I applied in-person. The process took 1 day. I interviewed at CME Group (Chicago, IL) in Jan 2009
Interview
I took alot of resumes to the CBOT building and passed them out until I was able to secure a job with a trader in the S&P 500 futures pit. Not much volume takes place here anymore and it is tough to find a job unless you have a good connection.
Interview questions [1]
Question 1
Why work here and not at a firm (if you are trying to work for a local).