News Release

CBOT 10-Yr Interest Rate Swaps Set Electronic Daily Trading Volume Record

Mon Feb 26 2007

For Immediate Release

Media Contact:
Debbie Baratz
(312) 435-3625
news@cbot.com

CBOT 10-YEAR INTEREST RATE SWAPS SET NEW ELECTRONIC DAILY TRADING VOLUME RECORD
Exchange’s Gold Contract surpasses 6,000 contracts for EFP transactions

CHICAGO, IL, February 26, 2007 – The Chicago Board of Trade (CBOT®) today announced that trading in its 10-year Interest Rate Swaps contract set a record on Friday, February 23, 2007, as volume climbed above 15,000 contracts for the first time. The new record, 15,782 contracts, surpasses the previous record, 14,835 contracts, set on March 13, 2003.

In addition, the CBOT’s 100 Oz. Gold contract established a new daily volume record for Transitory Exchange for Physicals (EFP) transactions, with 6,622 contracts traded on February 23.  The previous record was 4,617 contracts, set on January 5, 2007.  

The CBOT also set open interest records on Friday in its Dow Jones – AIG Commodity IndexSM Excess Return contracts as volume topped 2,000 contracts for the first time.  The CBOT’s OTC Ethanol Forward Month Swap contract also set a record, as open interest climbed to 1,400 contracts.

About CBOT

As one of the leading global derivative exchanges, the Chicago Board of Trade provides a diverse mix of financial, equity and commodity futures and options-on-futures products.  Building on its 158-year history, the CBOT continues to advance into the future using the strength of deep liquidity, market integrity and member-trader expertise.  Using superior trading technology in both electronic and open-auction trading platforms, the CBOT provides premier customer service to risk managers and investors worldwide.  For more information, visit our website at www.cbot.com.

Forward Looking Statements

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