VOLUME 23 – BULLETIN #004
TO:
|
ALL CLEARING MEMBERS
|
FROM:
|
CLIENT SERVICES AND SUPPORT
|
DATE:
|
January 6, 2003
|
SUBJECT:
|
Chicago Board of Trade – Volume Cleared for Twelve Months
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percent Change
|
|
|
2002
|
|
2001
|
|
2002 to 2001
|
FUTURES
|
|
|
|
|
|
|
|
|
|
|
|
|
WHEAT
|
18,163,084
|
|
17,473,734
|
|
3.95%
|
CORN
|
44,227,304
|
|
40,621,826
|
|
8.88%
|
OATS
|
992,452
|
|
1,063,842
|
|
-6.71%
|
SOYBEANS
|
34,832,392
|
|
29,281,056
|
|
18.96%
|
SOYBEAN OIL
|
17,072,872
|
|
15,016,490
|
|
13.69%
|
SOYBEAN MEAL
|
17,871,808
|
|
17,060,336
|
|
4.76%
|
ROUGH RICE
|
447,124
|
|
283,720
|
|
57.59%
|
TREASURY BONDS
|
150,491,644
|
|
167,004,876
|
|
-9.89%
|
TREASURY NOTES - 2 YR
|
10,114,896
|
|
7,529,718
|
|
34.33%
|
TREASURY NOTES - 5 YR
|
143,058,502
|
|
94,896,954
|
|
50.75%
|
TREASURY NOTES - 10 YR
|
261,401,686
|
|
164,511,556
|
|
58.90%
|
AGENCY NOTES - 5 YR
|
0
|
Y
|
4,242
|
|
-100.00%
|
AGENCY NOTES - 10 YR
|
1,572,426
|
|
3,809,238
|
|
-58.72%
|
MORTGAGE FUTURES
|
0
|
X
|
222,430
|
|
-100.00%
|
MUNICIPAL BOND INDEX
|
596,112
|
|
1,169,544
|
|
-49.03%
|
30 DAY FEDERAL FUNDS
|
23,894,680
|
|
18,465,922
|
|
29.40%
|
DOW JONES AIG COMMODITY INDEX
|
54,390
|
|
16,934
|
|
221.19%
|
DOW JONES INDUSTRIAL AVERAGE INDEX
|
16,650,809
|
|
13,488,445
|
|
23.44%
|
DOW JONES COMPOSITE AVERAGE INDEX
|
0
|
X
|
0
|
|
-
|
DOW JONES TRANSPORTATION AVERAGE INDEX
|
4
|
X
|
4
|
|
0.00%
|
DOW JONES UTILITIES AVERAGE INDEX
|
0
|
X
|
8
|
|
-100.00%
|
1,000 oz. SILVER
|
958
|
X
|
18,812
|
|
-94.91%
|
5,000 oz. SILVER
|
0
|
X
|
326
|
|
-100.00%
|
KILO GOLD
|
130
|
X
|
10,226
|
|
-98.73%
|
100 oz. GOLD
|
0
|
X
|
0
|
|
-
|
5-YR SWAP
|
159,394
|
E
|
0
|
|
-
|
10-YR SWAP
|
2,121,232
|
|
227,394
|
|
832.84%
|
X-FUNDS
|
1,584
|
B,X
|
0
|
|
-
|
MINI TREASURY BONDS
|
21,822
|
|
9,740
|
|
124.05%
|
MINI TREASURY NOTES - 10YR
|
216
|
|
478
|
|
-54.81%
|
MINI DOW $2 MULTIPLIER
|
492,481
|
C
|
61,305
|
|
703.33%
|
MINI DOW $5 MULTIPLIER
|
5,104,684
|
D
|
0
|
|
-
|
MINI EURODOLLARS
|
4,584
|
A
|
1,910
|
|
140.00%
|
MINI NEW YORK SILVER
|
16,816
|
|
2,446
|
|
587.49%
|
MINI NEW YORK GOLD
|
19,676
|
|
1,792
|
|
997.99%
|
|
|
|
|
|
|
|
TOTAL FUTURES
|
749,385,762
|
|
592,255,304
|
|
26.53%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percent Change
|
|
|
2002
|
|
2001
|
|
2002 to 2001
|
OPTIONS
|
|
|
|
|
|
|
|
|
|
|
|
|
WHEAT OPTIONS
|
4,844,442
|
|
4,541,858
|
|
6.66%
|
CORN OPTIONS
|
13,081,874
|
|
11,798,000
|
|
10.88%
|
OAT OPTIONS
|
249,474
|
|
187,838
|
|
32.81%
|
SOYBEAN OPTIONS
|
10,108,354
|
|
8,942,412
|
|
13.04%
|
SOYBEAN OIL OPTIONS
|
1,720,942
|
|
1,727,186
|
|
-0.36%
|
SOYBEAN MEAL OPTIONS
|
991,992
|
|
1,477,290
|
|
-32.85%
|
ROUGH RICE OPTIONS
|
80,552
|
|
53,926
|
|
49.38%
|
TREASURY BOND OPTIONS
|
47,251,952
|
|
43,287,406
|
|
9.16%
|
TREASURY NOTE OPTIONS - 2 YR
|
120,670
|
|
119,932
|
|
0.62%
|
TREASURY NOTE OPTIONS - 5 YR
|
24,644,140
|
|
15,949,364
|
|
54.51%
|
TREASURY NOTE OPTIONS - 10 YR
|
104,505,194
|
|
63,767,902
|
|
63.88%
|
AGENCY NOTE OPTIONS - 10 YR
|
12
|
|
18,030
|
|
-99.93%
|
DOW JONES INDUSTRIAL AVG INDEX OPTIONS
|
732,676
|
|
906,998
|
|
-19.22%
|
MUNICIPAL BOND INDEX OPTIONS
|
0
|
Y
|
0
|
|
-
|
10-YR SWAP OPTIONS
|
18,918
|
F
|
0
|
|
-
|
1,000 oz. SILVER OPTIONS
|
0
|
X
|
12
|
|
-100.00%
|
FLEXIBLE T-BOND AMERICAN OPTIONS
|
79,724
|
|
83,010
|
|
-3.96%
|
FLEXIBLE T-BOND EUROPEAN OPTIONS
|
21,344
|
|
50,520
|
|
-57.75%
|
FLEXIBLE 10 YR NOTE AMERICAN OPTIONS
|
157,702
|
|
158,800
|
|
-0.69%
|
FLEXIBLE 5 YR NOTE AMERICAN OPTIONS
|
13,980
|
|
9,200
|
|
51.96%
|
|
|
|
|
|
|
|
TOTAL OPTIONS
|
208,623,942
|
|
153,079,684
|
|
36.28%
|
|
|
|
|
|
|
|
TOTAL FUTURES
|
749,385,762
|
|
592,255,304
|
|
26.53%
|
|
|
|
|
|
|
|
GRAND TOTAL
|
958,009,704
|
|
745,334,988
|
|
28.53%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A Started December 2001
|
F Started November 2002
|
|
|
|
|
B Started February 2002
|
|
|
|
|
|
C Started March 2002
|
_______________________
|
|
|
D Started April 2002
|
X Delisted Contract
|
|
|
|
E Started June 2002
|
Y Valid Contract, No Activity
|
|
|
|
|
|
|
|
|
|
Should you have any questions, please call or e-mail one of the following Client Services and Support Representatives:
|