November Highlights Included:
- CBOT® average daily volume: 1,589,098, up 11.2% from November 2001
- Total exchange month-end open interest: 6,204,493, up 12.1% from November 2001
- Soybean Oil futures (open auction) set a daily volume record on November 22 at 69,998 and set a daily open interest record on November 27 at 180,163
- 30-Day Fed Fund futures (open auction) set a daily volume record on November 6 at 80,630 and set a daily open interest record on November 22 at 314,429
- 10-Year Interest Rate Swap options (open auction) set a daily volume record on November 14 at 5,900, set daily open interest record on November 25 at 7,800, and set a monthly volume record of 8400
- Two-Year Treasury Note futures (open auction) set a daily open interest record on November 22 at 128,314 and set a monthly volume record of 374,314
- Five-Year Treasury Note futures (open auction) set a daily open interest record on November 22 at 783,539
- 10-Year Treasury Note options (open auction) set a daily open interest record on November 15 at 2,116,680
- The Exchange set a yearly volume record of 320,812,105
Financial Futures and Options
- Ten-Year Treasury Note futures were up 33.1% from November 2001 at 9,679,235 and up 67.8% YTD at 88,766,063
- Five-Year Treasury Note futures were up 23.7% from November 2001 at 5,013,241 and up 65.5% YTD at 47,058,931
- Two-Year Treasury Note futures were up 121.5% from October 2001 and up 27.4% from November 2001 at 387,153
Agricultural Futures and Options
- Corn futures were up 18.3% from October 2002 and up 3.5% from November 2001 at 1,801,423, and up 8.9% YTD at 17,251,913
- Soybean futures were up 11.0% from November 2001 at 1,070,937, and up 17.7% YTD at 13,311,645
- Soybean Meal futures were up 7.2% from October 2002 at 657,822
- Soybean Oil futures were up 28.3% from October 2002 and up 21.7% from November 2001 at 705,373
- Rough Rice futures were up 15.7% from November 2001 at 10,354
Stock Index Futures and Options
- CBOT DJIASM futures volume in November totaled 427,235 contracts, up 13.3% from November 2001
- CBOT DJIA options for November 2002 totaled 9,112
Electronic Trading System
- November 2002 volume reached 13,394,106 contracts, up 84.0% from November 2001 with YTD volume up 151.4% at 119,535,244
- Average Daily Volume totaled 669,705, up 93.2% from November 2001
- 10-Year Interest Rate Swap futures set a daily volume record on November 29 at 10,331 and set a monthly volume record of 43,234
- 30-Day Fed Fund futures set a monthly volume record of 50,804
November 2002 Electronic Order Routing Statistics
- Year-to-date, 5,764,869 futures and options orders, excluding futures spreads, were electronically sent directly to floor brokers using order receipt devices (Electronic Clerk).
- Monthly records were maintained for both Financial and Agricultural orders filled by brokers using order receipt devices.
- Financial room- 38%
- Agricultural room- 51%
- Total (Agricultural and Financial)- 46%
- Financial room- 14%
- Agricultural room- 45% (new high)
- Total (Agricultural and Financial)- 33% (new high)
Seat Sales
CBOT Full membership last traded at $300,000 as of November 27, 2002
CBOT Associate membership last traded at $130,000 as of November 26, 2002
CBOT Commodity Options membership interest last traded at $24,000 as of November 26, 2002
CBOT IDEM membership interest last traded at $25,000 as of November 18, 2002
For more information on the CBOT's products and markets, log onto the exchange web site at www.cbot.com
