VOLUME 23 – BULLETIN #042
TO:
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ALL CLEARING MEMBERS
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FROM:
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CLIENT SERVICES AND SUPPORT
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DATE:
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MARCH 6, 2003
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SUBJECT:
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Chicago Board of Trade – Volume Cleared for Two Months
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FUTURES
|
2003
|
|
2002
|
|
Percent Change
2003 to 2002
|
WHEAT
|
2,664,530
|
|
3,268,456
|
|
-18.48%
|
CORN
|
6,971,718
|
|
6,211,452
|
|
12.24%
|
OATS
|
145,862
|
|
212,496
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|
-31.36%
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SOYBEANS
|
6,174,708
|
|
4,816,836
|
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28.19%
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SOYBEAN OIL
|
2,736,642
|
|
2,494,308
|
|
9.72%
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SOYBEAN MEAL
|
3,037,496
|
|
2,587,780
|
|
17.38%
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ROUGH RICE
|
121,622
|
|
55,802
|
|
117.95%
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TREASURY BONDS
|
21,851,752
|
|
24,498,320
|
|
-10.80%
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TREASURY NOTES - 2 YR
|
1,730,718
|
|
1,628,596
|
|
6.27%
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TREASURY NOTES - 5 YR
|
25,763,768
|
|
19,839,008
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|
29.86%
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TREASURY NOTES - 10 YR
|
52,288,898
|
|
33,419,238
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56.46%
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AGENCY NOTES - 5 YR
|
0
|
Y
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0
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|
-
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AGENCY NOTES - 10 YR
|
71,464
|
|
287,112
|
|
-75.11%
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MUNICIPAL BOND INDEX
|
34,710
|
|
117,830
|
|
-70.54%
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30 DAY FEDERAL FUNDS
|
3,136,532
|
|
4,188,548
|
|
-25.12%
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DOW JONES AIG COMMODITY INDEX
|
21,200
|
|
19,528
|
|
8.56%
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DOW JONES INDUSTRIAL AVERAGE INDEX
|
2,141,809
|
|
2,267,175
|
|
-5.53%
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DOW JONES TRANSPORTATION AVERAGE INDEX
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0
|
X
|
4
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|
-100.00%
|
1,000 oz. SILVER
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0
|
X
|
362
|
|
-100.00%
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KILO GOLD
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0
|
X
|
82
|
|
-100.00%
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5-YR SWAP
|
50,896
|
E
|
0
|
|
-
|
10-YR SWAP
|
416,242
|
|
143,310
|
|
190.45%
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X-FUNDS
|
0
|
A,X
|
616
|
|
-100.00%
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MINI TREASURY BONDS
|
3,882
|
|
6,018
|
|
-35.49%
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MINI TREASURY NOTES - 10YR
|
6
|
|
48
|
|
-87.50%
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MINI DOW $2 MULTIPLIER
|
0
|
B
|
41,103
|
|
-100.00%
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MINI DOW $5 MULTIPLIER
|
2,427,738
|
C
|
0
|
|
-
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MINI EURODOLLARS
|
38
|
|
2,812
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|
-98.65%
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MINI NEW YORK SILVER
|
6,252
|
|
2,366
|
|
164.24%
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MINI NEW YORK GOLD
|
20,848
|
|
962
|
|
2067.15%
|
|
|
|
|
|
|
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TOTAL FUTURES
|
131,819,331
|
|
106,110,168
|
|
24.23%
|
|
|
|
|
|
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FUTURES
|
2003
|
|
2002
|
|
Percent Change
2003 to 2002
|
WHEAT OPTIONS
|
553,340
|
|
607,924
|
|
-8.98%
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CORN OPTIONS
|
1,413,110
|
|
1,353,738
|
|
4.39%
|
OAT OPTIONS
|
22,512
|
|
35,652
|
|
-36.86%
|
SOYBEAN OPTIONS
|
1,357,448
|
|
1,290,538
|
|
5.18%
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SOYBEAN OIL OPTIONS
|
230,282
|
|
253,848
|
|
-9.28%
|
SOYBEAN MEAL OPTIONS
|
146,436
|
|
236,754
|
|
-38.15%
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ROUGH RICE OPTIONS
|
8,436
|
|
10,714
|
|
-21.26%
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TREASURY BOND OPTIONS
|
6,031,166
|
|
5,457,210
|
|
10.52%
|
TREASURY NOTE OPTIONS - 2 YR
|
3,300
|
|
39,258
|
|
-91.59%
|
TREASURY NOTE OPTIONS - 5 YR
|
4,248,478
|
|
3,790,718
|
|
12.08%
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TREASURY NOTE OPTIONS - 10 YR
|
18,128,276
|
|
13,534,186
|
|
33.94%
|
AGENCY NOTE OPTIONS - 10 YR
|
0
|
|
12
|
|
-100.00%
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DOW JONES INDUSTRIAL AVG INDEX OPTIONS
|
67,194
|
|
105,056
|
|
-36.04%
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MUNICIPAL BOND INDEX OPTIONS
|
0
|
Y
|
0
|
|
-
|
10-YR SWAP OPTIONS
|
1,000
|
E
|
0
|
|
-
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FLEXIBLE T-BOND AMERICAN OPTIONS
|
7,770
|
|
11,800
|
|
-34.15%
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FLEXIBLE T-BOND EUROPEAN OPTIONS
|
2,000
|
|
19,344
|
|
-89.66%
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FLEXIBLE 10 YR NOTE AMERICAN OPTIONS
|
4,084
|
|
5,000
|
|
-18.32%
|
FLEXIBLE 5 YR NOTE AMERICAN OPTIONS
|
0
|
|
0
|
|
-
|
|
|
|
|
|
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TOTAL OPTIONS
|
32,224,832
|
|
26,751,752
|
|
20.46%
|
|
|
|
|
|
|
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TOTAL FUTURES
|
131,819,331
|
|
106,110,168
|
|
24.23%
|
|
|
|
|
|
|
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GRAND TOTAL
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164,044,163
|
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132,861,920
|
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23.47%
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|
|
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A Started February 2002
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E Started November 2002
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B Started March 2002
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C Started April 2002
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X Delisted Contract
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D Started June 2002
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Y Valid Contract, No Activity
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Should you have any questions, please call or e-mail one of the following Client Services and Support Representatives:
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