CBOT's September Volume At 41,015,870, Up 36.0% From 2002

The Chicago Board of Trade (CBOT®Ò) today announced trading volume of 41,015,870 contracts for September 2003, up 36.0% from September 2002 and up 34.1% year-to-date (YTD).

September Highlights Included:

• September average daily volume was 1,953,137, up 29.5% from September 2002 and up 34.1% YTD at 1,804,552
• Total exchange month-end open interest was 7,295,607, up 3.8% from August 2003
• Two-Year Treasury Note futures (electronic) set a daily volume record on September 4 at 14,224 and set a monthly volume record of 125,567
• $5 mini Dow^SM Jones^SM Index futures (electronic) set a daily volume record on September 30 at 77,159 and set a monthly volume record of 1,162,195
• mini-sized Soybean futures (open auction) set a daily open interest record on September 29 at 10,550
• mini-Sized Corn futures (open auction) set a daily open interest record on September 4 at 4,514

Financial Futures and Options Highlights

• U.S. Treasury Bond futures were up 26.6% from September 2002 at 5,738,409 and up 14.5% YTD at 48,741,126
• U.S. Treasury Bond options were up 3.5% YTD at 11,788,059
• Ten-Year Treasury Note futures were up 60.7% from September 2002 at 13,706,749 and up 61.7% YTD at 109,771,646
• Ten-Year Treasury Note options were up 44.6% from September 2002 at 3,533,670
• mini U.S. Treasury Bond futures were up 212.2% from September 2002 at 1,642
• Five-Year Treasury Note futures were up 53.4% from September 2002 and up 5.1% from August 2003 at 7,453,861
• Two-Year Treasury Note futures were up 105.9% from September 2002 at 522,811 and up 30.9% YTD at 3,149,615
• Thirty-Day Fed Fund futures were up 49.5% YTD at 6,937,524
• Ten-Year Interest Rate Swap futures were up 136.6% from September 2002 at 134,651

Agricultural Futures and Options Highlights

• Soybean futures were up 30.5% from September 2002 and up 9.6% from August 2003 at 1,308,456
• Oat futures were up 11.2% from September 2002 and up 23.6% from August 2003 at 26,658
• Soybean Meal futures were up 16.5% from September 2002 at 677,194
• Soybean Oil futures were up 20.2% from September 2002 and up 7.0% from August 2003 at 636,469 and up 9.6% YTD at 5,408,969

Stock Index Futures and Options

• CBOT DJIA^SM SM futures volume totaled 367,845, up 28.4% from August 2003
• CBOT mini ($5) DJIA futures totaled 1,162,195, up 326.0% from September 2002 and up 19.5% from August 2003
• CBOT DJIA options totaled 23,778, up 60.0% from September 2002

CBOT Electronic Trading System

• Volume reached 22,566,042, up 84.7% from September 2002 and up 95.5% YTD at 174,925,569
• September average daily volume was 1,074,573

CBOT Electronic Order Routing

• Year-to-date, 5,142,924 futures and options orders, excluding futures spreads, were electronically sent directly to floor brokers using order receipt devices.
• Monthly totals for both Financial and Agricultural orders filled by brokers using order receipt devices (Electronic Clerk)

Future

• Financial room- 57% (new high)
• Agricultural room- 73% (new high)
• Total (Agricultural and Financial)- 69% (new high)

Option

• Financial room- 13% (new high)
• Agricultural room- 60% (new high)
• Total (Agricultural and Financial)- 47%

CBOT Seat Sales

• CBOT Full Membership last traded at $430,000 on September 30, 2003
• CBOT Associate Membership last traded at $170,000 on September 29, 2003
• CBOT Commodity Options membership at $31,000 on September 30, 2003
• CBOT IDEM membership at $22,500 on September 29, 2003

For volume and open interest statistics, please log onto the exchange web site at: http://www.cbot.com