Open outcry trade for the month of October was 16,395,729, up 4.1% from a year earlier. Electronic platform trade in October was 5,148,335, up 125.5% from October 2000. Open outcry volume through October of this year was 170,205,627, and electronic platform volume for Jan.-Oct. 2001 was 40,262,192, up 251.3% from a year earlier.
October Highlights Included:
- CBOT® average daily volume: 936,698, up 14.3% from October; average daily volume for January-October was 1,002,228
- Total exchange month-end open interest: 6,043,925, up 16.2% from September 2001 and up 26.2% from October 2000
- Ten-Year Treasury Note options set a daily open interest record on October 25, 2001 at 1,173,617
- Two-Year Treasury Note options set a monthly volume record of 5,914
- Soybean Oil futures set daily open interest record on October 30, 2001 at 172,307
- Oat options set a monthly volume record of 13,183
Financial Futures and Options
- U.S. Treasury Bond futures were up 6.2% from September 2001 and up 3.1% from October 2000 at 4,598,609
- U.S. Treasury Bond options were up 44.0% from September 2001 and up 10.5% from October 2000 at 1,414,569
- Ten-Year Treasury Note futures were up 8.4% from October 2000 at 4,144,835 and up 17.4% for the year at 45,625,926
- Ten-Year Treasury Note options were up 10.0% from September 2001 and up 95.7% from October 2000 at 1,804,256
- Five-Year Treasury Note futures were up 42.4% from October 2000 at 2,525,715
- Five-Year Treasury Note options were up 40.1% from September 2001 and up 9.0% from October 2000 at 372,473
- Two-Year Treasury Note futures were up 26.2% from October 2000 at 122,944
- Thirty Day Federal Fund futures were up 350.4% from October 2000 at 360,829
Agricultural Futures and Options
- Wheat futures were up 63.1% from September 2001 and up 35.0% from October 2000 at 629,479
- Corn futures were up 14.1% from September 2001 at 1,223,319
- Soybean futures were up 14.1% from October 2000 at 1,356,075
- Soybean Meal futures were up 35.1% from October 2000 at 652,931
- Soybean Oil futures were up 45.6% from October 2000 at 550,995
- Oat futures were up 135.5% from October 2000 at 50,580
Stock Index Futures and Options
- CBOT® DJIASMSM futures volume in October totaled 520,885 contracts, an increase of 63.0% from October 2000 and up 38.2% for the year at 4,194,842 contracts
- CBOT® DJIASM options were up 54.4% YTD at 260,894 and totaled 21,425 for October
a/c/e Electronic Trading System
- Volume reached 5,148,335 contracts in October 2001, representing an increase of 125.5% from October 2000; year-to-date volume at 40,262,192
- Average daily volume up 115.7% from October 2000 at 223,841 contracts
- U.S. Treasury Bond futures at 2,147,368 contracts, representing 46.7% of its total volume
- Ten-Year Treasury Note futures at 1,997,963 representing 48.2% of its total volume
- Five-Year Treasury Note futures at 884,234, representing 35.0% of its total volume
Seat Sales
- CBOT® Full membership last traded at $315,000 as of October 31, 2001
- CBOT® Associate membership last traded at $84,500 as of November 2, 2001
- CBOT® Commodity Options membership interest last traded at $24,000 as of October 23, 2001
- CBOT® IDEM membership interest last traded at $10,200 as of November 1, 2001
