VOLUME 23 – BULLETIN #067
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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April 3, 2003
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SUBJECT:
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Chicago Board of Trade – Volume Cleared for Three Months
|
|
|
|
|
|
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Percent Change
|
|
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2003
|
|
2002
|
|
2003 to 2002
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FUTURES
|
|
|
|
|
|
|
|
|
|
|
|
|
WHEAT
|
3,724,812
|
|
4,551,624
|
|
-18.17%
|
CORN
|
9,821,868
|
|
8,471,198
|
|
15.94%
|
OATS
|
210,410
|
|
283,124
|
|
-25.68%
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SOYBEANS
|
8,597,154
|
|
7,373,392
|
|
16.60%
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SOYBEAN OIL
|
3,938,588
|
|
3,646,790
|
|
8.00%
|
SOYBEAN MEAL
|
4,400,252
|
|
3,644,444
|
|
20.74%
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ROUGH RICE
|
160,928
|
|
75,974
|
|
111.82%
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TREASURY BONDS
|
35,500,458
|
|
37,192,330
|
|
-4.55%
|
TREASURY NOTES - 2 YR
|
2,653,370
|
|
2,579,280
|
|
2.87%
|
TREASURY NOTES - 5 YR
|
40,326,186
|
|
31,186,788
|
|
29.31%
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TREASURY NOTES - 10 YR
|
81,851,570
|
|
51,843,290
|
|
57.88%
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AGENCY NOTES - 5 YR
|
4,000
|
Y
|
0
|
|
-
|
AGENCY NOTES - 10 YR
|
118,246
|
|
539,726
|
|
-78.09%
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MUNICIPAL BOND INDEX
|
74,184
|
|
213,856
|
|
-65.31%
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30 DAY FEDERAL FUNDS
|
6,136,510
|
|
5,963,722
|
|
2.90%
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DOW JONES AIG COMMODITY INDEX
|
30,806
|
|
24,198
|
|
27.31%
|
DOW JONES INDUSTRIAL AVERAGE INDEX
|
3,616,429
|
|
3,711,769
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|
-2.57%
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DOW JONES TRANSPORTATION AVERAGE INDEX
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0
|
X
|
4
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|
-100.00%
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1,000 oz. SILVER
|
0
|
X
|
532
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|
-100.00%
|
KILO GOLD
|
0
|
X
|
128
|
|
-100.00%
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5-YR SWAP
|
107,232
|
C
|
0
|
|
-
|
10-YR SWAP
|
785,874
|
|
325,348
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|
141.55%
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X-FUNDS
|
0
|
X
|
1,004
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|
-100.00%
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MINI TREASURY BONDS
|
5,820
|
|
7,908
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|
-26.40%
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MINI TREASURY NOTES - 10YR
|
14
|
|
50
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|
-72.00%
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MINI DOW $2 MULTIPLIER
|
0
|
A
|
62,941
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|
-100.00%
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MINI DOW $5 MULTIPLIER
|
4,063,236
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B
|
0
|
|
-
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MINI EURODOLLARS
|
68
|
|
4,034
|
|
-98.31%
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MINI NEW YORK SILVER
|
8,390
|
|
3,406
|
|
146.33%
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MINI NEW YORK GOLD
|
32,560
|
|
1,416
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|
2199.44%
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|
|
|
|
|
|
|
TOTAL FUTURES
|
206,168,965
|
|
161,708,276
|
|
27.49%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percent Change
|
|
|
2003
|
|
2002
|
|
2003 to 2002
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OPTIONS
|
|
|
|
|
|
|
|
|
|
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WHEAT OPTIONS
|
819,782
|
|
859,692
|
|
-4.64%
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CORN OPTIONS
|
2,012,024
|
|
2,018,198
|
|
-0.31%
|
OAT OPTIONS
|
35,234
|
|
53,464
|
|
-34.10%
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SOYBEAN OPTIONS
|
1,876,974
|
|
2,037,334
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-7.87%
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SOYBEAN OIL OPTIONS
|
325,586
|
|
356,822
|
|
-8.75%
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SOYBEAN MEAL OPTIONS
|
206,932
|
|
316,272
|
|
-34.57%
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ROUGH RICE OPTIONS
|
14,910
|
|
16,262
|
|
-8.31%
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TREASURY BOND OPTIONS
|
9,328,088
|
|
8,255,230
|
|
13.00%
|
TREASURY NOTE OPTIONS - 2 YR
|
11,740
|
|
43,734
|
|
-73.16%
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TREASURY NOTE OPTIONS - 5 YR
|
8,077,754
|
|
5,636,192
|
|
43.32%
|
TREASURY NOTE OPTIONS - 10 YR
|
29,401,556
|
|
21,584,484
|
|
36.22%
|
AGENCY NOTE OPTIONS - 10 YR
|
0
|
|
12
|
|
-100.00%
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30-DAY FED FUND FUTURES OPTIONS
|
251,628
|
E
|
0
|
|
-
|
DOW JONES INDUSTRIAL AVG INDEX OPTIONS
|
116,968
|
|
194,212
|
|
-39.77%
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MUNICIPAL BOND INDEX OPTIONS
|
0
|
Y
|
0
|
|
-
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5-YR SWAP OPTIONS
|
200
|
E
|
0
|
|
-
|
10-YR SWAP OPTIONS
|
1,856
|
D
|
0
|
|
-
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FLEXIBLE T-BOND AMERICAN OPTIONS
|
13,610
|
|
15,872
|
|
-14.25%
|
FLEXIBLE T-BOND EUROPEAN OPTIONS
|
2,000
|
|
19,344
|
|
-89.66%
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FLEXIBLE 10 YR NOTE AMERICAN OPTIONS
|
22,728
|
|
23,066
|
|
-1.47%
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FLEXIBLE 5 YR NOTE AMERICAN OPTIONS
|
300
|
|
1,794
|
|
-83.28%
|
|
|
|
|
|
|
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TOTAL OPTIONS
|
52,519,870
|
|
41,431,984
|
|
26.76%
|
|
|
|
|
|
|
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TOTAL FUTURES
|
206,168,965
|
|
161,708,276
|
|
27.49%
|
|
|
|
|
|
|
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GRAND TOTAL
|
258,688,835
|
|
203,140,260
|
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27.34%
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|
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A Started March 2002
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E Started March 2002
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B Started April 2002
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C Started June 2002
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X Delisted Contract
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D Started November 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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