a monthly volume record of 6,850 contracts
- U.S. Treasury Bond futures were up 13.7% from October 2000 at 5,072,770
- Ten-Year Treasury Note futures were up 18.0% from October 2000 and up 41.0% from November 1999 at 4,513,562, and up 35.6% year-to-date (YTD) at 43,387,452
- Ten-Year Treasury Note options were up 41.3% from November 1999 at 785,562, and up 3.8% YTD at 9,579,499
- Five-Year Treasury Note futures were up 27.4% from October 2000 and up 40.7% from November 1999 at 2,259,733, and up 37.4% YTD at 21,689,363
- Five-Year Treasury Note options were up 71.5% from November 1999 at 253,080, and up47.9% YTD at 3,437,103
- Two-Year Treasury Note futures were up 169.4% from October 2000 and up 111.7% from November 1999 at 262,402, and up 38.4% YTD at 1,350,784
- Municipal Bond Index futures were up 25.1% from October 2000 at 32,464
- Ten-Year Agency Debt futures at 168,927 up 28.5% from October 2000
- Wheat futures were up 27.9% from October 2000 at 596,581
- Corn futures were up 28.4% from October 2000 and up 7.5% from November 1999 at 1,612,819, and up 8.9% YTD at 16,199,332
- Corn options were up 7.1% from October 2000 and up 23.8% from November 1999 at 386,863, and up 23.1% YTD at 4,931,901
- Oat futures were up 127.6% from October 2000 and up 16.3% from November 1999 at 48,890, and up 10.2% YTD at 386,784
- Soybean futures were up 11.1% from November 1999 at 932,533
- Soybean Meal futures were up 42.9% from October 2000 and up 20.6% from November 1999 at 690,313
- CBOT®® DJIASMSM futures volume in November was 267,071 contracts
- CBOT® DJIASM options were up 3.8% from November 1999 at 15,840
- November average daily volume at 108,318 contracts, an increase of 4.4% from October 2000
- U.S. Treasury Bond futures at 986,728 contracts, representing 19.5% of its total volume
- Ten-Year Treasury Note futures at 966,471, representing 21.4% of its total volume
- Five-Year Treasury Note futures at 265,861, representing 11.8% of its total volume
- CBOT® Full membership last traded at $290,000 as of December 1, 2000
- CBOT® Associate membership last traded at $57,500 as of December 1, 2000
- CBOT® Commodity Options membership interest last traded at $12,750 as of November 30, 2000
- CBOT® IDEM membership interest last traded at $2,750 as of December 4, 2000
