CBOT 10- & 2-Year U.S. Treasuries Reach New Open Interest High

The Chicago Board of Trade (CBOT®) today announced that open interest in its Ten- and Two-Year U.S. Treasury note futures reached all-time highs on Thursday, February 24, 2005. In addition, CBOT Two-Year U.S. Treasury note futures set a new volume record.

Open interest in CBOT Ten-Year Treasury note futures increased to 2,083,309 contracts on February 24, eclipsing the previous record set on February 23, of 2,046,669 contracts. Open interest in CBOT Two-Year Treasury note futures reached 380,200 contracts, breaking the previous record of 379,969 contracts set on February 22. Additionally, CBOT Two-Year Treasury note futures set a new volume record of 224,220 contracts, shattering the previous record set on November 30, 2004 at 193,820 contracts.