VOLUME 22 – BULLETIN #110
TO:
|
ALL CLEARING MEMBERS
|
FROM:
|
BUSINESS SYSTEMS GROUP
|
DATE:
|
June 5, 2002
|
SUBJECT:
|
Chicago Board of Trade - Volume Cleared For Five Months
|
|
|
|
|
|
|
|
|
|
|
|
|
Percent Change
|
|
|
2002
|
|
2001
|
|
2002 to 2001
|
FUTURES
|
|
|
|
|
|
|
|
|
|
|
|
|
WHEAT
|
7,116,382
|
|
7,078,592
|
|
0.53%
|
CORN
|
15,691,592
|
|
16,184,554
|
|
-3.05%
|
OATS
|
483,840
|
|
376,564
|
|
28.49%
|
SOYBEANS
|
12,921,558
|
|
10,942,762
|
|
18.08%
|
SOYBEAN OIL
|
6,251,418
|
|
5,087,148
|
|
22.89%
|
SOYBEAN MEAL
|
6,640,208
|
|
6,367,530
|
|
4.28%
|
ROUGH RICE
|
141,978
|
|
106,818
|
|
32.92%
|
TREASURY BONDS
|
62,103,792
|
|
75,234,118
|
|
-17.45%
|
TREASURY NOTES - 2 YR
|
4,300,380
|
|
3,271,192
|
|
31.46%
|
TREASURY NOTES - 5 YR
|
53,884,870
|
|
38,287,124
|
|
40.74%
|
TREASURY NOTES - 10 YR
|
90,285,640
|
|
67,672,176
|
|
33.42%
|
AGENCY NOTES - 5 YR
|
0
|
|
4,242
|
|
-100.00%
|
AGENCY NOTES - 10 YR
|
870,844
|
|
1,820,344
|
|
-52.16%
|
MORTGAGE FUTURES
|
0
|
|
118,264
|
|
-100.00%
|
MUNICIPAL BOND INDEX
|
306,352
|
|
591,948
|
|
-48.25%
|
30 DAY FEDERAL FUNDS
|
9,324,638
|
|
5,968,866
|
|
56.22%
|
DOW JONES AIG COMMODITY INDEX
|
30,048
|
B
|
0
|
|
-
|
DOW JONES INDUSTRIAL AVERAGE INDEX
|
6,054,414
|
|
5,524,482
|
|
9.59%
|
DOW JONES COMPOSITE AVERAGE INDEX
|
0
|
|
0
|
|
-
|
DOW JONES TRANSPORTATION AVERAGE INDEX
|
4
|
|
0
|
|
-
|
DOW JONES UTILITIES AVERAGE INDEX
|
0
|
|
2
|
|
-100.00%
|
1,000 oz. SILVER
|
776
|
|
11,972
|
|
-93.52%
|
5,000 oz. SILVER
|
0
|
|
286
|
|
-100.00%
|
KILO GOLD
|
130
|
|
6,258
|
|
-97.92%
|
100 oz. GOLD
|
0
|
|
0
|
|
-
|
10-YR SWAP
|
615,762
|
A
|
0
|
|
-
|
X-FUNDS
|
1,472
|
D
|
0
|
|
-
|
MINI TREASURY BONDS
|
11,778
|
A
|
0
|
|
-
|
MINI TREASURY NOTES - 10YR
|
82
|
A
|
0
|
|
-
|
MINI DOW JONES INDUSTRIAL AVERAGE
|
41,103
|
A
|
0
|
|
-
|
MINI DOW $2 MULTIPLIER
|
154,687
|
E
|
0
|
|
-
|
MINI DOW $5 MULTIPLIER
|
566,536
|
F
|
0
|
|
-
|
MINI EURODOLLARS
|
4,082
|
C
|
0
|
|
-
|
MIIN NEW YORK SILVER
|
6,452
|
A
|
0
|
|
-
|
MINI NEW YORK GOLD
|
5,124
|
A
|
0
|
|
-
|
|
|
|
|
|
|
|
TOTAL FUTURES
|
277,815,942
|
|
244,655,242
|
|
13.55%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percent Change
|
|
|
2002
|
|
2001
|
|
2002 to 2001
|
OPTIONS
|
|
|
|
|
|
|
|
|
|
|
|
|
WHEAT OPTIONS
|
1,463,416
|
|
1,829,086
|
|
-19.99%
|
CORN OPTIONS
|
3,923,870
|
|
4,894,484
|
|
-19.83%
|
OAT OPTIONS
|
130,006
|
|
61,726
|
|
110.62%
|
SOYBEAN OPTIONS
|
3,593,668
|
|
3,273,988
|
|
9.76%
|
SOYBEAN OIL OPTIONS
|
596,968
|
|
446,992
|
|
33.55%
|
SOYBEAN MEAL OPTIONS
|
486,080
|
|
629,770
|
|
-22.82%
|
ROUGH RICE OPTIONS
|
34,226
|
|
17,040
|
|
100.86%
|
TREASURY BOND OPTIONS
|
14,902,992
|
|
18,409,524
|
|
-19.05%
|
TREASURY NOTE OPTIONS - 2 YR
|
66,866
|
|
31,654
|
|
111.24%
|
TREASURY NOTE OPTIONS - 5 YR
|
11,108,326
|
|
7,358,914
|
|
50.95%
|
TREASURY NOTE OPTIONS - 10 YR
|
38,602,392
|
|
23,957,412
|
|
61.13%
|
AGENCY NOTE OPTIONS - 10 YR
|
12
|
|
17,578
|
|
-99.93%
|
DOW JONES INDUSTRIAL AVG INDEX OPTIONS
|
344,940
|
|
437,126
|
|
-21.09%
|
MUNICIPAL BOND INDEX OPTIONS
|
0
|
|
0
|
|
-
|
1,000 oz. SILVER OPTIONS
|
0
|
|
2
|
|
-100.00%
|
FLEXIBLE T-BOND AMERICAN OPTIONS
|
28,162
|
|
39,210
|
|
-28.18%
|
FLEXIBLE T-BOND EUROPEAN OPTIONS
|
19,344
|
|
10,120
|
|
91.15%
|
FLEXIBLE 10 YR NOTE AMERICAN OPTIONS
|
45,074
|
|
24,700
|
|
82.49%
|
FLEXIBLE 5 YR NOTE AMERICAN OPTIONS
|
1,794
|
|
0
|
|
-
|
|
|
|
|
|
|
|
TOTAL OPTIONS
|
75,348,136
|
|
61,439,326
|
|
22.64%
|
|
|
|
|
|
|
|
TOTAL FUTURES
|
277,815,942
|
|
244,655,242
|
|
13.55%
|
|
|
|
|
|
|
|
GRAND TOTAL
|
353,164,078
|
|
306,094,568
|
|
15.38%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A Started October 2001
|
D Started February 2002
|
|
|
B Started November 2001
|
E Started March 2002
|
|
|
C Started December 2001
|
F Started April 2002
|
|
|
Should you have any questions, please call or e-mail one of the following Business Systems Analysts:
|
Printer
Friendly Version