October Highlights Included:
- CBOT average daily volume: 819,481
- Volume reached 2,282,747 contracts in October on the a/c/e platform, a 13.8% increase from September
- Total exchange month-end open interest: 4,788,733
- Ten-Year Agency futures set a daily open interest record on October 18 at 56,795
- Wheat futures set a daily open interest record on October 31 at 154,471
- CBOT volume on a/c/e in October reached 2,282,747 contracts, up 13.8% from September, with average daily volume for October at 103,761 contracts
- Year-to-date volume on a/c/e was pegged at 4,567,843 contracts
- U.S. Treasury bond futures in October traded 1,046,839 contracts, up 11.8% from September, with average daily trading volume at 49,849 contracts
- Ten-Year Treasury note futures in October traded 938,191 contracts, up 10.9% from September, with average daily trading volume at 44,676 contracts
- Five-Year Treasury note futures in October traded 251,431 contracts, up 33.2% from September, with average daily trading volume at 11,973 contracts
- CBOT agricultural product volume in October totaled 33,983 contracts, up 26.1% from the previous month
- Ten-Year Treasury Note futures were 3,824,334 contracts, up 54.8% from October 1999, and up 35.0% year-to-date (YTD) at 38,873,890
- Ten-Year Treasury Note options were up 57.4% from September 2000 and up 40.4% from October 1999 at 921,982
- U.S. Treasury Bond options were up 12.3% from September 2000 at 1,280,664
- Five-Year Treasury Note futures were up 17.1% from September 2000 and up 42.5% from October 1999 at 1,774,163
- Five-Year Treasury Note options were up 44.5% from September 2000 and up 40.7% from October 1999 at 341,698
- Two-Year Treasury Note futures were up 121.7% from October 1999 at 97,403, and up 27.8% YTD at 1,088,382
- Corn futures were up 18.8% from September 2000 and up 14.6% from October 1999 at 1,256,107
- Corn options were up 24.2% from September 2000 at 361,104
- Soybean futures were up 38.1% from September 2000 at 1,188,798
- Wheat futures were up 20.1% from September 2000 and up 6.5% from October 1999 at 466,328
- Wheat options were up 73.6% from September 2000 and up 13.5% from October 1999 at 154,022
- Oat futures were up 32.9% from October 1999 at 21,476
- Rough Rice futures were up 40.9% from September 2000 and up 9.3% from October 1999 at 16,522
- CBOT® DJIASM futures volume in October was 319,636, up 15.8% from September 2000
- For the month of October, a record-setting 27% of futures orders was filled by brokers using electronic order receipt devices. This represents 31% of agricultural orders and a new high of 21% of financial orders.
- October set new highs in volume of electronic orders entered, 372,695, volume of electronic contracts entered, 1,657,707, and electronic contracts filled,727,732.
- Year-to-date, 3,045,070 orders have been electronically routed to floor brokers, of which 968,725 have been filled. This represents 12,821,570 contracts entered and 6,001,026 contracts filled.
- More than 450 electronic routing devices are being used on the trading floor to transmit customer orders by members and member firms.
- CBOT Full membership last traded at $255,000 as of November 2, 2000
- CBOT Associate membership last traded at $54,000 as of November 2, 2000
- CBOT Commodity Options Membership interest last traded at $12,000 as of October 31, 2000
- CBOT IDEM membership interest last traded at $3,600 as of October 31, 2000
