March Highlights Included:
- CBOT® average daily volume: 944,058, an increase of 5.8% from March 2000
- Total exchange month-end open interest: 4,896,215
- 30-Day Fed Fund futures set a daily volume record on March 20 at 43,406, set a daily open interest record on March 30 at 82,843, and set a monthly volume record of 340,564 (pit and a/c/e combined)
- DJIASM futures set a daily volume record on March 12 at 47,221, set a daily open interest record on March 15 at 32,896, and set a monthly volume record at 589,129 (pit and a/c/e combined)
- Ten-Year Treasury Note futures were up 20.0% from March 2000 at 4,500,514, and up 14.4% year-to-date (YTD) at 14,048,651
- Ten-Year Treasury Note options were up 25.3% from February 2001 and up 47.2% from March 2000 at 1,358,927
- Five-Year Treasury Note futures were up 13.5% from March 2000 at 2,281,210, and up 9.1% YTD at 7,295,466
- Five-Year Treasury Note options were up 10.7% from February 2001 at 366,734
- Two-Year Treasury Note futures were up 64.5% from March 2000 at 160,998 and up 105.5% YTD at 634,759
- Thirty-Day Fed Fund futures were up 45.4% from February 2001 and up 137.6% from March 2000 at 340,564
- Municipal Bond Index futures were up 93.8% from February 2001 at 52,318
- Ten-Year Agency Debt futures were up 1.6% from February 2001 and up 102.6% from March 2000 at 136,996
- Wheat futures were up 2.6% from March 2000 at 536,141
- Wheat options were up 35.0% from February 2001 and up 11.1% from March 2000 at 139,321
- Corn futures were up 11.0% from February 2001 at 1,329,513
- Corn options were up 49.1% from February 2001 429,272
- Soybean options were up 22.2% from February 2001 at 278,226
- Soybean Meal futures were up 9.0% from February 2001 at 470,608
- CBOT®® DJIASMSM futures volume in March totaled 589,129 contracts, an increase of 90.0% from February 2001 and up 24.8% from March 2000
- CBOT® DJIASM options were up 118.9% from February 2001 and up 72.3% from March 2000 at 42,350
- Volume reached 3,620,442 contracts in March 2001, an increase of 19.6% from February 2001
- March average daily volume at 164,566 contracts, up 3.3% from February 2001
- U.S. Treasury Bond futures at 1,844,594 contracts, representing 35.5% of its total volume
- Ten-Year Treasury Note futures at 1,286,519, representing 28.6% of its total volume
- Five-Year Treasury Note futures at 410,184, representing 18.0% of its total volume
- Total volume records were set for contracts electronically routed to floor brokers in March. There were 2,285,714 contracts entered and 1,109,498 contracts electronically endorsed. This represents a 93% and a 90% increase, respectively, over March 2000.
- Total volume records were set for orders electronically routed to floor brokers in March. There were 456,361 orders entered and 146,355 orders electronically endorsed. This represents a 50% and a 44% increase, respectively, over March 2000 volume.
- E-openoutcry.com, a CBOT® Internet order entry application, set a monthly record at 107,743 contracts electronically entered and the 96,340 contracts electronically endorsed by brokers. (E-openoutcry.com can be used by members and member firms for sending order endorsements for headset-entered orders.)
- CBOT® Full membership last traded at $320,000 as of March 29, 2001
- CBOT® Associate membership last traded at $73,000 as of March 29, 2001
- CBOT® Commodity Options membership interest last traded at $19,000 as of March 29, 2001
- CBOT® IDEM membership interest last traded at $7,400 as of March 30, 2001
