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CBOT December

CHICAGO BOARD OF TRADE ELECTRONIC TRADING SYSTEM DECEMBER 2005

CHICAGO BOARD OF TRADE ELECTRONIC TRADING SYSTEM DECEMBER 2005

VOLUME OF SALES

E-CBOT E-CBOT E-CBOT

VOLUME VOLUME % VOLUME %

AGRICULTURAL FUTURES DEC 2005 DEC 2004 CHG NOV 2005 CHG

WHEAT 14,166 6,085 132.8% 15,252 -7.1%

CORN 49,139 24,935 97.1% 56,473 -13.0%

OATS 124 76 63.2% 125 -0.8%

SOYBEANS 51,356 22,916 124.1% 31,626 62.4%

SOYBEAN MEAL 3,379 1,269 166.3% 3,064 10.3%

SOYBEAN OIL 4,008 2,537 58.0% 4,116 -2.6%

SOUTH AMERICAN SOYBEANS 0 -- -- 0 0.0%

ROUGH RICE 52 30 73.3% 57 -8.8%

AGRICULTURAL OPTIONS

WHEAT 12 172 -93.0% 12 0.0%

CORN 238 152 56.6% 534 -55.4%

OATS 0 0 0.0% 0 0.0%

SOYBEANS 190 34 458.8% 169 12.4%

SOYBEAN MEAL 0 0 0.0% 0 0.0%

SOYBEAN OIL 0 0 0.0% 0 0.0%

ROUGH RICE 0 0 0.0% 0 0.0%

FINANCIAL FUTURES

U.S. TREASURY BONDS 4,693,765 4,759,060 -1.4% 6,963,296 -32.6%

MINI U.S. TREASURY

BONDS -- 981 -- -- --

TEN YEAR TREASURY

NOTES 11,646,786 12,711,004 -8.4% 18,421,340 -36.8%

MINI TEN YEAR

TREASURY NOTES -- 0 -- -- --

FIVE YEAR TREASURY

NOTES 6,288,884 7,220,476 -12.9% 10,184,253 -38.2%

TWO YEAR TREASURY

NOTES 1,498,144 792,923 88.9% 2,074,411 -27.8%

WHEN ISSUED TWO YEAR

TREASURY NOTES -- -- -- -- --

THIRTY DAY FEDERAL

FUNDS 640,702 579,020 10.7% 548,436 16.8%

TEN YEAR MUNICIPAL

NOTES 16 135 -88.1% 13 23.1%

TEN YEAR AGENCY DEBT -- -- -- -- --

FIVE YEAR AGENCY DEBT -- -- -- -- --

TEN YEAR INTEREST

RATE SWAP 29,523 32,588 -9.4% 22,359 32.0%

FIVE YEAR INTEREST

RATE SWAP 31,079 33,674 -7.7% 5,312 485.1%

MINI EURODOLLARS 0 1 -100.0% 0 0.0%

BUND -- 22 -- -- --

BOBL -- 0 -- -- --

SCHATZ -- 653 -- -- --

FINANCIAL OPTIONS

U.S. TREASURY BONDS 79,177 27,025 193.0% 131,936 -40.0%

TEN YEAR TREASURY

NOTES 303,402 202,572 49.8% 572,076 -47.0%

FIVE YEAR TREASURY

NOTES 68,358 65,026 5.1% 115,668 -40.9%

TWO YEAR TREASURY

NOTES 1,216 0 100.0% 200 508.0%

THIRTY DAY FEDERAL

FUNDS 8,395 800 949.4% 24,165 -65.3%

TEN YEAR AGENCY DEBT -- -- -- -- --

FIVE YEAR AGENCY DEBT -- -- -- -- --

TEN YEAR INTEREST

RATE SWAP 0 0 0.0% 0 0.0%

FIVE YEAR INTEREST

RATE SWAP 0 0 0.0% 0 0.0%

EQUITY INDEX FUTURES

DOW JONES INDUSTRIAL

INDEX(sm) 6,769 5,528 22.4% 7,586 -10.8%

MINI ($5) DOW JONES

INDUSTRIAL INDEX(sm) 1,797,915 1,710,046 5.1% 1,832,252 -1.9%

TOTAL MARKET INDEX -- -- -- -- --

EQUITY INDEX OPTIONS

DOW JONES INDUSTRIAL

INDEX(sm) 0 0 0.0% 0 0.0%

MINI ($5) DOW JONES

INDUSTRIAL INDEX(sm) 29,343 55,159 -46.8% 37,166 -21.0%

OTHER INDEX FUTURES

DOW JONES- AIGCI(sm) 2,754 2,338 17.8% 606 354.5%

METAL FUTURES

MINI SILVER 19,349 19,155 1.0% 20,722 -6.6%

MINI GOLD 78,688 34,919 125.3% 47,316 66.3%

5,000 OZ. SILVER 13,314 5,226 154.8% 13,719 -3.0%

100 OZ. GOLD 141,280 31,669 346.1% 102,850 37.4%

ENERGY FUTURES

ETHANOL 0 -- -- 0 0.0%

FUTURES GROUP TOTALS

AGRICULTURAL 122,224 57,848 111.3% 110,713 10.4%

FINANCIAL 24,828,899 26,130,537 -5.0% 38,219,420 -35.0%

EQUITY INDEX 1,804,684 1,715,574 5.2% 1,839,838 -1.9%

OTHER INDEX 2,754 2,338 17.8% 606 354.5%

METALS 252,631 90,969 177.7% 184,607 36.8%

ENERGY 0 -- -- 0 0.0%

FUTURES GROUP TOTALS 27,011,192 27,997,266 -3.5% 40,355,184 -33.1%

OPTIONS GROUP TOTALS

AGRICULTURAL 440 358 22.9% 715 -38.5%

FINANCIAL 460,548 295,423 55.9% 844,045 -45.4%

EQUITY INDEX 29,343 55,159 -46.8% 37,166 -21.0%

OPTIONS GROUP TOTALS 490,331 350,940 39.7% 881,926 -44.4%

FUTURES AND OPTIONS

COMBINED

AGRICULTURAL 122,664 58,206 110.7% 111,428 10.1%

FINANCIAL 25,289,447 26,425,960 -4.3% 39,063,465 -35.3%

EQUITY INDEX 1,834,027 1,770,733 3.6% 1,877,004 -2.3%

OTHER INDEX 2,754 2,338 17.8% 606 354.5%

METALS 252,631 90,969 177.7% 184,607 36.8%

ENERGY 0 -- -- 0 0.0%

GRAND TOTAL 27,501,523 28,348,206 -3.0% 41,237,110 -33.3%

E-CBOT E-CBOT

VOLUME VOLUME %

AGRICULTURAL FUTURES Y-T-D 2005 Y-T-D 2004 CHG

WHEAT 193,713 114,135 69.7%

CORN 802,163 477,663 67.9%

OATS 2,019 1,452 39.0%

SOYBEANS 639,282 418,423 52.8%

SOYBEAN MEAL 38,880 28,923 34.4%

SOYBEAN OIL 43,218 38,158 13.3%

SOUTH AMERICAN SOYBEANS 0 -- --

ROUGH RICE 922 422 118.5%

AGRICULTURAL OPTIONS

WHEAT 247 403 -38.7%

CORN 13,515 7,587 78.1%

OATS 0 10 -100.0%

SOYBEANS 5,401 2,031 165.9%

SOYBEAN MEAL 4 0 100.0%

SOYBEAN OIL 0 250 -100.0%

ROUGH RICE 0 0 0.0%

FINANCIAL FUTURES

U.S. TREASURY BONDS 76,115,476 58,968,315 29.1%

MINI U.S. TREASURY BONDS 4,223 11,373 -62.9%

TEN YEAR TREASURY NOTES 190,327,671 167,670,287 13.5%

MINI TEN YEAR TREASURY NOTES -- 82 --

FIVE YEAR TREASURY NOTES 106,960,707 84,767,718 26.2%

TWO YEAR TREASURY NOTES 18,364,430 6,355,417 189.0%

WHEN ISSUED TWO YEAR TREASURY NOTES -- 1 --

THIRTY DAY FEDERAL FUNDS 10,110,486 5,655,206 78.8%

TEN YEAR MUNICIPAL NOTES 9,263 436 2,024.5%

TEN YEAR AGENCY DEBT -- 0 --

FIVE YEAR AGENCY DEBT -- 0 --

TEN YEAR INTEREST RATE SWAP 287,024 242,289 18.5%

FIVE YEAR INTEREST RATE SWAP 134,779 116,172 16.0%

MINI EURODOLLARS 3 91 -96.7%

BUND 1,503 2,303 -34.7%

BOBL 875 3,219 -72.8%

SCHATZ 2,204 4,306 -48.8%

FINANCIAL OPTIONS

U.S. TREASURY BONDS 1,129,368 281,338 301.4%

TEN YEAR TREASURY NOTES 4,768,402 1,792,676 166.0%

FIVE YEAR TREASURY NOTES 1,212,883 475,907 154.9%

TWO YEAR TREASURY NOTES 1,766 200 783.0%

THIRTY DAY FEDERAL FUNDS 104,968 35,387 196.6%

TEN YEAR AGENCY DEBT -- 0 --

FIVE YEAR AGENCY DEBT -- 0 --

TEN YEAR INTEREST RATE SWAP 0 0 0.0%

FIVE YEAR INTEREST RATE SWAP 0 0 0.0%

EQUITY INDEX FUTURES

DOW JONES INDUSTRIAL INDEX(sm) 90,157 98,149 -8.1%

MINI ($5) DOW JONES INDUSTRIAL

INDEX(sm) 24,892,328 20,695,848 20.3%

TOTAL MARKET INDEX -- 3,028 --

EQUITY INDEX OPTIONS

DOW JONES INDUSTRIAL INDEX(sm) 0 0 0.0%

MINI ($5) DOW JONES INDUSTRIAL

INDEX(sm) 613,996 571,299 7.5%

OTHER INDEX FUTURES

DOW JONES- AIGCI(sm) 11,337 40,882 -72.3%

METAL FUTURES

MINI SILVER 163,394 204,255 -20.0%

MINI GOLD 389,735 420,604 -7.3%

5,000 OZ. SILVER 85,467 12,398 589.4%

100 OZ. GOLD 625,962 89,364 600.5%

ENERGY FUTURES

ETHANOL 0 -- --

FUTURES GROUP TOTALS

AGRICULTURAL 1,720,197 1,079,176 59.4%

FINANCIAL 402,318,644 323,797,215 24.3%

EQUITY INDEX 24,982,485 20,797,025 20.1%

OTHER INDEX 11,337 40,882 -72.3%

METALS 1,264,558 726,621 74.0%

ENERGY 0 -- --

FUTURES GROUP TOTALS 430,297,221 346,440,919 24.2%

OPTIONS GROUP TOTALS

AGRICULTURAL 19,167 10,281 86.4%

FINANCIAL 7,217,387 2,585,508 179.1%

EQUITY INDEX 613,996 571,299 7.5%

OPTIONS GROUP TOTALS 7,850,550 3,167,088 147.9%

FUTURES AND OPTIONS COMBINED

AGRICULTURAL 1,739,364 1,089,457 59.7%

FINANCIAL 409,536,031 326,382,723 25.5%

EQUITY INDEX 25,596,481 21,368,324 19.8%

OTHER INDEX 11,337 40,882 -72.3%

METALS 1,264,558 726,621 74.0%

ENERGY 0 -- --

GRAND TOTAL 438,147,771 349,608,007 25.3%

CHICAGO BOARD OF TRADE ELECTRONIC TRADING SYSTEM DECEMBER

2005

AVERAGE DAILY VOLUME

E-CBOT E-CBOT E-CBOT

ADV ADV % ADV %

AGRICULTURAL FUTURES DEC 2005 DEC 2004 CHG NOV 2005 CHG

WHEAT 675 290 132.8% 726 -7.0%

CORN 2,340 1,187 97.1% 2,689 -13.0%

OATS 6 4 50.0% 6 0.0%

SOYBEANS 2,446 1,091 124.2% 1,506 62.4%

SOYBEAN MEAL 161 60 168.3% 146 10.3%

SOYBEAN OIL 191 121 57.9% 196 -2.6%

SOUTH AMERICAN SOYBEANS 0 -- -- 0 0.0%

ROUGH RICE 2 1 100.0% 3 -33.3%

AGRICULTURAL OPTIONS

WHEAT 1 8 -87.5% 1 0.0%

CORN 11 7 57.1% 25 -56.0%

OATS 0 0 0.0% 0 0.0%

SOYBEANS 9 2 350.0% 8 12.5%

SOYBEAN MEAL 0 0 0.0% 0 0.0%

SOYBEAN OIL 0 0 0.0% 0 0.0%

ROUGH RICE 0 0 0.0% 0 0.0%

FINANCIAL FUTURES

U.S. TREASURY BONDS 223,513 216,321 3.3% 348,165 -35.8%

MINI U.S. TREASURY

BONDS -- 47 -- -- --

TEN YEAR TREASURY NOTES 554,609 577,773 -4.0% 921,067 -39.8%

MINI TEN YEAR TREASURY

NOTES -- 0 -- -- --

FIVE YEAR TREASURY

NOTES 299,471 328,203 -8.8% 509,213 -41.2%

TWO YEAR TREASURY NOTES 71,340 36,042 97.9% 103,721 -31.2%

WHEN ISSUED TWO YEAR

TREASURY NOTES -- 0 -- -- --

THIRTY DAY FEDERAL

FUNDS 30,510 26,319 15.9% 27,422 11.3%

TEN YEAR MUNICIPAL

NOTES 1 6 -83.3% 1 0.0%

TEN YEAR AGENCY DEBT -- -- -- -- --

FIVE YEAR AGENCY DEBT -- -- -- -- --

TEN YEAR INTEREST RATE

SWAP 1,406 1,481 -5.1% 1,118 25.8%

FIVE YEAR INTEREST RATE

SWAP 1,480 1,531 -3.3% 266 456.4%

MINI EURODOLLARS 0 0 0.0% 0 0.0%

BUND -- 1 -- -- --

BOBL -- 0 -- -- --

SCHATZ -- 30 -- -- --

FINANCIAL OPTIONS

U.S. TREASURY BONDS 3,770 1,228 207.0% 6,597 -42.9%

TEN YEAR TREASURY NOTES 14,448 9,208 56.9% 28,604 -49.5%

FIVE YEAR TREASURY

NOTES 3,255 2,956 10.1% 5,783 -43.7%

TWO YEAR TREASURY NOTES 58 0 100.0% 10 480.0%

THIRTY DAY FEDERAL

FUNDS 400 36 1,011.1% 1,208 -66.9%

TEN YEAR AGENCY DEBT -- -- -- -- --

FIVE YEAR AGENCY DEBT -- -- -- -- --

TEN YEAR INTEREST RATE

SWAP 0 0 0.0% 0 0.0%

FIVE YEAR INTEREST RATE

SWAP 0 0 0.0% 0 0.0%

EQUITY INDEX FUTURES

DOW JONES INDUSTRIAL

INDEX(sm) 322 251 28.3% 361 -10.8%

MINI ($5) DOW JONES

INDUSTRIAL INDEX(sm) 85,615 77,729 10.1% 87,250 -1.9%

TOTAL MARKET INDEX -- -- -- -- --

EQUITY INDEX OPTIONS

DOW JONES INDUSTRIAL

INDEX(sm) 0 0 0.0% 0 0.0%

MINI ($5) DOW JONES

INDUSTRIAL INDEX(sm) 1,397 2,507 -44.3% 1,770 -21.1%

OTHER INDEX FUTURES

DOW JONES- AIGCI(sm) 131 111 18.0% 30 336.7%

METAL FUTURES

MINI SILVER 921 912 1.0% 1,036 -11.1%

MINI GOLD 3,747 1,663 125.3% 2,366 58.4%

5,000 OZ. SILVER 634 249 154.6% 686 -7.6%

100 OZ. GOLD 6,728 1,508 346.2% 5,143 30.8%

ENERGY FUTURES

ETHANOL 0 -- -- 0 0.0%

FUTURES GROUP TOTALS

AGRICULTURAL 5,820 2,755 111.3% 5,272 10.4%

FINANCIAL 1,182,329 1,187,752 -0.5% 1,910,971 -38.1%

EQUITY INDEX 85,937 77,981 10.2% 87,611 -1.9%

OTHER INDEX 131 111 18.0% 30 336.7%

METALS 12,030 4,332 177.7% 9,230 30.3%

ENERGY 0 -- -- 0 0.0%

FUTURES GROUP TOTALS 1,286,247 1,272,603 1.1% 1,921,675 -33.1%

OPTIONS GROUP TOTALS

AGRICULTURAL 21 17 23.5% 34 -38.2%

FINANCIAL 21,931 13,428 63.3% 42,202 -48.0%

EQUITY INDEX 1,397 2,507 -44.3% 1,770 -21.1%

OPTIONS GROUP TOTALS 23,349 15,952 46.4% 41,996 -44.4%

FUTURES AND OPTIONS

COMBINED

AGRICULTURAL 5,841 2,772 110.7% 5,306 10.1%

FINANCIAL 1,204,259 1,201,180 0.3% 1,953,173 -38.3%

EQUITY INDEX 87,335 80,488 8.5% 89,381 -2.3%

OTHER INDEX 131 111 18.0% 30 336.7%

METALS 12,030 4,332 177.7% 9,230 30.3%

ENERGY 0 -- -- 0 0.0%

GRAND TOTAL 1,309,596 1,288,555 1.6% 1,963,672 -33.3%

E-CBOT E-CBOT

ADV ADV %

AGRICULTURAL FUTURES Y-T-D 2005 Y-T-D 2004 CHG

WHEAT 769 453 69.8%

CORN 3,183 1,895 68.0%

OATS 8 6 33.3%

SOYBEANS 2,537 1,660 52.8%

SOYBEAN MEAL 154 115 33.9%

SOYBEAN OIL 172 151 13.9%

SOUTH AMERICAN SOYBEANS 0 -- --

ROUGH RICE 4 2 100.0%

AGRICULTURAL OPTIONS

WHEAT 1 2 -50.0%

CORN 54 30 80.0%

OATS 0 0 0.0%

SOYBEANS 21 8 162.5%

SOYBEAN MEAL 0 0 0.0%

SOYBEAN OIL 0 1 -100.0%

ROUGH RICE 0 0 0.0%

FINANCIAL FUTURES

U.S. TREASURY BONDS 304,462 234,934 29.6%

MINI U.S. TREASURY BONDS 36 45 -20.0%

TEN YEAR TREASURY NOTES 761,311 668,009 14.0%

MINI TEN YEAR TREASURY NOTES -- 0 --

FIVE YEAR TREASURY NOTES 427,843 337,720 26.7%

TWO YEAR TREASURY NOTES 73,458 25,320 190.1%

WHEN ISSUED TWO YEAR TREASURY NOTES -- 0 --

THIRTY DAY FEDERAL FUNDS 40,442 22,531 79.5%

TEN YEAR MUNICIPAL NOTES 37 2 1,750.0%

TEN YEAR AGENCY DEBT -- 0 --

FIVE YEAR AGENCY DEBT -- 0 --

TEN YEAR INTEREST RATE SWAP 1,148 965 19.0%

FIVE YEAR INTEREST RATE SWAP 539 463 16.4%

MINI EURODOLLARS 0 0 0.0%

BUND 8 13 -38.5%

BOBL 5 18 -72.2%

SCHATZ 12 24 -50.0%

FINANCIAL OPTIONS

U.S. TREASURY BONDS 4,517 1,121 302.9%

TEN YEAR TREASURY NOTES 19,074 7,142 167.1%

FIVE YEAR TREASURY NOTES 4,852 1,896 155.9%

TWO YEAR TREASURY NOTES 7 1 600.0%

THIRTY DAY FEDERAL FUNDS 420 141 197.9%

TEN YEAR AGENCY DEBT -- 0 --

FIVE YEAR AGENCY DEBT -- 0 --

TEN YEAR INTEREST RATE SWAP 0 0 0.0%

FIVE YEAR INTEREST RATE SWAP 0 0 0.0%

EQUITY INDEX FUTURES

DOW JONES INDUSTRIAL INDEX(sm) 358 388 -7.7%

MINI ($5) DOW JONES INDUSTRIAL

INDEX(sm) 98,779 81,802 20.8%

TOTAL MARKET INDEX -- 19 --

EQUITY INDEX OPTIONS

DOW JONES INDUSTRIAL INDEX(sm) 0 0 0.0%

MINI ($5) DOW JONES INDUSTRIAL

INDEX(sm) 2,436 2,517 -3.2%

OTHER INDEX FUTURES

DOW JONES- AIGCI(sm) 45 164 -72.6%

METAL FUTURES

MINI SILVER 651 817 -20.3%

MINI GOLD 1,553 1,682 -7.7%

5,000 OZ. SILVER 341 214 59.3%

100 OZ. GOLD 2,494 1,541 61.8%

ENERGY FUTURES

ETHANOL 0 -- --

FUTURES GROUP TOTALS

AGRICULTURAL 6,826 4,282 59.4%

FINANCIAL 1,609,275 1,290,029 24.7%

EQUITY INDEX 99,137 82,202 20.6%

OTHER INDEX 45 164 -72.6%

METALS 5,038 2,906 73.4%

ENERGY 0 -- --

FUTURES GROUP TOTALS 1,707,529 1,369,332 24.7%

OPTIONS GROUP TOTALS

AGRICULTURAL 76 41 85.4%

FINANCIAL 28,870 10,301 180.3%

EQUITY INDEX 2,436 2,258 7.9%

OPTIONS GROUP TOTALS 31,153 12,518 148.9%

FUTURES AND OPTIONS COMBINED

AGRICULTURAL 6,902 4,323 59.7%

FINANCIAL 1,638,144 1,300,330 26.0%

EQUITY INDEX 101,573 84,460 20.3%

OTHER INDEX 45 164 -72.6%

METALS 5,038 2,906 73.4%

ENERGY 0 -- --

GRAND TOTAL 1,738,682 1,381,850 25.8%

CHICAGO BOARD OF TRADE ELECTRONIC TRADING SYSTEM 4TH QUARTER

2005

QUARTERLY VOLUME OF SALES

E-CBOT E-CBOT E-CBOT

VOLUME VOLUME % VOLUME %

4TH QTR 2005 4TH QTR 2004 CHG 3RD QTR 2005 CHG

AGRICULTURAL FUTURES

WHEAT 40,489 20,967 93.1% 46,652 -13.2%

CORN 145,922 92,595 57.6% 231,287 -36.9%

OATS 331 271 22.1% 453 -26.9%

SOYBEANS 124,841 73,722 69.3% 160,585 -22.3%

SOYBEAN MEAL 8,885 4,148 114.2% 10,255 -13.4%

SOYBEAN OIL 10,751 5,922 81.5% 10,228 5.1%

SOUTH AMERICAN

SOYBEANS 0 -- -- 0 0.0%

ROUGH RICE 211 65 224.6% 308 -31.5%

AGRICULTURAL OPTIONS

WHEAT 33 313 -89.5% 16 106.3%

CORN 1,004 903 11.2% 2,847 -64.7%

OATS 0 0 0.0% 0 0.0%

SOYBEANS 791 184 329.9% 795 -0.5%

SOYBEAN MEAL 0 0 0.0% 0 0.0%

SOYBEAN OIL 0 250 -100.0% 0 0.0%

ROUGH RICE 0 0 0.0% 0 0.0%

FINANCIAL FUTURES

U.S. TREASURY

BONDS 17,612,458 15,654,947 12.5% 18,105,979 -2.7%

MINI U.S. TREASURY

BONDS -- 3,046 -- 0 --

TEN YEAR TREASURY

NOTES 44,277,793 45,632,430 -3.0% 46,320,563 -4.4%

MINI TEN YEAR

TREASURY NOTES -- 21 -- -- --

FIVE YEAR

TREASURY NOTES 24,461,000 23,240,091 5.3% 27,567,362 -11.3%

TWO YEAR TREASURY

NOTES 4,825,946 2,480,198 94.6% 4,782,145 0.9%

WHEN ISSUED TWO

YEAR TREASURY NOTES -- 0 -- -- --

THIRTY DAY FEDERAL

FUNDS 1,912,645 2,096,703 -8.8% 3,573,813 -46.5%

TEN YEAR MUNICIPAL

NOTES 48 148 -67.6% 503 -90.5%

TEN YEAR AGENCY DEBT -- -- -- -- --

FIVE YEAR AGENCY DEBT -- -- -- -- --

TEN YEAR INTEREST

RATE SWAP 58,514 68,807 -15.0% 63,146 -7.3%

FIVE YEAR INTEREST

RATE SWAP 43,700 50,451 -13.4% 33,825 29.2%

MINI EURODOLLARS 0 2 -100.0% 0 0.0%

BUND -- 110 -- 577 --

BOBL -- 186 -- 308 --

SCHATZ -- 667 -- 102 --

FINANCIAL OPTIONS

U.S. TREASURY BONDS 329,482 97,321 238.6% 289,846 13.7%

TEN YEAR TREASURY

NOTES 1,409,672 660,573 113.4% 1,207,287 16.8%

FIVE YEAR TREASURY

NOTES 320,765 135,506 136.7% 306,313 4.7%

TWO YEAR TREASURY

NOTES 1,416 100 1,316.0% 0 100.0%

THIRTY DAY FEDERAL

FUNDS 38,882 25,384 53.2% 21,918 77.4%

TEN YEAR AGENCY DEBT -- -- -- -- --

FIVE YEAR AGENCY DEBT -- -- -- -- --

TEN YEAR INTEREST

RATE SWAP 0 0 0.0% 0 0.0%

FIVE YEAR INTEREST

RATE SWAP 0 0 0.0% 0 0.0%

EQUITY INDEX FUTURES

DOW JONES INDUSTRIAL

INDEX(sm) 24,791 21,495 15.3% 23,360 6.1%

MINI ($5) DOW JONES

INDUSTRIAL

INDEX(sm) 6,523,056 5,446,210 19.8% 6,082,570 7.2%

TOTAL MARKET INDEX -- -- -- -- --

EQUITY INDEX OPTIONS

DOW JONES INDUSTRIAL

INDEX(sm) 0 0 0.0% 0 0.0%

MINI ($5) DOW JONES

INDUSTRIAL

INDEX(sm) 110,784 323,051 -65.7% 92,508 19.8%

OTHER INDEX FUTURES

DOW JONES- AIGCI(sm) 4,390 8,699 -49.5% 2,480 77.0%

METAL FUTURES

MINI SILVER 56,598 64,664 -12.5% 39,505 43.3%

MINI GOLD 175,126 134,051 30.6% 82,912 111.2%

5,000 OZ. SILVER 37,194 12,398 200.0% 17,486 112.7%

100 OZ. GOLD 309,852 89,364 246.7% 145,449 113.0%

ENERGY FUTURES

ETHANOL 0 -- -- 0 0.0%

FUTURES GROUP TOTALS

AGRICULTURAL 331,430 197,690 67.7% 459,768 -27.9%

FINANCIAL 93,192,104 89,227,807 4.4% 100,448,323 -7.2%

EQUITY INDEX 6,547,847 5,467,705 19.8% 6,105,930 7.2%

OTHER INDEX 4,390 8,699 -49.5% 2,480 77.0%

METALS 578,770 300,477 92.6% 285,352 102.8%

ENERGY 0 -- -- 0 0.0%

FUTURES GROUP

TOTALS 100,654,541 95,202,378 5.7% 107,301,853 -6.2%

OPTIONS GROUP TOTALS

AGRICULTURAL 1,828 1,650 10.8% 3,658 -50.0%

FINANCIAL 2,100,217 918,884 128.6% 1,825,364 15.1%

EQUITY INDEX 110,784 323,051 -65.7% 92,508 19.8%

OPTIONS GROUP

TOTALS 2,212,829 1,243,585 77.9% 1,921,530 15.2%

FUTURES AND OPTIONS

COMBINED

AGRICULTURAL 333,258 199,340 67.2% 463,426 -28.1%

FINANCIAL 95,292,321 90,146,691 5.7% 102,273,687 -6.8%

EQUITY INDEX 6,658,631 5,790,756 15.0% 6,198,438 7.4%

OTHER INDEX 4,390 8,699 -49.5% 2,480 77.0%

METALS 578,770 300,477 92.6% 285,352 102.8%

ENERGY 0 -- -- 0 0.0%

GRAND TOTAL 102,867,370 96,445,963 6.7% 109,223,383 -5.8%

CHICAGO BOARD OF TRADE VOLUME OF SALES AVERAGE DAILY VOLUME

VOLUME VOLUME % VOLUME %

AGRICULTURAL FUTURES DEC 2005 DEC 2004 CHANGE NOV 2005

CHANGE

WHEAT 642,408 402,286 59.7% 1,164,543 -44.8%

MINI WHEAT 1,697 1,063 59.6% 1,945 -12.8%

CORN 1,750,347 1,169,616 49.7% 2,892,150 -39.5%

MINI CORN 5,383 4,587 17.4% 8,518 -36.8%

OATS 26,766 20,650 29.6% 32,687 -18.1%

SOYBEANS 1,845,128 1,526,109 20.9% 1,241,522 48.6%

MINI SOYBEANS 52,201 31,516 65.6% 33,180 57.3%

SOYBEAN MEAL 715,779 653,172 9.6% 694,042 3.1%

SOYBEAN OIL 707,384 599,294 18.0% 672,849 5.1%

SOUTH AMERICAN SOYBEANS 783 -- -- 842 -7.0%

ROUGH RICE 27,329 15,962 71.2% 14,561 87.7%

AGRICULTURAL OPTIONS

WHEAT 114,801 76,387 50.3% 112,069 2.4%

CORN 327,090 265,830 23.0% 363,510 -10.0%

OATS 1,461 1,089 34.2% 901 62.2%

SOYBEANS 498,276 318,675 56.4% 407,893 22.2%

SOYBEAN MEAL 58,932 32,395 81.9% 47,854 23.1%

SOYBEAN OIL 30,870 32,203 -4.1% 75,957 -59.4%

ROUGH RICE 1,132 915 23.7% 885 27.9%

FINANCIAL FUTURES

U.S. TREASURY BONDS 5,274,016 5,913,977 -10.8% 7,928,761 -33.5%

MINI U.S. TREASURY

BONDS -- 981 -- -- --

TEN YEAR TREASURY

NOTES 13,144,246 15,038,943 -12.6% 20,705,421 -36.5%

MINI TEN YEAR

TREASURY NOTES -- 0 -- -- --

FIVE YEAR TREASURY

NOTES 7,021,050 9,416,772 -25.4% 11,996,437 -41.5%

TWO YEAR TREASURY

NOTES 1,671,264 1,058,503 57.9% 2,451,514 -31.8%

WHEN ISSUED TWO YEAR

TREASURY NOTES -- 0 -- -- --

THIRTY DAY FEDERAL

FUNDS 732,242 780,208 -6.1% 657,514 11.4%

TEN YEAR MUNICIPAL

NOTE INDEX 851 6,248 -86.4% 563 51.2%

TEN YEAR AGENCY DEBT -- -- -- -- --

FIVE YEAR AGENCY DEBT -- -- -- -- --

TEN YEAR INTEREST

RATE SWAP 77,022 87,959 -12.4% 43,897 75.5%

FIVE YEAR INTEREST

RATE SWAP 36,045 50,605 -28.8% 5,639 539.2%

MINI EURODOLLARS 0 1 -100.0% 0 0.0%

BUND -- 22 -- -- --

BOBL -- 0 -- -- --

SCHATZ -- 653 -- -- --

FINANCIAL OPTIONS

U.S. TREASURY BONDS 847,500 930,628 -8.9% 1,180,645 -28.2%

TEN YEAR TREASURY

NOTES 2,790,794 4,231,068 -34.0% 4,024,813 -30.7%

FIVE YEAR TREASURY

NOTES 503,420 1,008,141 -50.1% 950,696 -47.0%

TWO YEAR TREASURY

NOTES 6,563 1,059 519.7% 802 718.3%

THIRTY DAY FEDERAL

FUNDS 309,651 309,697 0.0% 525,734 -41.1%

FLEX U.S. TREASURY

BONDS 18,900 15,750 20.0% 6,565 187.9%

FLEX TEN YEAR

TREASURY NOTES 7,200 21,829 -67.0% 11,950 -39.7%

FLEX FIVE YEAR

TREASURY NOTES 0 15,200 -100.0% 0 0.0%

FLEX TWO YEAR

TREASURY NOTES 0 0 0.0% 0 0.0%

TEN YEAR AGENCY DEBT -- -- -- -- --

FIVE YEAR AGENCY DEBT -- -- -- -- --

TEN YEAR INTEREST

RATE SWAP 0 0 0.0% 0 0.0%

FIVE YEAR INTEREST

RATE SWAP 0 0 0.0% 0 0.0%

EQUITY INDEX FUTURES

DOW JONES INDUSTRIAL

INDEX(sm) 180,349 237,528 -24.1% 108,737 65.9%

MINI ($5) DOW JONES

INDUSTRIAL INDEX(sm) 1,797,915 1,710,046 5.1% 1,832,252 -1.9%

TOTAL MARKET INDEX -- -- -- -- --

EQUITY INDEX OPTIONS

DOW JONES INDUSTRIAL

INDEX(sm) 6,263 7,671 -18.4% 8,450 -25.9%

MINI ($5) DOW JONES

INDUSTRIAL INDEX(sm) 29,343 55,159 -46.8% 37,166 -21.0%

OTHER INDEX FUTURES

DOW JONES- AIGCI(sm) 2,754 2,338 17.8% 606 354.5%

X-FUNDS 0 0 0.0% 0 0.0%

METAL FUTURES

MINI SILVER 19,350 19,155 1.0% 20,722 -6.6%

MINI GOLD 78,688 34,919 125.3% 47,316 66.3%

5,000 OZ. SILVER 13,314 5,226 154.8% 13,719 -3.0%

100 OZ. GOLD 141,314 31,844 343.8% 102,850 37.4%

ENERGY FUTURES

ETHANOL 272 -- -- 559 -51.3%

FUTURES GROUP TOTALS

AGRICULTURAL 5,775,205 4,424,255 30.5% 6,756,839 -14.5%

FINANCIAL 27,956,736 32,354,872 -13.6% 43,789,746 -36.2%

EQUITY INDEX 1,978,264 1,947,574 1.6% 1,940,989 1.9%

OTHER INDEX 2,754 2,338 17.8% 606 354.5%

METALS 252,666 91,144 177.2% 184,607 36.9%

ENERGY 272 -- -- 559 -51.3%

FUTURES GROUP TOTALS 35,965,897 38,820,183 -7.4% 52,673,346 -31.7%

OPTIONS GROUP TOTALS

AGRICULTURAL 1,032,562 727,494 41.9% 1,009,069 2.3%

FINANCIAL 4,484,028 6,533,372 -31.4% 6,701,205 -33.1%

EQUITY INDEX 35,606 62,830 -43.3% 45,616 -21.9%

OPTIONS GROUP TOTALS 5,552,196 7,323,696 -24.2% 7,755,890 -28.4%

FUTURES AND OPTIONS

COMBINED

AGRICULTURAL 6,807,767 5,151,749 32.1% 7,765,908 -12.3%

FINANCIAL 32,440,764 38,888,244 -16.6% 50,490,951 -35.7%

EQUITY INDEX 2,013,870 2,010,404 0.2% 1,986,605 1.4%

OTHER INDEX 2,754 2,338 17.8% 606 354.5%

METALS 252,666 91,144 177.2% 184,607 36.9%

ENERGY 272 -- -- 559 -51.3%

GRAND TOTAL 41,518,093 46,143,879 -10.0% 60,429,236 -31.3%


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