OneChicago Week In Review - Record Week At The Exchange

Daily volume reached a record 243,198 contracts on Tuesday, December 9, and totaled 262,084 for the week, also a record. Open interest surpassed 250,000 contracts last week.

Liquidity and Volume Highlights

The OneChicago marketplace continues to demonstrate that sizeable trades get done at a trader's single limit price.

Twenty-two different OneChicago products traded more than 5,000 contracts.

Of those, more than ten products had trades in which each side had at least 3,000 contracts trade at a single market price as part of block trades.

Some examples include:

• Exxon Mobil Corp. (XON1C) traded 4,703 DEC03 contracts at one price and 4,703 MAR04 contracts at one price.
• PeopleSoft Inc. (PSFT1C) traded 4,289 DEC03 contracts at one price and 4,289 MAR04 contracts at one price.

Each single stock futures contract is equal to 100 shares of the underlying stock.

The most active products in terms of volume last week were:

• Exxon with 9,414 contracts LI>PeopleSoft 8,578
• Schlumberger Ltd. (SLB1C) 8,292
• Procter & Gamble Co. (PG1C) 8,250
• Coca-Cola Co. (KO1C) 7,882