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VOLUME 22 - BULLETIN #001
TO:
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ALL CLEARING MEMBERS
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FROM:
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BUSINESS SYSTEMS GROUP
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DATE:
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January 7, 2002
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SUBJECT:
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CBOT X-Fund Futures
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Percent Change
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2001
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2000
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2001 to 2000
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FUTURES
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WHEAT
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17,473,734
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15,968,872
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9.42%
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CORN
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40,621,826
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41,756,210
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-2.72%
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OATS
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1,063,842
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962,514
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10.53%
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SOYBEANS
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29,281,056
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30,074,838
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-2.64%
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SOYBEAN OIL
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15,016,490
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12,986,022
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15.64%
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SOYBEAN MEAL
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17,060,336
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15,732,436
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8.44%
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ROUGH RICE
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283,720
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393,402
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-27.88%
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IOWA CORN YIELD
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0
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112
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-100.00%
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U. S. CORN YIELD
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0
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12
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-100.00%
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TREASURY BONDS
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167,004,876
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174,262,860
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-4.16%
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TREASURY NOTES - 2 YR
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7,529,718
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4,494,010
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67.55%
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TREASURY NOTES - 5 YR
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94,896,954
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72,790,650
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30.37%
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TREASURY NOTES - 10 YR
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164,511,556
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136,035,788
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20.93%
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AGENCY NOTES - 5 YR
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4,242
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A
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0
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-
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AGENCY NOTES - 10 YR
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3,809,238
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4,102,894
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-7.16%
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MORTGAGE FUTURES
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222,430
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B
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0
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-
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MUNICIPAL BOND INDEX
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1,169,544
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1,798,896
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-34.99%
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PCS CATASTROPHIC INSURANCE
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0
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1,000
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-100.00%
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30 DAY FEDERAL FUNDS
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18,465,922
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5,339,276
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245.85%
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DOW JONES AIG COMMODITY INDEX
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16,934
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D
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0
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-
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DOW JONES INDUSTRIAL AVERAGE INDEX
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13,488,445
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9,832,742
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37.18%
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DOW JONES COMPOSITE AVERAGE INDEX
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0
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14
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-100.00%
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DOW JONES TRANSPORTATION AVERAGE INDEX
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4
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12
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-66.67%
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DOW JONES UTILITIES AVERAGE INDEX
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8
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60
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-86.67%
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1,000 oz. SILVER
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18,812
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26,052
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-27.79%
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5,000 oz. SILVER
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326
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176
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85.23%
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KILO GOLD
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10,226
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14,664
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-30.26%
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100 oz. GOLD
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0
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6
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-100.00%
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10-YR SWAP
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227,394
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C
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0
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-
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MINI TREASURY BONDS
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9,740
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C
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0
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-
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MINI TREASURY NOTES - 10YR
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478
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C
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0
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-
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MINI DOW JONES INDUSTRIAL AVERAGE
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61,305
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C
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0
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-
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MINI EURODOLLARS
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1,910
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E
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0
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-
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MIIN NEW YORK SILVER
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2,446
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C
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0
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-
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MINI NEW YORK GOLD
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1,792
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C
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0
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TOTAL FUTURES
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592,255,304
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526,573,518
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12.47%
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Percent Change
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2001
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2000
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2001 to 2000
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OPTIONS
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WHEAT OPTIONS
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4,541,858
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3,986,740
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13.92%
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CORN OPTIONS
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11,798,000
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12,247,430
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-3.67%
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OAT OPTIONS
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187,838
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136,556
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37.55%
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SOYBEAN OPTIONS
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8,942,412
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9,140,658
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-2.17%
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SOYBEAN OIL OPTIONS
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1,727,186
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1,257,170
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37.39%
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SOYBEAN MEAL OPTIONS
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1,477,290
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1,565,866
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-5.66%
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ROUGH RICE OPTIONS
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53,926
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74,918
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-28.02%
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IOWA CORN YIELD OPTIONS
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0
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|
118
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-100.00%
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TREASURY BOND OPTIONS
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43,287,406
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52,164,902
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-17.02%
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TREASURY NOTE OPTIONS - 2 YR
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119,932
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13,528
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786.55%
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TREASURY NOTE OPTIONS - 5 YR
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15,949,364
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12,518,040
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27.41%
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TREASURY NOTE OPTIONS - 10 YR
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63,767,902
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33,229,292
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91.90%
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AGENCY NOTE OPTIONS - 10 YR
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18,030
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455,566
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-96.04%
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DOW JONES INDUSTRIAL AVG INDEX OPTIONS
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906,998
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629,522
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44.08%
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MUNICIPAL BOND INDEX OPTIONS
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0
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5,020
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-100.00%
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PCS CATASTROPHIC INSURANCE OPTIONS
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0
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|
96
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-100.00%
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1,000 oz. SILVER OPTIONS
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12
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54
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-77.78%
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FLEXIBLE T-BOND AMERICAN OPTIONS
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83,010
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53,356
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55.58%
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FLEXIBLE T-BOND EUROPEAN OPTIONS
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50,520
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13,234
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281.74%
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FLEXIBLE 10 YR NOTE AMERICAN OPTIONS
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158,800
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59,026
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169.03%
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FLEXIBLE 5 YR NOTE AMERICAN OPTIONS
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9,200
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49,040
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-81.24%
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FLEXIBLE 5 YR NOTE EUROPEAN OPTIONS
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0
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2,800
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-100.00%
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TOTAL OPTIONS
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153,079,684
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127,602,932
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19.97%
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TOTAL FUTURES
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592,255,304
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526,573,518
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12.47%
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GRAND TOTAL
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745,334,988
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654,176,450
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13.93%
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A Started January 2001
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D Started November 2001
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B Started March 2001
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E Started December 2001
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C Started October 2001
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Should you have any questions, please call or e-mail one of the following Business Systems Analysts:
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