Volume On a/c/e Continues To Climb, Third Volume Record In A Row

The Chicago Board of Trade announced today that for the third consecutive day its members set a new daily volume record on its electronic trading platform, a/c/e, yesterday trading 450,075 contracts, breaking the former record of 442,491 contracts set the preceding day, August 29, 2001. The CBOT® traded a total of 1,857,814 contracts yesterday, of which 1,407,739 were traded in the open outcry marketplace.

In addition, the CBOT® 10-year Note and 5-year Note contracts set new a/c/e daily volume records yesterday, with the 10-Year Note trading 210,561 contracts and the 5-year Note trading 79,623, breaking the former records set the proceeding day of 199,097, and 70,499, respectively.

Yesterday's record day brought a/c/e year-to-date volume to 30,319,708 with the CBOT® 30-Year Treasury Bond averaging a daily volume of 82,055 contracts, the 10-Year Note averaging a daily volume of 69,803 contracts, and the 5-Year Note averaging a daily volume of 23,766 contracts.

The year-to-date volume at the CBOT® is 168,243,439, up nearly 4% from last year.