OneChicago June Volume Increases 102% - YTD Volume Up 51%

OneChicago, LLC today reported that 679,159 security futures contracts traded at the Exchange in June, a 102% increase over June 2005. Average daily volume (ADV) was 30,871. Year-to-date volume is up 51% over 2005. Open interest stood at 982,664 contracts June 30.

“We are pleased with our volume increases in the first half of the year and look forward to continued growth in the second half, when the Exchange expects to add even more security futures product listings,” said Marty Doyle, President of OneChicago.

Each single stock futures contract is equivalent to 100 shares of the underlying stock or exchange-traded fund. The top five single stock futures contracts by volume in June were:

• General Electric Co. (GE1C)
• AT&T Corp. (T1C)
• JP Morgan Co. (JPM1C)
• Verizon Communications Inc. (VZ1C)
• Coca-Cola Co. (KO1C)

The Exchange lists 202 futures on single stocks, including futures on the DIAMONDS® Trust, as well as five OneChicago Select Indexes, a series of customer-designed narrow-based security index futures. OneChicago rules permit block and EFP trading and a substantial percentage of the Exchange’s volume results from such trades.

OneChicago is a joint venture of the Chicago Board Options Exchange Incorporated® (CBOE®), Chicago Mercantile Exchange Inc. (CME®) and the Chicago Board of Trade (CBOT®). All products are electronically traded on the CBOEdirect® match engine and accessible through the CBOEdirect and CME Globex® platforms. Security futures can be traded out of either securities or futures accounts. For more information about OneChicago and its products, please access the OneChicago Web site.

Click here to view the June 2006 OneChicago Volume Report