News Release

CBOT Sets Several Daily Open Interest Records

Tue Nov 28 2006

For Immediate Release

Media Contact:
Craig Grabiner

Interest Rate Swaps Complex nears 80,000 in Open Interest

CHICAGO, IL, November 28, 2006 – The Chicago Board of Trade (CBOT) today announced that trading in several of its contracts reached new daily open interest records yesterday.  Among Monday’s open interest records was the Interest Rate Swap futures complex, which reached 78,696 contracts.  The previous record, 76,441 contracts, was set on September 27, 2006.

Other open interest records set on Monday included 10-year Treasury Note futures (2,575,893 contracts), 5-year Treasury Note futures (1,625,560 contracts), 2-year Treasury Note futures (764,585 contracts), 5-year Swap futures (32,378 contracts), Full-sized (5,000 oz.) Silver futures (11,976 contracts), and Soybean futures (407,368 contracts). Open interest represents the number of trading positions that have not yet been offset and closed at the end of a trading day.  

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 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

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