CBOT December
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VOLUME VOLUME % AGRICULTURAL FUTURES Y-T-D 2005 Y-T-D 2004 CHANGE WHEAT 10,114,098 7,955,155 27.1% MINI WHEAT 32,295 31,044 4.0% CORN 27,965,057 24,038,233 16.3% MINI CORN 102,292 86,771 17.9% OATS 351,539 416,448 -15.6% SOYBEANS 20,216,137 18,846,021 7.3% MINI SOYBEANS 495,313 362,829 36.5% SOYBEAN MEAL 8,324,616 8,569,243 -2.9% SOYBEAN OIL 7,676,130 7,593,314 1.1% SOUTH AMERICAN SOYBEANS 12,088 -- -- ROUGH RICE 228,502 168,165 35.9% AGRICULTURAL OPTIONS WHEAT 1,870,541 1,465,760 27.6% CORN 6,257,027 7,593,355 -17.6% OATS 22,320 36,498 -38.8% SOYBEANS 6,817,588 6,045,952 12.8% SOYBEAN MEAL 685,830 971,335 -29.4% SOYBEAN OIL 682,825 947,383 -27.9% ROUGH RICE 17,834 22,064 -19.2% FINANCIAL FUTURES U.S. TREASURY BONDS 86,926,569 72,949,053 19.2% MINI U.S. TREASURY BONDS 4,223 11,373 -62.9% TEN YEAR TREASURY NOTES 215,124,076 196,119,150 9.7% MINI TEN YEAR TREASURY NOTES -- 82 -- FIVE YEAR TREASURY NOTES 121,908,830 105,469,410 15.6% TWO YEAR TREASURY NOTES 21,205,359 9,454,774 124.3% WHEN ISSUED TWO YEAR TREASURY NOTES -- 1 -- THIRTY DAY FEDERAL FUNDS 11,602,282 11,940,120 -2.8% TEN YEAR MUNICIPAL NOTE INDEX 33,502 65,026 -48.5% TEN YEAR AGENCY DEBT -- 0 -- FIVE YEAR AGENCY DEBT -- 0 -- TEN YEAR INTEREST RATE SWAP 655,711 856,968 -23.5% FIVE YEAR INTEREST RATE SWAP 202,737 243,353 -16.7% MINI EURODOLLARS 3 91 -96.7% BUND 1,498 2,303 -35.0% BOBL 880 3,219 -72.7% SCHATZ 2,204 4,306 -48.8% FINANCIAL OPTIONS U.S. TREASURY BONDS 15,661,021 13,788,908 13.6% TEN YEAR TREASURY NOTES 55,648,782 56,878,013 -2.2% FIVE YEAR TREASURY NOTES 17,691,564 17,215,903 2.8% TWO YEAR TREASURY NOTES 23,251 10,206 127.8% THIRTY DAY FEDERAL FUNDS 6,534,587 4,707,103 38.8% FLEX U.S. TREASURY BONDS 600,641 193,663 210.1% FLEX TEN YEAR TREASURY NOTES 259,295 96,192 169.6% FLEX FIVE YEAR TREASURY NOTES 4,000 29,900 -86.6% FLEX TWO YEAR TREASURY NOTES 0 0 0.0% TEN YEAR AGENCY DEBT -- 0 -- FIVE YEAR AGENCY DEBT -- 0 -- TEN YEAR INTEREST RATE SWAP 0 0 0.0% FIVE YEAR INTEREST RATE SWAP 0 0 0.0% EQUITY INDEX FUTURES DOW JONES INDUSTRIAL INDEX(sm) 1,787,405 2,577,138 -30.6% MINI ($5) DOW JONES INDUSTRIAL INDEX(sm) 24,892,328 20,695,848 20.3% TOTAL MARKET INDEX -- 3,028 -- EQUITY INDEX OPTIONS DOW JONES INDUSTRIAL INDEX(sm) 114,353 190,708 -40.0% MINI ($5) DOW JONES INDUSTRIAL INDEX(sm) 613,996 571,299 7.5% OTHER INDEX FUTURES DOW JONES- AIGCI(sm) 11,337 40,882 -72.3% X-FUNDS 0 0 0.0% METAL FUTURES MINI SILVER 163,395 204,255 -20.0% MINI GOLD 389,737 420,604 -7.3% 5,000 OZ. SILVER 86,218 12,398 595.4% 100 OZ. GOLD 626,901 89,539 600.1% ENERGY FUTURES ETHANOL 2,676 -- -- FUTURES GROUP TOTALS AGRICULTURAL 75,518,067 68,067,223 10.9% FINANCIAL 457,667,874 397,119,229 15.2% EQUITY INDEX 26,679,733 23,276,014 14.6% OTHER INDEX 11,337 40,882 -72.3% METALS 1,266,251 726,796 74.2% ENERGY 2,676 -- -- FUTURES GROUP TOTALS 561,145,938 489,230,144 14.7% OPTIONS GROUP TOTALS AGRICULTURAL 16,353,965 17,082,347 -4.3% FINANCIAL 96,423,141 92,919,888 3.8% EQUITY INDEX 728,349 762,007 -4.4% OPTIONS GROUP TOTALS 113,505,455 110,764,242 2.5% FUTURES AND OPTIONS COMBINED AGRICULTURAL 91,872,032 85,149,570 7.9% FINANCIAL 554,091,015 490,039,117 13.1% EQUITY INDEX 27,408,082 24,038,021 14.0% OTHER INDEX 11,337 40,882 -72.3% METALS 1,266,251 726,796 74.2% ENERGY 2,676 -- -- GRAND TOTAL 674,651,393 599,994,386 12.4% CHICAGO BOARD OF TRADE AVERAGE DAILY VOLUME AVERAGE DAILY VOLUME ADV ADV % ADV % AGRICULTURAL FUTURES DEC 2005 DEC 2004 CHANGE NOV 2005 CHANGE WHEAT 30,591 19,156 59.7% 55,454 -44.8% MINI WHEAT 81 51 58.8% 93 -12.9% CORN 83,350 55,696 49.7% 137,721 -39.5% MINI CORN 256 218 17.4% 406 -36.9% OATS 1,275 983 29.7% 1,557 -18.1% SOYBEANS 87,863 72,672 20.9% 59,120 48.6% MINI SOYBEANS 2,486 1,501 65.6% 1,580 57.3% SOYBEAN MEAL 34,085 31,103 9.6% 33,050 3.1% SOYBEAN OIL 33,685 28,538 18.0% 32,040 5.1% SOUTH AMERICAN SOYBEANS 37 -- -- 40 0.0% ROUGH RICE 1,301 760 71.2% 693 87.7% AGRICULTURAL OPTIONS WHEAT 5,467 3,637 50.3% 5,337 2.4% CORN 15,576 12,659 23.0% 17,310 -10.0% OATS 70 52 34.6% 43 62.8% SOYBEANS 23,727 15,175 56.4% 19,423 22.2% SOYBEAN MEAL 2,806 1,543 81.9% 2,279 23.1% SOYBEAN OIL 1,470 1,533 -4.1% 3,617 -59.4% ROUGH RICE 54 44 22.7% 42 28.6% FINANCIAL FUTURES U.S. TREASURY BONDS 251,144 268,817 -6.6% 396,438 -36.6% MINI U.S. TREASURY BONDS -- 45 -- -- -- TEN YEAR TREASURY NOTES 625,916 683,588 -8.4% 1,035,271 -39.5% MINI TEN YEAR TREASURY NOTES -- 0 -- -- -- FIVE YEAR TREASURY NOTES 334,336 428,035 -21.9% 599,822 -44.3% TWO YEAR TREASURY NOTES 79,584 48,114 65.4% 122,576 -35.1% WHEN ISSUED TWO YEAR TREASURY NOTES -- 0 -- -- -- THIRTY DAY FEDERAL FUNDS 34,869 35,464 -1.7% 32,876 6.1% TEN YEAR MUNICIPAL NOTE INDEX 41 284 -85.6% 28 46.4% TEN YEAR AGENCY DEBT -- -- -- -- -- FIVE YEAR AGENCY DEBT -- -- -- -- -- TEN YEAR INTEREST RATE SWAP 3,668 3,998 -8.3% 2,195 67.1% FIVE YEAR INTEREST RATE SWAP 1,716 2,300 -25.4% 282 508.5% MINI EURODOLLARS 0 0 0.0% 0 0.0% BUND -- 1 -- -- -- BOBL -- 0 -- -- -- SCHATZ -- 30 -- -- -- FINANCIAL OPTIONS U.S. TREASURY BONDS 40,357 42,301 -4.6% 59,032 -31.6% TEN YEAR TREASURY NOTES 132,895 192,321 -30.9% 201,241 -34.0% FIVE YEAR TREASURY NOTES 23,972 45,825 -47.7% 47,535 -49.6% TWO YEAR TREASURY NOTES 313 48 552.1% 40 682.5% THIRTY DAY FEDERAL FUNDS 14,745 14,077 4.7% 26,287 -43.9% FLEX U.S. TREASURY BONDS 900 716 25.7% 328 174.4% FLEX TEN YEAR TREASURY NOTES 343 992 -65.4% 598 -42.6% FLEX FIVE YEAR TREASURY NOTES 0 691 -100.0% 0 0.0% FLEX TWO YEAR TREASURY NOTES 0 0 0.0% 0 0.0% TEN YEAR AGENCY DEBT -- -- -- -- -- FIVE YEAR AGENCY DEBT -- -- -- -- -- TEN YEAR INTEREST RATE SWAP 0 0 0.0% 0 0.0% FIVE YEAR INTEREST RATE SWAP 0 0 0.0% 0 0.0% EQUITY INDEX FUTURES DOW JONES INDUSTRIAL INDEX(sm) 8,588 10,797 -20.5% 5,178 65.9% MINI ($5) DOW JONES INDUSTRIAL INDEX(sm) 85,615 77,729 10.1% 87,250 -1.9% TOTAL MARKET INDEX -- -- -- -- -- EQUITY INDEX OPTIONS DOW JONES INDUSTRIAL INDEX(sm) 298 349 -14.6% 402 -25.9% MINI ($5) DOW JONES INDUSTRIAL INDEX(sm) 1,397 2,507 -44.3% 1,770 -21.1% OTHER INDEX FUTURES DOW JONES- AIGCI(sm) 131 111 18.0% 30 336.7% X-FUNDS 0 0 0.0% 0 0.0% METAL FUTURES MINI SILVER 921 912 1.0% 1,036 -11.1% MINI GOLD 3,747 1,663 125.3% 2,366 58.4% 5,000 OZ. SILVER 634 249 154.6% 686 -7.6% 100 OZ. GOLD 6,729 1,516 343.9% 5,143 30.8% ENERGY FUTURES ETHANOL 13 -- -- 27 -51.9% FUTURES GROUP TOTALS AGRICULTURAL 275,010 210,679 30.5% 321,754 -14.5% FINANCIAL 1,331,273 1,470,676 -9.5% 2,189,487 -39.2% EQUITY INDEX 94,203 88,526 6.4% 92,428 1.9% OTHER INDEX 131 111 18.0% 30 336.7% METALS 12,032 4,340 177.2% 9,230 30.4% ENERGY 13 -- -- 27 -51.9% FUTURES GROUP TOTALS (1) 1,712,662 1,764,554 -2.9% 2,508,255 -31.7% OPTIONS GROUP TOTALS AGRICULTURAL 49,170 34,643 41.9% 48,051 2.3% FINANCIAL 213,525 296,971 -28.1% 335,060 -36.3% EQUITY INDEX 1,696 2,856 -40.6% 2,172 -21.9% OPTIONS GROUP TOTALS (1) 264,390 332,895 -20.6% 369,328 -28.4% FUTURES AND OPTIONS COMBINED AGRICULTURAL 324,179 245,321 32.1% 369,805 -12.3% FINANCIAL 1,544,798 1,767,647 -12.6% 2,524,548 -38.8% EQUITY INDEX 95,899 91,382 4.9% 94,600 1.4% OTHER INDEX 131 111 18.0% 30 336.7% METALS 12,032 4,340 177.2% 9,230 30.4% ENERGY 13 -- -- 27 -51.9% GRAND TOTAL (1) 1,977,052 2,097,449 -5.7% 2,877,583 -31.3% (1) Totals may not equal due to rounding. CHICAGO BOARD OF TRADE AVERAGE DAILY VOLUME ADV ADV % AGRICULTURAL FUTURES Y-T-D 2005 Y-T-D 2004 CHANGE WHEAT 40,135 31,568 27.1% MINI WHEAT 128 123 4.1% CORN 110,972 95,390 16.3% MINI CORN 406 344 18.0% OATS 1,395 1,653 -15.6% SOYBEANS 80,223 74,786 7.3% MINI SOYBEANS 1,966 1,440 36.5% SOYBEAN MEAL 33,034 34,005 -2.9% SOYBEAN OIL 30,461 30,132 1.1% SOUTH AMERICAN SOYBEANS 77 -- -- ROUGH RICE 907 667 36.0% AGRICULTURAL OPTIONS WHEAT 7,423 5,817 27.6% CORN 24,829 30,132 -17.6% OATS 89 145 -38.6% SOYBEANS 27,054 23,992 12.8% SOYBEAN MEAL 2,722 3,855 -29.4% SOYBEAN OIL 2,710 3,759 -27.9% ROUGH RICE 71 88 -19.3% FINANCIAL FUTURES U.S. TREASURY BONDS 347,706 290,634 19.6% MINI U.S. TREASURY BONDS 36 45 -20.0% TEN YEAR TREASURY NOTES 860,496 781,351 10.1% MINI TEN YEAR TREASURY NOTES -- 0 -- FIVE YEAR TREASURY NOTES 487,635 420,197 16.0% TWO YEAR TREASURY NOTES 84,821 37,668 125.2% WHEN ISSUED TWO YEAR TREASURY NOTES -- 0 -- THIRTY DAY FEDERAL FUNDS 46,409 47,570 -2.4% TEN YEAR MUNICIPAL NOTE INDEX 134 259 -48.3% TEN YEAR AGENCY DEBT -- 0 -- FIVE YEAR AGENCY DEBT -- 0 -- TEN YEAR INTEREST RATE SWAP 2,623 3,414 -23.2% FIVE YEAR INTEREST RATE SWAP 811 970 -16.4% MINI EURODOLLARS 0 0 0.0% BUND 8 13 -38.5% BOBL 5 18 -72.2% SCHATZ 12 24 -50.0% FINANCIAL OPTIONS U.S. TREASURY BONDS 62,644 54,936 14.0% TEN YEAR TREASURY NOTES 222,595 226,606 -1.8% FIVE YEAR TREASURY NOTES 70,766 68,589 3.2% TWO YEAR TREASURY NOTES 93 41 126.8% THIRTY DAY FEDERAL FUNDS 26,138 18,753 39.4% FLEX U.S. TREASURY BONDS 2,403 772 211.3% FLEX TEN YEAR TREASURY NOTES 1,037 383 170.8% FLEX FIVE YEAR TREASURY NOTES 16 119 -86.6% FLEX TWO YEAR TREASURY NOTES 0 0 0.0% TEN YEAR AGENCY DEBT -- 0 -- FIVE YEAR AGENCY DEBT -- 0 -- TEN YEAR INTEREST RATE SWAP 0 0 0.0% FIVE YEAR INTEREST RATE SWAP 0 0 0.0% EQUITY INDEX FUTURES DOW JONES INDUSTRIAL INDEX(sm) 7,093 10,186 -30.4% MINI ($5) DOW JONES INDUSTRIAL INDEX(sm) 98,779 81,802 20.8% TOTAL MARKET INDEX -- 19 -- EQUITY INDEX OPTIONS DOW JONES INDUSTRIAL INDEX(sm) 454 754 -39.8% MINI ($5) DOW JONES INDUSTRIAL INDEX(sm) 2,436 2,517 -3.2% OTHER INDEX FUTURES DOW JONES- AIGCI(sm) 45 164 -72.6% X-FUNDS 0 0 100.0% METAL FUTURES MINI SILVER 651 817 -20.3% MINI GOLD 1,553 1,682 -7.7% 5,000 OZ. SILVER 343 214 60.3% 100 OZ. GOLD 2,498 1,544 61.8% ENERGY FUTURES ETHANOL 14 -- -- FUTURES GROUP TOTALS AGRICULTURAL 299,675 270,108 10.9% FINANCIAL 1,830,671 1,582,148 15.7% EQUITY INDEX 105,872 92,000 15.1% OTHER INDEX 45 164 -72.6% METALS 5,045 2,907 73.5% ENERGY 14 -- -- FUTURES GROUP TOTALS (1) 2,226,770 1,933,716 15.2% OPTIONS GROUP TOTALS AGRICULTURAL 64,897 67,787 -4.3% FINANCIAL 385,693 370,199 4.2% EQUITY INDEX 2,890 3,012 -4.1% OPTIONS GROUP TOTALS (1) 450,418 437,803 2.9% FUTURES AND OPTIONS COMBINED AGRICULTURAL 364,572 337,895 7.9% FINANCIAL 2,216,364 1,952,347 13.5% EQUITY INDEX 108,762 95,012 14.5% OTHER INDEX 45 164 -72.6% METALS 5,045 2,907 73.5% ENERGY 14 -- -- GRAND TOTAL (1) 2,677,188 2,371,519 12.9% (1) Totals may not equal due to rounding. CHICAGO BOARD OF TRADE QUARTERLY VOLUME OF SALES 4TH QUARTER 2005 VOLUME VOLUME % VOLUME % 4TH QTR 2005 4TH QTR 2004 CHANGE 3RD QTR 2005 CHANGE AGRICULTURAL FUTURES WHEAT 2,524,374 1,794,629 40.7% 2,375,081 6.3% MINI WHEAT 6,256 5,754 8.7% 7,870 -20.5% CORN 6,146,746 5,119,362 20.1% 7,238,038 -15.1% MINI CORN 18,465 17,771 3.9% 30,437 -39.3% OATS 86,533 80,035 8.1% 72,195 19.9% SOYBEANS 4,851,602 4,556,705 6.5% 4,231,751 14.6% MINI SOYBEANS 133,691 98,052 36.3% 96,120 39.1% SOYBEAN MEAL 1,907,716 1,916,383 -0.5% 1,929,142 -1.1% SOYBEAN OIL 1,987,287 1,806,522 10.0% 1,780,182 11.6% SOUTH AMERICAN SOYBEANS 3,141 -- -- 6,206 -49.4% ROUGH RICE 69,219 41,225 67.9% 48,897 41.6% AGRICULTURAL OPTIONS WHEAT 347,278 294,875 17.8% 404,367 -14.1% CORN 1,047,921 1,142,535 -8.3% 2,082,220 -49.7% OATS 3,717 5,761 -35.5% 3,714 0.1% SOYBEANS 1,356,074 1,189,798 14.0% 1,783,547 -24.0% SOYBEAN MEAL 153,881 161,507 -4.7% 155,443 -1.0% SOYBEAN OIL 192,120 132,975 44.5% 173,776 10.6% ROUGH RICE 3,151 2,710 16.3% 4,265 -26.1% FINANCIAL FUTURES U.S. TREASURY BONDS 19,653,156 18,946,821 3.7% 20,331,812 -3.3% MINI U.S. TREASURY BONDS -- 3,046 -- -- -- TEN YEAR TREASURY NOTES 49,206,920 52,667,285 -6.6% 52,362,812 -6.0% MINI TEN YEAR TREASURY NOTES -- 21 -- -- -- FIVE YEAR TREASURY NOTES 27,528,023 28,139,901 -2.2% 31,360,836 -12.2% TWO YEAR TREASURY NOTES 5,466,853 3,129,881 74.7% 5,415,165 1.0% WHEN ISSUED TWO YEAR TREASURY NOTES -- 0 -- -- -- THIRTY DAY FEDERAL FUNDS 2,188,686 2,742,296 -20.2% 4,009,017 -45.4% TEN YEAR MUNICIPAL NOTE INDEX 1,829 11,491 -84.1% 4,705 -61.1% TEN YEAR AGENCY DEBT -- -- -- -- -- FIVE YEAR AGENCY DEBT -- -- -- -- -- TEN YEAR INTEREST RATE SWAP 131,817 207,546 -36.5% 158,891 -17.0% FIVE YEAR INTEREST RATE SWAP 49,553 86,256 -42.6% 45,874 8.0% MINI EURODOLLARS 0 2 -100.0% 0 0.0% BUND -- 110 -- 577 -- BOBL -- 186 -- 308 -- SCHATZ -- 667 -- 102 -- FINANCIAL OPTIONS U.S. TREASURY BONDS 3,462,511 2,784,914 24.3% 3,451,633 0.3% TEN YEAR TREASURY NOTES 11,099,442 14,328,374 -22.5% 12,278,769 -9.6% FIVE YEAR TREASURY NOTES 2,656,694 3,700,817 -28.2% 4,168,842 -36.3% TWO YEAR TREASURY NOTES 8,815 3,366 161.9% 7,152 23.3% THIRTY DAY FEDERAL FUNDS 1,414,540 1,477,521 -4.3% 2,187,233 -35.3% FLEX U.S. TREASURY BONDS 31,573 102,870 -69.3% 66,425 -52.5% FLEX TEN YEAR TREASURY NOTES 23,200 54,404 -57.4% 49,900 -53.5% FLEX FIVE YEAR TREASURY NOTES 3,750 18,450 -79.7% 0 100.0% FLEX TWO YEAR TREASURY NOTES 0 0 0.0% 0 0.0% TEN YEAR AGENCY DEBT -- -- -- -- -- FIVE YEAR AGENCY DEBT -- -- -- -- -- TEN YEAR INTEREST RATE SWAP 0 0 0.0% 0 0.0% FIVE YEAR INTEREST RATE SWAP 0 0 0.0% 0 0.0% EQUITY INDEX FUTURES DOW JONES INDUSTRIAL INDEX(sm) 422,722 559,567 -24.5% 407,219 3.8% MINI ($5) DOW JONES INDUSTRIAL INDEX(sm) 6,523,056 5,446,210 19.8% 6,082,570 7.2% TOTAL MARKET INDEX -- -- -- 0 -- EQUITY INDEX OPTIONS DOW JONES INDUSTRIAL INDEX(sm) 23,248 31,128 -25.3% 25,483 -8.8% MINI ($5) DOW JONES INDUSTRIAL INDEX(sm) 110,784 323,051 -65.7% 92,508 19.8% OTHER INDEX FUTURES DOW JONES- AIGCI(sm) 4,390 8,699 -49.5% 2,480 77.0% METAL FUTURES MINI SILVER 56,599 64,664 -12.5% 39,505 43.3% MINI GOLD 175,126 134,051 30.6% 82,912 111.2% 5,000 OZ. SILVER 37,194 12,398 200.0% 17,486 112.7% 100 OZ. GOLD 309,886 89,539 246.1% 145,721 112.7% ENERGY FUTURES ETHANOL 1,221 -- -- 703 73.7% FUTURES GROUP TOTALS AGRICULTURAL 17,735,030 15,436,438 14.9% 17,815,919 -0.5% FINANCIAL 104,226,837 105,935,509 -1.6% 113,690,099 -8.3% EQUITY INDEX 6,945,778 6,005,777 15.7% 6,489,789 7.0% OTHER INDEX 4,390 8,699 -49.5% 2,480 77.0% METALS 578,805 300,652 92.5% 285,624 102.6% ENERGY 1,221 -- -- 703 73.7% FUTURES GROUP TOTALS 129,492,061 127,687,075 1.4% 138,284,614 -6.4% OPTIONS GROUP TOTALS AGRICULTURAL 3,104,142 2,930,161 5.9% 4,607,332 -32.6% FINANCIAL 18,700,525 22,470,716 -16.8% 22,209,954 -15.8% EQUITY INDEX 134,032 354,179 -62.2% 117,991 13.6% OPTIONS GROUP TOTALS 21,938,699 25,755,056 -14.8% 26,935,277 -18.6% FUTURES AND OPTIONS COMBINED AGRICULTURAL 20,839,172 18,366,599 13.5% 22,423,251 -7.1% FINANCIAL 122,927,362 128,406,225 -4.3% 135,900,053 -9.5% EQUITY INDEX 7,079,810 6,359,956 11.3% 6,607,780 7.1% OTHER INDEX 4,390 8,699 -49.5% 2,480 77.0% METALS 578,805 300,652 92.5% 285,624 102.6% ENERGY 1,221 -- -- 703 73.7% GRAND TOTAL 151,430,760 153,442,131 -1.3% 165,219,891 -8.3%
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