Open outcry trade for the month of September was 15,135,422, up 3.5% from a year earlier. Electronic platform trade in September was 4,544,381, up 126.6% from September 2000. Open outcry volume through September of this year was 153,809,898, and electronic platform volume for Jan.-Sept. 2001 was 35,113,857.
September Highlights Included:
- CBOT® average daily volume: 1,093,322, up 31.5% from September 2001 and up 9.3% from August 2001; average daily volume for January-September was 1,010.287
- Total exchange month-end open interest: 5,203,130, up 19.0% from September 2000 and up 4.7% from August 2001
- Ten-Year Treasury Note options set a daily volume record on September 7, 2001 at 195,665
- DJIASM futures set a daily volume record on September 19, 2001 at 68,869
- Soybean Oil futures set daily volume record on September 28, 2001 at 60,277
- Thirty-Day Fed Fund futures set a daily open interest record on September 10, 2001 at 199,792
- DJIASM futures set a daily open interest record on September 19, 2001 at 44,435
- Thirty-Day Fed Fund futures set a monthly volume record of 628,516
- U.S. Treasury Bond options were up 9.8% from August 2001 at 982,580
- Ten-Year Treasury Note futures were up 16.1% from September 2000 at 4,389,717 and up 18.3% YTD at 41,481,091
- Ten-Year Treasury Note options were up 15.4% from August 2001 and up 180.0% from September 2000 at 1,640,057
- Five-Year Treasury Note futures were up 72.7% from September 2000 at 2,617,277 and up 23.8% YTD at 21,860,538
- Five-Year Treasury Note options were up 12.4% from September 2000 at 265,826
- Two-Year Treasury Note futures were up 74.5% September 2000 at 187,353, and up 81.8% YTD at 1,801,695
- Thirty Day Federal Fund futures were up 79.9% from August 2001 and up 475.4% from September 2000 at 628,516, and up 197.0% YTD at 3,231,080
- Municipal Bond Index futures were up 75.9% from August 2001 at 32,971
- Ten-Year Agency Debt futures were up 17.9% YTD at 1,010,133; volume totaled 96,111 contracts for September 2001
- Wheat futures were up 4.5% YTD at 5,202,997; wheat futures totaled 385,930 for September 2001
- Wheat options were up 19.4% from August 2001 and up 78.7% from September 2000 at 158,500
- Corn futures were up 1.4% from September 2000 at 1,072,305
- Corn options were up 3.0% from September 2000 at 299,359
- Soybean Meal futures were up 1.4% from September 2000 at 491,398 and up 7.1% YTD at 4,959,450
- Soybean Oil futures were up 2.4% from September 2000 at 447,390 and up 7.4% YTD at 4,401,529
- Oat futures were up 36.6% from August 2001 and up 43.1% from September 2000 at 31,252
- Oat options were up 38.6% from August 2001 and up 101.4% from September 2000 at 6,083
- CBOT® DJIASMSM futures volume in September totaled 588,481 contracts, an increase of 43.2% from August 2001 and up 113.1% from September 2000, year-to-date volume up 35.2% at 3,673,957 contracts
- CBOT® DJIASM options were up 67.0% from August 2001 and up 198.6% from September 2000 at 30,575, and up 63.4% YTD at 239,469
- Volume reached 4,544,381 contracts in September 2001, representing an increase of 126.6% from September 2000; year-to-date volume at 35,113,857
- Average daily volume up 11.9% from August 2001 and up 151.8% from September 2000 at 252,466 contracts
- U.S. Treasury Bond futures at 1,899,708 contracts, representing 43.9% of its total volume
- Ten-Year Treasury Note futures at 1,827,868 representing 41.6% of its total volume
- Five-Year Treasury Note futures at 714,596, representing 27.3% of its total volume
- Members and member firms continue to increase their use of trading floor technology.
- 37% of total orders, representing 46% of agricultural orders and 30% of financial orders were managed and endorsed by brokers using ECs.
- Year-to-date, more than 19 million contracts were entered and more than 9 million contracts were filled by brokers using ECs. This represents increases of 73% and 75%, respectively, over last year's volume to date.
- Year-to-date, more than 3.7 million orders were entered and more than 1.2 million orders were filled by brokers using ECs. This represents increases of 42% and 44%, respectively, over last year's volume to date.
- CBOT® Full membership last traded at $350,00 as of September 25, 2001
- CBOT® Associate membership last traded at $84,001 as of September 24, 2001
- CBOT® Commodity Options membership interest last traded at $21,000 as of September 18, 2001
- CBOT® IDEM membership interest last traded at $10,600 as of September 26, 2001
