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