CBOT Exchange Volume Report - Monthly

VOLUME
OCT 2012

VOLUME
OCT 2011

6,866,233
18,740,492
9,281,029
3,318,028
437,897
12,862
10,897
0
0
30
0
1,045,598
0
0
0

6,694,348
23,559,835
11,607,013
3,743,255
499,691
12,006
19,835
0
444
162
0
1,035,151
40
140
89

2.6%
-20.5%
-20.0%
-11.4%
-12.4%
7.1%
-45.1%
0.0%
-100.0%
-81.5%
0.0%
1.0%
-100.0%
-100.0%
-100.0%

6,680,061
18,527,401
10,510,325
3,575,298
399,802
40,943
41,872
0
358
54
0
1,085,468
0
0
0

2.8%
1.2%
-11.7%
-7.2%
9.5%
-68.6%
-74.0%
0.0%
-100.0%
-44.4%
-3.7%
0.0%
0.0%
0.0%

77,104,790
226,204,922
110,824,838
45,365,925
5,631,141
181,263
234,543
0
3,499
1,545
0
13,438,691
141
342
212

78,310,987
276,437,017
147,512,655
63,408,375
11,359,695
264,409
578,661
0
9,537
12,180
0
12,493,454
22,561
43,671
36,077

-1.5%
-18.2%
-24.9%
-28.5%
-50.4%
-31.4%
-59.5%
0.0%
-63.3%
-87.3%
0.0%
7.6%
-99.4%
-99.2%
-99.4%

Interest Rate Options

30-YR BOND
10-YR NOTE
5-YR NOTE
2-YR NOTE
FED FUND
FLEX 30-YR BOND
FLEX 10-YR NOTE
FLEX 2-YR NOTE
10-YR SWAP
ULTRA T-BOND
FED FUNDS MIDCURVE

1,715,854
4,872,652
1,327,338
255,472
12,195
0
0
0
0
1,842
0

997,316
3,794,579
1,125,408
155,940
93,843
2,450
0
231
0
19,266
0

72.0%
28.4%
17.9%
63.8%
-87.0%
-100.0%
0.0%
-100.0%
0.0%
-90.4%
0.0%

1,623,147
4,388,435
671,383
254,978
22,577
800
0
0
0
478
0

5.7%
11.0%
97.7%
0.2%
-46.0%
-100.0%
0.0%
0.0%
285.4%
0.0%

14,892,514
47,286,210
8,445,985
2,568,425
1,042,184
18,035
1,150
0
0
54,640
0

10,309,893
43,985,883
9,375,751
2,549,398
3,154,972
12,040
5,050
231
0
178,864
2,950

44.4%
7.5%
-9.9%
0.7%
-67.0%
49.8%
-77.2%
-100.0%
0.0%
-69.5%
-100.0%

Equity Index Futures

$25 DJ
DJIA
MINI $5 DOW
DOW-UBS COMMOD INDEX

0
14,054
2,623,107
4,731

7
11,931
2,790,469
6,143

-100.0%
17.8%
-6.0%
-23.0%

2
32,719
2,406,264
21,313

-100.0%
-57.0%
9.0%
-77.8%

24
160,641
25,596,497
98,402

192
234,695
27,332,716
101,057

-87.5%
-31.6%
-6.4%
-2.6%

Equity Index Options

DJIA
MINI $5 DOW

62
10,320

96
8,160

-35.4%
26.5%

132
8,944

-53.0%
15.4%

1,092
70,043

1,578
92,708

-30.8%
-24.4%

Energy Futures
ETHANOL FWD
ETHANOL LAB

15,411
0

74,628
0

-79.3%
0.0%

22,220
0

-30.6%
-

325,307
0

548,268
0

-40.7%
0.0%

Interest Rate Futures

30-YR BOND
10-YR NOTE
5-YR NOTE
2-YR NOTE
FED FUND
10-YR SWAP
5-YR SWAP
MINI EURODOLLAR
7-YR SWAP
30-YR SWAP
3-YR NOTE
ULTRA T-BOND
OTR 2-YR NOTE
OTR 10-YR NOTE
OTR 5-YR NOTE

% CHG

VOLUME
SEP 2012

% CHG

VOLUME
Y.T.D 2012

VOLUME
Y.T.D 2011

% CHG

The information herein is taken form source believed to be reliable. However, it is intended for the purposes of information and education only and is not guaranteed by the CME Group as to accuracy,
completeness, nor trading results and does not constitute advice or continue a solicitation of the purchase or sale of any futures or options. The Rules and Regulations of the CME Group should be
consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume (ADV) may slightly differ for CBOT legacy products based on the way
CME Group defines the number of trading days. The open interest values are based on preliminary open interest values only.

CBOT Exchange Volume Report - Monthly

Energy Options
ETHANOL FWD

Commodities and
Alternative Investments
Futures
CORN
SOYBEAN
SOYBEAN MEAL
SOYBEAN OIL
OATS
ROUGH RICE
WHEAT
MINI CORN
MINI SOYBEAN
MINI WHEAT
DJ US REAL ESTATE
ETHANOL
GRAIN BASIS SWAPS
DOW-UBS COMMOD INDEX SWAP
DISTILLERS DRIED GRAIN
FERTILIZER PRODUCS

VOLUME
OCT 2012

VOLUME
OCT 2011

1,350

-100.0%

1,050

-100.0%

1,200

12,278

-90.2%

4,701,567
5,272,069
1,263,915
2,392,516
22,011
39,952
1,776,422
23,220
39,137
6,095
694
26,077
7,119
76
0
215

5,568,224
5,309,535
1,329,771
1,866,386
23,352
44,401
1,594,358
26,540
50,332
8,801
0
21,370
23,636
0
0
0

-15.6%
-0.7%
-5.0%
28.2%
-5.7%
-10.0%
11.4%
-12.5%
-22.2%
-30.7%
22.0%
-69.9%
0.0%
0.0%
-

4,164,729
3,925,469
1,389,805
1,958,316
15,311
15,714
1,541,610
17,038
20,900
6,594
2,963
23,434
7,638
152
0
350

12.9%
34.3%
-9.1%
22.2%
43.8%
154.2%
15.2%
36.3%
87.3%
-7.6%
-76.6%
11.3%
-6.8%
-50.0%
-38.6%

63,424,066
45,132,657
15,516,597
22,774,571
233,280
334,588
23,170,485
237,894
323,430
83,087
8,316
277,257
222,774
678
0
2,870

66,946,233
38,216,694
14,111,688
19,992,812
298,433
486,451
20,879,596
308,575
330,250
133,704
0
199,105
213,634
0
0
0

-5.3%
18.1%
10.0%
13.9%
-21.8%
-31.2%
11.0%
-22.9%
-2.1%
-37.9%
39.3%
4.3%
0.0%
0.0%
-

% CHG

VOLUME
SEP 2012

% CHG

VOLUME
Y.T.D 2012

VOLUME
Y.T.D 2011

% CHG

The information herein is taken form source believed to be reliable. However, it is intended for the purposes of information and education only and is not guaranteed by the CME Group as to accuracy,
completeness, nor trading results and does not constitute advice or continue a solicitation of the purchase or sale of any futures or options. The Rules and Regulations of the CME Group should be
consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume (ADV) may slightly differ for CBOT legacy products based on the way
CME Group defines the number of trading days. The open interest values are based on preliminary open interest values only.

CBOT Exchange Volume Report - Monthly

VOLUME
OCT 2012

VOLUME
OCT 2011

1,967,866
1,597,584
139,358
205,093
180
1,190
1,556
392,049
4,147
0
2,390
1,053
648
200
150
0
0
0
0
0
1,009
0
20
585
0
0
0
0

2,376,481
1,194,342
83,153
210,926
81
1,098
2,832
284,410
840
150
1,530
2,599
809
560
0
0
2,625
0
0
300
805
0
0
0
4,225
10
0
0

TOTAL FUTURES GROUP

Interest Rate Futures
39,713,066
Equity Index Futures
2,641,892
Energy Futures
15,411
Commodities and Alternative Investments
15,571,085
Futures
TOTAL FUTURES
57,941,454

47,172,009
2,808,550
74,628
15,866,706
65,921,893

-15.8%
-5.9%
-79.3%
-1.9%
-12.1%

40,861,582
2,460,298
22,220
13,090,023
56,434,123

-2.8%
7.4%
-30.6%
19.0%
2.7%

478,991,852
25,855,564
325,307
171,742,550
676,915,273

TOTAL OPTIONS GROUP

Equity Index Options
10,382
Interest Rate Options
8,185,353
Energy Options
0
Commodities and Alternative Investments4,315,078
Options
TOTAL OPTIONS
12,510,813

8,256
6,189,033
1,350
4,167,776
10,366,415

25.8%
32.3%
-100.0%
3.5%
20.7%

9,076
6,961,798
1,050
4,708,897
11,680,821

14.4%
17.6%
-100.0%
-8.4%
7.1%

71,135
74,309,143
1,200
47,477,827
121,859,305

Commodities and
Alternative Investments
Options
CORN
SOYBEAN
SOYBEAN MEAL
SOYBEAN OIL
SOYBEAN CRUSH
OATS
ROUGH RICE
WHEAT
CORN NEARBY+2 CAL SPRD
SOYBN NEARBY+2 CAL SPRD
WHEAT NEARBY+2 CAL SPRD
JULY-DEC CORN CAL SPRD
DEC-JULY WHEAT CAL SPRD
JULY-NOV SOYBEAN CAL SPRD
JULY-DEC WHEAT CAL SPRD
JULY-JULY WHEAT CAL SPRD
NOV-NOV SOYBEAN CAL SPRD
SOYMEAL NEARBY+2 CAL SPRD
JULY-DEC SOYMEAL CAL SPRD
SOY OIL NEARBY+2 CAL SPRD
DEC-DEC CORN CAL SPRD
JULY-DEC SOY OIL CAL SPRD
WHEAT-CORN ICSO
DEC-JULY CORN CAL SPRD
NOV-JULY SOYBEAN CAL SPRD
SOYBEAN CORN RATIO
AUG-NOV SOYBEAN CAL SPRD
JAN-MAY SOYBEAN CAL SPRD

% CHG

-17.2%
33.8%
67.6%
-2.8%
122.2%
8.4%
-45.1%
37.8%
393.7%
-100.0%
56.2%
-59.5%
-19.9%
-64.3%
0.0%
0.0%
-100.0%
0.0%
0.0%
-100.0%
25.3%
0.0%
0.0%
0.0%
-100.0%
-100.0%
0.0%
0.0%

VOLUME
SEP 2012

2,271,930
1,631,407
174,454
218,846
50
1,033
750
405,297
1,332
10
647
878
234
0
0
0
0
0
0
17
722
0
35
1,085
35
0
0
135

% CHG

-13.4%
-2.1%
-20.1%
-6.3%
260.0%
15.2%
107.5%
-3.3%
211.3%
-100.0%
269.4%
19.9%
176.9%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
-100.0%
39.8%
0.0%
-42.9%
-46.1%
-100.0%
0.0%
0.0%
-100.0%

VOLUME
Y.T.D 2012

23,342,101
16,028,900
1,371,221
1,879,902
805
17,760
11,744
4,501,072
64,396
730
40,970
99,645
1,805
94,992
5,750
2,539
52
0
0
2,936
4,464
50
195
2,436
1,106
155
1,831
270

VOLUME
Y.T.D 2011

25,152,950
11,450,007
820,724
2,073,275
788
17,220
34,722
4,152,084
41,190
18,613
32,737
48,197
4,428
93,094
1,375
5,834
16,105
70
50
2,080
1,846
585
1,109
400
9,542
291
530
20

590,489,279
27,668,660
548,268
162,117,175
780,823,382

% CHG

-7.2%
40.0%
67.1%
-9.3%
2.2%
3.1%
-66.2%
8.4%
56.3%
-96.1%
25.1%
106.7%
-59.2%
2.0%
318.2%
-56.5%
-99.7%
-100.0%
-100.0%
41.2%
141.8%
-91.5%
-82.4%
509.0%
-88.4%
-46.7%
245.5%
1,250.0%

-18.9%
-6.6%
-40.7%
5.9%
-13.3%

94,286
69,575,032
12,278
43,979,866
113,661,462

The information herein is taken form source believed to be reliable. However, it is intended for the purposes of information and education only and is not guaranteed by the CME Group as to accuracy,
completeness, nor trading results and does not constitute advice or continue a solicitation of the purchase or sale of any futures or options. The Rules and Regulations of the CME Group should be
consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume (ADV) may slightly differ for CBOT legacy products based on the way
CME Group defines the number of trading days. The open interest values are based on preliminary open interest values only.

-24.6%
6.8%
-90.2%
8.0%
7.2%

CBOT Exchange Volume Report - Monthly

VOLUME
OCT 2012

VOLUME
OCT 2011

% CHG

VOLUME
SEP 2012

% CHG

VOLUME
Y.T.D 2012

VOLUME
Y.T.D 2011

% CHG

Interest Rate

47,898,419

53,361,042

-10.2%

47,823,380

0.2%

553,300,995

660,064,311

-16.2%

Equity Index

2,652,274

2,816,806

-5.8%

2,469,374

7.4%

25,926,699

27,762,946

-6.6%

15,411

75,978

-79.7%

23,270

-33.8%

326,507

560,546

-41.8%

Commodities and Alternative Investments

19,886,163
GRAND TOTAL
70,452,267

20,034,482
76,288,308

-0.7%
-7.6%

17,798,920
68,114,944

11.7%
3.4%

219,220,377
798,774,578

206,097,041
894,484,844

6.4%
-10.7%

TOTAL COMBINED

Energy

The information herein is taken form source believed to be reliable. However, it is intended for the purposes of information and education only and is not guaranteed by the CME Group as to accuracy,
completeness, nor trading results and does not constitute advice or continue a solicitation of the purchase or sale of any futures or options. The Rules and Regulations of the CME Group should be
consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume (ADV) may slightly differ for CBOT legacy products based on the way
CME Group defines the number of trading days. The open interest values are based on preliminary open interest values only.