Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CBOT’S April Volume At 20,119,402 Contracts

Date 02/05/2001

The Chicago Board of Trade (CBOT®) today announced trading volume of 20,119,402 contracts for April 2001, representing a increase of 5.0% from April 2000.

April Highlights Included:

  • CBOT® average daily volume: 1,005,970, an increase of 6.6% from March 2001
  • Total exchange month-end open interest: 5,162,850 30-Day Fed Fund futures set a daily volume record on April 18 at 43,860, and set a daily open interest record on April 30 at 95,830
  • 10-Year Note options set a daily volume record on April 18 at 171,186, set a daily open interest record on April 30 at 793,052, and set monthly volume record of 1,709,554
  • DJIASM futures set a daily open interest record on April 18 at 34,706
Financial Futures and Options
  • Ten-Year Treasury Note futures were up 21.8% from April 2000 at 4,299,392, and up 16.0% year-to-date (YTD) at 18,348,043
  • Ten-Year Treasury Note options were up 25.8% from March 2001 and up 45.2% from April 2000 at 1,709,554, and up 36.7% YTD at 5,584,641
  • Five-Year Treasury Note futures were up 20.8% from April 2000 at 2,062,805
  • Five-Year Treasury Note options were up 20.2% from March 2001 and up 15.5% from April 2000 at 440,946
  • Two-Year Treasury Note futures were up 72.3% from April 2000 at 132,514, and up 98.9% YTD at 767,273
  • Thirty-Day Fed Fund futures were up 167.8% from April 2000 at 299,413, and up 146.9% YTD at 1,127,167
Agricultural Futures and Options
  • Wheat futures were up 8.2% from March 2001 and up 18.2% from April 2000 at 579,992
  • Wheat options were up 2.5% from March 2001 and up 47.7% from April 2000 at 142,858
  • Corn futures were up 14.2% from March 2001 and up 9.6% from April 2000 at 1,518,687
  • Corn options were up 16.0% from April 2000 at 397,372
  • Oat futures were up 66.6% from March 2001 and up 31.1% from April 2000 at 41,482
  • Soybean futures were up 8.7% from March 2001 at 916,330
  • Soybean Meal futures were up 3.1% from March 2001 and up 3.7% from April 2000 at 485,106
  • Soybean Oil futures were up 6.4% from March 2001 and up 1.1% from April 2000 at 443,454
  • Rough Rice futures were up 42.1% from March 2001 at 11,075
Stock Index Futures and Options
  • CBOT®® DJIASMSM futures volume in April totaled 411,497 contracts, an increase of 28.2% from April 2000
  • CBOT® DJIASM options were up 88.4% from April 2000 at 43,116
a/c/e Electronic Trading System
  • Volume reached 3,508,953 contracts in April 2001
  • April average daily volume at 175,448 contracts, up 6.6% from March 2001; average daily volume since inception on August 28, 2000, is 128,140
  • U.S. Treasury Bond futures at 1,765,499 contracts, representing 38.5% of its total volume
  • Ten-Year Treasury Note futures at 1,283,008, representing 29.8% of its total volume
  • Five-Year Treasury Note futures at 387,016, representing 18.8% of its total volume
Electronic Order Routing to Open Outcry Markets
  • Monthly volume of futures contracts electronically routed to floor brokers for filling and/or endorsing was 2,099,324, an increase of 83% from April 2000.
  • Monthly volume of futures orders electronically routed to floor brokers was 401,787, an increase of 41% from April 2000. Of those orders, 126,690 were endorsed, an increase of 45% from April 2000.
  • E-openoutcry.com volume was 91,939 contracts filled electronically by brokers. (E-openoutcry.com, a CBOT® Internet software program, can be used by members and member firms for sending order endorsements for headset-entered orders.)
  • There are 37 member firms using CBOT® order routing technology to send orders and/or trade endorsements to 147 pit brokers using electronic order receipt devices.
Seat Sales
  • CBOT® Full membership last traded at $325,000 as of April 25, 2001
  • CBOT® Associate membership last traded at $72,000 as of April 30, 2001
  • CBOT® Commodity Options membership interest last traded at $19,900 as of April 30, 2001
  • CBOT® IDEM membership interest last traded at $6,400 as of March 30, 2001