OneChicago Reports May Volume YTD Volume Up 40%

OneChicago, LLC today reported that 272,719 security futures contracts traded at the Exchange in May, a 5% increase over May 2005. Average daily volume (ADV) was 12,396. Year-to-date volume is up 40% over 2005. Open interest stood at 802,854 contracts May 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 May were:

• Altria Group Inc. (MO1C)
• Merck & Co. Inc. (MRK1C)
• Bank Of America Corp. (BAC1C)
• Pfizer (PFE1C)
• United Technologies Corp. (UTX1C)

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.

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 May 2006 Volume Report

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.