OneChicago Reports 271% Increase In November Volume, Up 181% YTD

OneChicago, LLC today reported that 703,082 security futures contracts traded at the Exchange in November, 271% higher than November 2004 volume. The average daily volume (ADV) in November was 33,480. Year-to-date volume is up 181%. Open interest stood at 1,322,860 contracts on Nov. 30.

OneChicago President Marty Doyle said, “OneChicago’s volume continues to climb as institutional and professional traders discover the benefits of single stock futures to meet their portfolio management needs. And we have high expectations for 2006, when we plan on expanding our single stock futures offerings as well as adding more ETFs.”

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 November were:

• Exxon Mobil Corp. (XOM1C)
• Bank of America Corp. (BAC1C)
• Citigroup Inc. (C1C)
• Procter & Gamble Co. (PG1C)
• Altria Group Inc. (MO1C)

The Exchange lists 209 futures on single stocks, including futures on the DIAMONDS® Trust, as well as four OneChicago Select Indexes, a new series of customer-designed narrow-based security index futures launched in July.

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 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 November 2005 OneChicago Volume Report.