Chicago Board of Trade (CBoT) set a number of volume and open interest records last week including its interest rate swap futures complex, which reached 78,696 contracts on 27 November. The previous record, 76,441 contracts, was set on 27 September. Other open interest records set on the same day included ten-year Treasury note futures, which hit 2.57m contracts, 5-year Treasury note futures which touched 1.62m contracts, two-year Treasury note futures saw open interest reach 764,585 contracts, five-year swap futures made 32,378 contracts. Full-sized 5,000oz silver futures also saw record open interest of 11,976 contracts, while Soybean futures made 407,368 contracts.
CBoT also reached its highest daily trading volume in its 158-year history on 28 November. Total exchange volume was 7.79m contracts, surpassing the previous all-time record of 6.52m contracts set on 29 August.
New York Mercantile Exchange (Nymex) has...