Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

OneChicago March Volume Propels First Quarter To 60% Increase

Date 03/04/2006

OneChicago, LLC today reported that 395,988 security futures contracts traded at the Exchange in March, advancing first quarter volume to more than 1.6 million contracts, a 60% increase over the year-ago period. Average daily volume (ADV) for the quarter was 26,020. March ADV was 17,217 compared to an ADV of 34,792 in March 2005. Open interest stood at 1,052,747 contracts March 31.

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 March were:

Wal-Mart Stores Inc. (WMT1C)
Merck & Co. Inc. (MRK1C)
Exxon Mobil Corp. (XOM1C)
U.S. Bancorp (USB1C)
Citigroup Inc. (C1C)

The Exchange lists 206 futures on single stocks, including futures on the DIAMONDS® Trust, as well as four 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 at www.OneChicago.com.

OneChicago Volume Report