260,12816,175,584167,202,9622,7548,8522,527197260,7642,3543,282,34714,011,98377,168,513445614,04017,121,23351,4371,070,4085,693,223676,801460,2464,138,2621,248,2724,868,84216,4042,08023,6562,395(continues)
218
Domestic Exchanges Futures, Options, and Options on Equities Volume, January–December 2004 (Continued)
Euro HDD WeatherEuro CATEuro Seasonal HDD WeatherGoldman Sachs Commodity IndexFutures TotalOptions on FuturesLean HogsPork Bellies, FrozenButterMidi BFP MilkClass III MilkClass IV MilkLive CattleFeeder CattleRandom LumberEuroyenThree-Month EurodollarFive-Year Euro $ BundleOne-Month LIBORBritish PoundCanadian DollarJapanese YenMexican PesoNew Zealand DollarSwiss FrancAustralian DollarCME $ IndexEuroFXNikkei 225S&P 500 IndexE-mini S&P 500S&P 400 IndexNasdaq-100 IndexE-mini Nasdaq 100 IndexRussell 2000
Unit
CommodityGroup
£ 20 × Index£ 20 × Index£ 20 × Index$250 × Index
OtherOtherOtherOther
40,000 lbs40,000 lbs40,000 lbs100,000 lbs200,000 lbs200,000 lbs40,000 lbs50,000 lbs80,000 bd. ft.$100,000,000 yen$1,000,0001–5 yr ED Bundle$3,000,00062,500100,00012,500,000500,000100,000125,000100,0001,000 × Index125,000 × Euro$5 × Index$250 × Index$50 × S&P Index$500 × Index$100 × Index$20 × Index$500 × Index
AgriculturalAgriculturalAgriculturalAgriculturalAgriculturalAgriculturalAgriculturalAgriculturalOtherInterestInterestInterestInterestForeignForeignForeignForeignForeignForeignForeignForeignForeignEquityEquityEquityEquityEquityEquityEquity
Dec.2003
Dec.2004
Jan.–Dec.2003
Jan.–Dec.2004
2,015535350450,036664,884,607
165
800
375
30,74848,597,303
40,73754,660,904
371,473530,989,007
10,938198601044,863
17,930158121138,202
46,05415,6021,429
38,92610,3821,404
6,739,258
8,790,167
129,2277,9918001,26979,90141664,291179,34718,13953100,823,779
13,82513,29737,190238
15,91728,23670,615259
4,191156,569206,862489,1235,050
3,2946,499
5,1746,921
106,4801,189408,42514,352
235,931910551,907118,901501,1168,031280
2,848274
53,76642,4951,0001,187,8198,5644,986,456112,86478050,4394,048
179,0934,0104011,654122,01415500,927142,63820,056437130,598,37752201166,360190,976465,2613,66455,59660,5931,492,8878,7745,834,225477,71237537,61210,0156,205
CDD WeatherHDD WeatherHDD Seasonal WeatherCDD Seasonal WeatherEuro HDD WeatherEuro CAT WeatherEuro HDD Seasonal WeatherGoldman Sachs Commodity IndexOptions on Futures TotalCME TotalEUREX USTwo-Year T-NoteFive-Year T-NoteTen-Year T-NoteU.S. Treasury BondsFutures TotalTen-Year T-NoteOptions on Futures TotalEUREX U.S. Total
$20 × Index$20 × Index$20 × Index$20 × Index£ 20 × Index£ 20 × Index£ 20 × Index$250 × Index
OtherOtherOtherOtherOtherOtherOtherOther
$200,000$100,000$100,000$100,000
InterestInterestInterestInterest
$100,000
Interest Opt.
INTERNATIONAL SECURITIES EXCHANGEMorgan Stanley Technology Index (MSH)S&P MidCap 400 Index (MID)S&P SmallCap 600 Index (SML)All Options on Individual EquitiesISE TotalKANSAS CITY BOARD OF TRADEWheatValue Line IndexFutures TotalWheatOptions on Futures TotalKCBOT Total
219
MIDAMERICA COMMODITY EXCHANGEWheatCorn
EquityEquityEquityIndiv. Equity
81550
6,50017,000
2305013,390150
200
907,427,13856,024,441
5,0001259,940,36764,601,271
1,492109,220,627640,209,634
3,47511,52739,6505,65085045013,9501,392140,457,074805,341,681
12,822548,475240,70598,012900,014
53,6632,332,9422,818,977980,4266,186,008
900,014
8008006,186,808
24,890,75124,890,751
3,2323,33030232,314,98732,321,851
244,968,190244,968,190
49,87315,65817,827360,769,161360,852,519
5,000 bu$100 × Index
AgriculturalEquity
186,052204186,256
170,965174171,139
2,632,0332,3912,634,424
2,833,3701,4292,834,799
5,000 bu
Agric. Opt.
17,32417,324203,580
11,21811,218182,357
465,381465,3813,099,805
254,304254,3043,089,103
1,000 bu1,000 bu
AgriculturalAgricultural
5,58039,555(continues)
220
Domestic Exchanges Futures, Options, and Options on Equities Volume, January–December 2004 (Continued)
SoybeansMIDAM TOTALMINNEAPOLIS GRAIN EXCHANGESpring WheatHard Red Spring Wheat IndexHard Red Winter Wheat IndexSoft Red Winter Wheat IndexNational Corn IndexFutures TotalSpring WheatHard Red Spring Wheat IndexHard Red Winter Wheat IndexSoft Red Winter Wheat IndexNational Corn IndexOptions on Futures TotalMGE TOTALNEW YORK BOARD OF TRADECoffee “C”Mini CoffeeSugar #11Sugar #14CocoaCotton #2EthanolOrange Juice, Frozen ConcentrateFrozen Concentrate, Orange Juice—Diff.U.S. Dollar/CanadianU.S. Dollar/Swedish KronaU.S. Dollar/Norwegian KroneU.S. Dollar/Swiss FrancU.S. Dollar/Japanese YenU.S. Dollar/British PoundU.S. Dollar/Czech KorunaU.S. Dollar/Hungarian Forint
Unit
CommodityGroup
1,000 bu
Agricultural
5,000 bu5,000 bu5,000 bu5,000 bu5,000 bu
AgriculturalAgriculturalAgriculturalAgriculturalAgricultural
5,000 bu5,000 bu5,000 bu5,000 bu5,000 bu
Agric. Opt.Agric. Opt.Agric. Opt.Agric. Opt.Agric. Opt.
37,500 lbs12,500 lbs112,000 lbs112,000 lbs10 M tons50,000 lbs7,750 U.S. gallons15,000 lbs$200,000 US$200,000 US$200,000 US$200,000 US$200,000 US$125,000 BP$200,000 US$200,000 US
AgriculturalAgriculturalAgriculturalAgriculturalAgriculturalAgriculturalAgriculturalAgriculturalAgriculturalForeignForeignForeignForeignForeignForeignForeignForeign
Dec.2003
Dec.2004
Jan.–Dec.2003
Jan.–Dec.2004
97,163142,298
71,2433,32312374,6891,298534
74,6375614699874,8741,739301120
1,066,48916,5353,9961,087,02039,7645,773
21,83476,523
1,89076,764
1,17446,7111,133,731
219,59530674,35511,150135,857148,310
292,5408632,7366,991128,604185,370
3,211,0313327,140,724133,8112,128,2063,035,992
78,005
85,438
652,715
1493,6311,2091,8042,7863,836336599
6482,8211,3166093,6093,1723,2652,541
2,45812,37711,35026,11943,35140,4675271,120
1,378,694562,521691161,381,45634,2603041612034,8261,416,282
4,193,3032769,766,550114,6192,389,0503,156,0181,371970,437102,94911,65417,0168,51346,43349,1509,8529,283
U.S. Dollar/RandCanadian Dollar/Japanese YenAustralian Dollar/U.S. DollarAustralian Dollar/Canadian DollarAustralian Dollar/New ZealandNew Zealand Dollar/U.S. DollarAustralian Dollar/Japanese YenNorwegian Krone/Swedish KorunaPound/SwissPound/YenSwiss/YenEuroEuro/U.S. DollarEuro/Australian DollarEuro/CanadianEuro/Czech KorunaEuro/Hungarian ForintEuro/YenEuro/KronaEuro/PoundEuro/NorwegianEuro/SwissSmall British Pound/U.S. DollarSmall U.S. Dollar/Canadian DollarSmall U.S. Dollar/Japanese YenSmall U.S. Dollar/Swiss FrancU.S. Dollar IndexNYSE Composite IndexRevised NYSE Composite IndexRussell 1000Russell 1000 Growth IndexRussell 1000 Value IndexRussell 2000 IndexRussell 2000 Growth IndexRussell 2000 Value IndexRussell 3000 IndexCRB IndexFutures Total
$100,000 US$200,000 CAN$200,000 AUS$200,000 AUS$200,000 AUS$200,000 NZ$200,000 AUS$500,000 NK$125,000 BP$125,000 BP200,000 S. Francs200,000 Euros100,000 Euros100,000 Euros100,000 Euros100,000 Euros100,000 Euros100,000 Euros100,000 Euros100,000 Euros100,000 Euros100,000 Euros$62,500 BP$100,000 US$100,000 US$100,000 US$1,000 × Index$500 × Index$50 × Index$500 × Index$500 × Index$500 × Index$500 × Index$500 × Index$500 × Index$500 × Index$500 × Index
ForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignEquityEquityEquityEquityEquityEquityEquityEquityEquityOther
11,3071,3441,4934,8064,6037,4867,7733,4088,1605,0454,2101,6356,9339,5712,76819,6395,6668,9579,27912,284
75,3583,282149,054292360
462,3141,648,725
17,6752,0211,4624381,7548,67612,1522,6935,32112,3955,9305,2881,4934,1712,6174,1053,41352,32510,96235,5655,57710,0686794042814116,853
31,27216,4406,06115,10416,35726,39541,46820,50352,14522,19360,9265,36530,46649,8902,77424346,75149,977117,98929,815133,218
2,457151,5555634804
563,03234,0217,143677,62683641510
9791,829,821
9623,15618,822,048
71,33216,60413,1419,17834,90437,89966,00610,19231,15168,51941,61465,80812,40944,00052,49628,09317,640363,06964,334226,40429,536143,2746,0062475,66441748,20414,678961,7712,4422,392424422019,23023,955,212
221
(continues)
222
Domestic Exchanges Futures, Options, and Options on Equities Volume, January–December 2004 (Continued)
Coffee “C”Sugar #11CocoaCotton #2EthanolOrange Juice, Frozen ConcentrateU.S. Dollar IndexEuroAustralian Dollar/Canadian DollarAustralian Dollar/Japanese YenAustralian Dollar/New ZealandAustralian Dollar/U.S. DollarEuro/KronaEuro/PoundEuro/SwissEuro/YenPound/YenNew Zealand Dollar/U.S. DollarU.S. Dollar/CanadianU.S. Dollar/RandU.S. Dollar/Japanese YenU.S. Dollar/Norwegian KroneU.S. Dollar/British PoundU.S. Dollar/Swiss FrancU.S. Dollar/Swedish KronaNYSE Composite IndexRevised NYSE Composite IndexRussell 1000 Growth IndexRussell 1000 Value IndexRussell 1000 IndexRussell 2000 IndexRussell 3000 IndexCRB IndexOptions on Futures TotalNYBOT TOTAL
Unit
CommodityGroup
37,500 lbs112,000 lbs10 M tons50,000 lbs7,750 U.S. gallons15,000 lbs$1,000 × Index200,000 Euros$200,000 AUS$200,000 AUS$200,000 AUS$200,000 AUS100,000 Euros100,000 Euros100,000 Euros100,000 Euros$125,000 BP200,000 NZ$200,000 US$100,000 US$12,500,000 Y$200,000 US$125,000 BP$200,000 US$200,000 US$500 × Index$50 × Index$500 × Index$500 × Index$500 × Index$500 × Index$500 × Index$500 × Index
AgriculturalAgriculturalAgriculturalAgriculturalAgriculturalAgriculturalForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignForeignEquityEquityEquityEquityEquityEquityEquityOther
Dec.2003
Dec.2004
Jan.–Dec.2003
Jan.–Dec.2004
1,970,0682,854,683429,7691,725,98210554,43257,1893522
109,272213,78026,302187,169
197,331213,20927,41972,167
1,328,0811,690,190497,1882,157,441
31,2785,05630
81,9006,472172
15
13
195,54129,532578331102253
3
3
10
4
8,10012327,976320275589,6342,238,359
4
448,11510,10255087617,3992,447,220
77620913601112331325,32018,9123581,57861,2647341,9136,010,11024,832,158
6730040174517012251
32,5252736103,94436,3054,6473,5157,774,37931,729,591
NEW YORK MERCANTILE EXCHANGECOMEX DivisionGoldSilverHigh Grade CopperAluminumFutures TotalGoldSilverHigh-Grade CopperAluminumOptions on Futures TotalCOMEX Division Total
223
NYMEX DivisionPalladiumPlatinumNo. 2 Heating Oil, NYUnleaded Reg. Gas., NYCrude Oile-miNY Crude OilBrent Crude OilPropaneNatural Gase-miNY Natural GasPJM MonthlyCoalNYISO ANYISO GNYISO JPJM ElectricityPJM DailyPJM WeeklyDow Jones Mid-ColumbiaDow Jones NP15Dow Jones SP15Dow Jones Palo VerdeISO New England Peak LMP SwapWTI Midland Crude
100 oz5,000 oz25,000 lbs44,000 lbs
PreciousPreciousNonpreciousNonprecious
776,278250,835172,43811,5421,211,093
1,053,245360,775207,8782,6911,624,589
12,235,6894,111,1903,089,270107,49019,543,639
14,959,6175,006,1253,190,62572,16923,228,536
100 oz5,000 oz25,000 lbs44,000 lbs
PreciousPreciousNonpreciousNonprecious
308,69056,53710,198
274,78577,4178,968
4,667,5231,022,348216,350
375,4251,586,518
361,1701,985,759
4,310,318560,01847,3262,6794,920,34124,463,980
5,906,22129,134,757
11,14242,301971,848761,6263,646,04614,930
16,42939,8341,164,381995,9384,108,288116,96839,9505801,218,57714,61816,8437009,0301,8862,754
95,613268,30511,581,67011,172,05045,436,931277,4113014,71019,037,118115,502142,8595,23588,82652,99610,245
267,552295,69512,884,51112,777,44252,883,200720,421135,38514,76417,441,942136,123234,2077,49091,06726,01813,214
17,9111,440130
30,2213,963
190,59118,7253,3103,7706,5941,5104,030200
100 oz50 oz1,000 bbl1,000 bbl1,000 bbl400 bbl1,000 bbl42,000 gal10,000 MMBTU4,000 MMBTU
PreciousPreciousEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergy
3,8261,515,20011,11520,6663539,5603,2868706,859360
114903,090
(continues)
224
Domestic Exchanges Futures, Options, and Options on Equities Volume, January–December 2004 (Continued)Unit
WTI Crude Oil Calendar SwapNY Harbor Residual Fuel 1.0% Sulfur SwapUS Gulf Coast No. 2 Crack Spread CalendarNY Harbor No. 2 Crack Spread Calendar SwapGulf Coast Gas vs. Heating Oil Spread SwapGulf Coast Jet vs. NYMEX HO Spread SwapGulf Coast No. 6 Fuel Oil 3/0% SwapNY Harbor Conventional Gasoline vs. NYHGasoline Spread SwapNY Harbor Heating Oil Calendar SwapNYMEX Gasoline vs. NYMEX Heating Oil SwapNYMEX Gasoline Calendar SwapUS Gulf Coast Unleaded 87 CrackSpread CalendarNY Harbor Unleaded Crack Spread CalendarUnleaded 87 Up-Down Calendar SwapHenry Hub Basis SwapAECO-C/NIT Basis SwapChicago Basis SwapANR-Oklahoma BasisColumbia Gulf Onshore BasisTetco Ela BasisMichigan BasisTetco Stx BasisTransco Zone 3 Basis SwapHouston Ship Channel Basis SwapSan Juan Basis SwapSumas Basis SwapNGPL Mid-ContinentWAHA Basis SwapCIG Rockies SwapHenry Hub SwapNorthwest Rockies Basis SwapNatural Gas Penultimate SwapSocial Basis Swap
CommodityGroup
Dec.2003
Dec.2004
EnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergy
3,774150
EnergyEnergyEnergyEnergy
450
EnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergyEnergy
6,248
Jan.–Dec.2003
Jan.–Dec.2004
33,785375
152,6806251,375120,7803,6501,750200900
2,355150
51,34720,79520,27945,775
4,820
200
