OneChicago Reports April Volume - YTD Volume Up 47%

OneChicago, LLC reported today that 289,131 security futures contracts traded at the Exchange in April, about the same amount as in April 2005. Average daily volume (ADV) was 15,217, up 10.2% from last April when there were two additional trading days. Year-to-date volume is up 47% over 2005. Open interest stood at 871,132 contracts April 28.

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 April were:

• Procter & Gamble Co. (PG1C)
• Exxon Mobil Corp. (XOM1C)
• Intel Corp. (INTC1C)
• IBM Corp. (IBM1C)
• DuPont (DD1C)

The Exchange lists 205 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 April 2006 OneChicago Volume Report