News Release

CBOT 2-Yr T-Note Futures Set Daily Vol Record, Surpasses 1 Million

Thu May 31 2007

For Immediate Release

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

CBOT® TWO-YEAR U.S. TREASURY NOTE FUTURES SET DAILY VOLUME RECORD AS TOTAL SURPASSES ONE MILLION CONTRACTS FOR THE FIRST TIME

CHICAGO, IL, May 31, 2007 – The Chicago Board of Trade (CBOT®) today announced that trading of its 2-year U.S. Treasury Note futures contracts (2-year note) set a record on Wednesday, as volume exceeded one million contracts for the first time. The record, 1,010,988 contracts, surpasses the previous record of 919,136 contracts set on February 27, 2007.

CBOT Senior Vice President of Business Development Robert D. Ray said, “To meet our customers needs and to enhance the trading environment in the 2-year note, we developed a new, hybrid algorithm in which the market reacted immediately in a positive and proactive fashion. Reaching the one million volume mark is testimony that our action was well-received by the marketplace.”

 About the 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 159-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.

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