Futures Contract Market Review/Average Open Interest, 12-Month Volume of Trading and Deliveries/Cash Settlement by Commodity and Exchange for Fiscal Years Ending September 30, 1997, and September 30, 1998
|
Monthend Open Interest |
Volume of |
Total Contracts Settled By Delivery or Cash Settlement ( Contracts) |
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|
Name |
Contract Unit |
1996-97 |
1997-98 |
1996-97 |
1997-98 |
1996-97 |
1997-98 |
| Chicago Board of Trade (CBT) | |||||||
| Wheat | 5,000 Bu. | 81,196 | 109,509 | 4,861,526 | 5,383,521 | 9,807 | 67,141 |
| Corn | 5,000 Bu. | 315,286 | 337,121 | 16,659,122 | 16,594,889 | 5,538 | 33,191 |
| Oats | 5,000 Bu. | 9,693 | 14,548 | 388,890 | 441,383 | 2,908 | 5,485 |
| Rough Rice | 200,000 Lbs. | 5,790 | 7,385 | 156,956 | 166,656 | 3,573 | 8,537 |
| Soybeans | 5,000 Bu. | 162,900 | 146,772 | 14,655,013 | 12,809,588 | 12,164 | 8,282 |
| Soybean Oil | 60,000 Lbs. | 96,497 | 126,410 | 5,134,940 | 6,538,599 | 128,769 | 97,438 |
| Soybean Meal | 100 Tons | 102,287 | 129,584 | 6,286,970 | 6,583,470 | 1,380 | 8,487 |
| U.S. Corn Yield Insurance | Yield est x 100 | 75 | 43 | 773 | 116 | 89 | 72 |
| Iowa Corn Yield Insurance | Yield est x 100 | 36 | 63 | 229 | 386 | 88 | 233 |
| Illinois Corn Yield Insurance | Yield est x 100 | 17 | 10 | 151 | 60 | 17 | 6 |
| Nebraska Corn Yield Insurance | Yield est x 100 | 5 | 2 | 18 | 10 | 2 | 2 |
| Ohio Corn Yield Insurance | Yield est x 100 | 10 | 6 | 54 | 41 | 3 | 20 |
| Indiana Corn Yield Insurance | Yield est x 100 | 3 | 12 | 11 | 24 | 1 | 19 |
| Diammonium Phosphate | 100 Tons | 48 | 0 | 905 | 0 | 233 | 0 |
| Anhydrous Ammonia | 100 Tons | 11 | 0 | 60 | 0 | 23 | 0 |
| Dow Jones Industrial Index | $10 x Index | 0 | 14,494 | 0 | 3,505,262 | 0 | 31,293 |
| U.S. Treasury Bonds | $100,000 F.V. | 525,646 | 838,403 | 93,422,575 | 114,945,293 | 56,409 | 55,595 |
| 2-Year U.S. Treasury Notes | $200,000 F.V. | 29,498 | 42,935 | 896,909 | 1,317,892 | 3,674 | 13,427 |
| 10-Year U.S. Treasury Notes | $100,000 F.V. | 344,621 | 490,621 | 22,661,759 | 30,986,705 | 34,572 | 31,080 |
| Lt Treasury Notes - Inflation Indexed | $100,000 F.V. | 10 | 0 | 22 | 0 | 2 | 0 |
| 5-Year U.S. Treasury Notes | $100,000 F.V. | 205,863 | 293,323 | 12,401,459 | 17,040,150 | 23,895 | 95,354 |
| 30 Day Federal Funds | $5,000,000 F.V. | 27,822 | 26,034 | 805,370 | 804,804 | 72,047 | 66,270 |
| Municipal Bond Index | $1,000 x Index | 16,869 | 23,204 | 911,877 | 1,034,733 | 22,246 | 32,313 |
| Yield Curve 3-Year / 2-Year | $25,000 x 100 YCS | 4 | 0 | 20 | 0 | 5 | 0 |
| Yield Curve 10-Year / 2-Year | $25,000 x 100 YCS | 60 | 0 | 306 | 0 | 135 | 0 |
| Yield Curve 10-Year / 5-Year | $25,000 x 100 YCS | 166 | 0 | 557 | 0 | 170 | 0 |
| Yield Curve 30-Year / 10-Year | $25,000 x 100 YCS | 178 | 0 | 991 | 0 | 479 | 0 |
| Yield Curve 30-Year / 2-Year | $25,000 x 100 YCS | 129 | 0 | 862 | 0 | 247 | 0 |
| Yield Curve 30-Year / 5-Year | $25,000 x 100 YCS | 78 | 0 | 534 | 0 | 174 | 0 |
| Yield Curve 5-Year / 2-Year | $25,000 x 100 YCS | 49 | 0 | 753 | 0 | 323 | 0 |
| Eastern Catastrophe Ins. SC Qtr. | $200 x Index | 10 | 0 | 0 | 0 | 10 | 0 |
| Electricity (Comed Hub) | 1,680 MWh | 0 | 4 | 0 | 44 | 0 | 0 |
| Electricity (TVA Hub) | 1,680 MWh | 0 | 34 | 0 | 119 | 0 | 0 |
| 1000 Troy Ounce Silver | 1,000 Tr. Oz. | 1,847 | 1,384 | 31,116 | 36,104 | 1,428 | 1,801 |
| 5000 Troy Ounce Silver | 5,000 Tr. Oz. | 2 | 1 | 27 | 49 | 6 | 13 |
| Gold (1 Kilogram) | 352 Tr. Oz. | 382 | 434 | 11,881 | 14,883 | 260 | 153 |
| Gold, 100 Troy Oz | 100 Tr. Oz. | 21 | 36 | 387 | 193 | 0 | 1 |
| Total CBT | 1,927,109 | 2,602,372 | 179,293,023 | 218,204,974 | 380,677 | 556,213 | |
| Kansas City Board of Trade (KCBT) | |||||||
| Wheat | 5,000 Bu. | 40,304 | 50,786 | 1,853,098 | 1,970,474 | 6,904 | 7,888 |
| Value Line Stock Index | $250 x Index | 362 | 163 | 17,720 | 5,512 | 497 | 231 |
| Stock Index Future, MVL | $100 x Index | 1,637 | 1,312 | 157,325 | 93,307 | 1,346 | 2,111 |
| Natural Gas | 10,000 MM BTUs | 1,979 | 5,503 | 91,120 | 86,299 | 6,184 | 8,976 |
| Total KCBT | 44,282 | 57,764 | 2,119,263 | 2,155,592 | 14,931 | 19,206 | |
| Minneapolis Grain Exchange (MGE) | |||||||
| Hard Amber Durum Wheat | 5,000 Bu. | 0 | 1,467 | 0 | 12,616 | 0 | 259 |
| Wheat | 5,000 Bu. | 18,573 | 20,817 | 1,058,471 | 1,027,147 | 1,882 | 3,395 |
| White Wheat | 5,000 Bu. | 932 | 986 | 14,622 | 16,737 | 1,641 | 1,026 |
| Barley | 180,000 Lbs. | 52 | 10 | 599 | 14 | 10 | 0 |
| White Shrimp | 5,000 Lbs. | 15 | 25 | 441 | 950 | 19 | 99 |
| Black Tiger Shrimp | 5,000 Lbs. | 25 | 20 | 602 | 400 | 125 | 12 |
| Electricity (On Peak) | 736 MWh | 0 | 7 | 0 | 29 | 0 | 0 |
| Total MGE | 19,597 | 23,332 | 1,074,735 | 1,057,893 | 3,677 | 4,791 | |
| MidAmerica Commodity Exchange (MCE) | |||||||
| Wheat | 1,000 Bu. | 3,848 | 7,667 | 124,395 | 137,068 | 1,970 | 1,272 |
| Corn | 1,000 Bu. | 9,051 | 10,864 | 384,146 | 384,802 | 2,247 | 3,133 |
| Oats | 1,000 Bu. | 153 | 156 | 5,673 | 4,642 | 109 | 30 |
| New Hogs | 20,000 Lbs. | 201 | 248 | 7,677 | 13,366 | 33 | 103 |
| Live Cattle | 20,000 Lbs. | 260 | 232 | 17,969 | 17,144 | 0 | 0 |
| Soybeans | 1,000 Bu. | 14,778 | 13,293 | 1,013,567 | 860,132 | 5,328 | 1,485 |
| Soybean Oil | 30,000 Lbs. | 854 | 2,108 | 23,237 | 38,446 | 961 | 432 |
| Soybean Meal | 50 Tons | 689 | 888 | 18,756 | 24,010 | 101 | 288 |
| Canadian Dollar | CD 50,000 | 147 | 224 | 12,726 | 18,249 | 0 | 0 |
| Swiss Franc | SF 62,500 | 374 | 201 | 51,034 | 33,660 | 10 | 1 |
| Deutsche Mark | DM 62,500 | 564 | 294 | 95,430 | 44,607 | 5 | 17 |
| British Pound Sterling | BP 12,500 | 380 | 197 | 26,256 | 24,930 | 25 | 7 |
| Japanese Yen | Yen 6,250,000 | 378 | 335 | 47,062 | 48,242 | 8 | 7 |
| Australian Dollar | AD 50,000 | 12 | 12 | 543 | 983 | 0 | 0 |
| U.S. Treasury Bonds | $50,000 F.V. | 12,683 | 12,589 | 1,415,927 | 1,624,354 | 2,527 | 3,051 |
| 13-Week U.S. Treasury Bills | $500,000 F.V. | 15 | 8 | 427 | 463 | 0 | 0 |
| 6.5 - 10-Year U.S. Treasury Notes | $50,000 F.V. | 834 | 823 | 42,496 | 46,258 | 100 | 54 |
| 5-Year U.S. Treasury Notes | $50,000 F.V. | 3 | 32 | 245 | 333 | 0 | 0 |
| 3-Month Eurodollars | $500,000 F.V. | 411 | 148 | 6,972 | 4,170 | 263 | 101 |
| Platinum | 25 Tr. Oz. | 551 | 56 | 5,879 | 1,611 | 2 | 4 |
| Silver, New York Delivery | 1,000 Tr. Oz. | 347 | 284 | 8,355 | 14,390 | 228 | 171 |
| Gold, New York Delivery | 33.2 Tr. Oz. | 854 | 464 | 12,700 | 16,500 | 39 | 56 |
| Total MCE | 47,387 | 51,123 | 3,321,472 | 3,358,360 | 13,956 | 10,212 | |
| Chicago Mercantile Exchange (CME) and International Monetary Market (IMM) | |||||||
| Boneless Beef Trimmings (50%) | 20,000 Lbs. | 226 | 161 | 2,651 | 3,874 | 0 | 0 |
| Boneless Beef (90%) | 20,000 Lbs. | 359 | 356 | 3,031 | 4,785 | 0 | 0 |
| Lean Hogs | 40,000 Lbs. | 34,281 | 36,207 | 2,168,257 | 1,960,830 | 14,771 | 23,147 |
| Pork Bellies | 40,000 Lbs. | 6,823 | 6,745 | 612,959 | 494,649 | 1,373 | 853 |
| Fresh Pork Bellies | 40,000 Lbs. | 0 | 574 | 0 | 2,822 | 0 | 22 |
| Live Cattle | 40,000 Lbs. | 97,171 | 95,692 | 3,938,076 | 4,118,859 | 1,516 | 2,607 |
| Feeder Cattle | 50,000 Lbs. | 19,233 | 15,882 | 799,936 | 769,240 | 11,990 | 15,498 |
| Butter | 40,000 Lbs. | 144 | 53 | 2,566 | 925 | 155 | 105 |
| Milk | 200,000 Lbs. | 100 | 1,351 | 1,585 | 22,682 | 52 | 0 |
| Cheddar Cheese | 40,000 Lbs. | 0 | 161 | 0 | 1,851 | 0 | 0 |
| Canadian Dollar | CD 100,000 | 64,253 | 67,687 | 2,430,951 | 2,607,309 | 69,915 | 69,745 |
| French Franc | FF 500,000 | 5,671 | 3,359 | 111,796 | 92,778 | 13,335 | 5,480 |
| Swiss Franc | SF 125,000 | 49,511 | 63,142 | 4,299,459 | 4,128,823 | 77,124 | 123,133 |
| Deutsche Mark | DM 125,000 | 83,751 | 99,756 | 6,847,246 | 7,088,175 | 151,435 | 158,848 |
| Deutsche Mark/Japanese Yen | DM 250,000 | 3 | 1 | 177 | 6 | 13 | 0 |
| British Pound Sterling | BP 62,500 | 44,785 | 46,125 | 2,691,383 | 2,676,033 | 94,785 | 82,255 |
| British Pound / Deutsche Mark | BP 125,000 | 4 | 16 | 127 | 109 | 11 | 10 |
| Japanese Yen | Yen 12,500,000 | 77,231 | 109,687 | 5,575,137 | 7,262,791 | 123,045 | 200,077 |
| ECU | 125,000 Euro | 0 | 1 | 0 | 7 | 0 | 0 |
| South African Rand | Rand 500,000 | 614 | 1,456 | 3,233 | 14,131 | 125 | 2,029 |
| Australian Dollar | AD 100,000 | 15,569 | 20,677 | 604,638 | 628,070 | 25,346 | 41,685 |
| Russian Ruble | RR 500,000 | 0 | 3,429 | 0 | 21,312 | 0 | 5,103 |
| Mexican Peso | MP 500,000 | 35,359 | 37,169 | 1,639,194 | 1,567,698 | 30,840 | 55,475 |
| Brazilian Real | R $100,000 | 3,919 | 6,965 | 39,566 | 65,947 | 21,859 | 28,043 |
| New Zealand Dollar | NZ $100,000 | 147 | 667 | 1,754 | 13,287 | 229 | 2,131 |
| AMEX Major Market Index | $500 x Index | 31 | 20 | 679 | 94 | 353 | 80 |
| S&P 500 Stock Index | $250 x Index | 194,289 | 372,542 | 19,633,885 | 30,698,445 | 212,875 | 369,072 |
| E-Mini S&P 500 Stock Index | $50 x Index | 5,874 | 12,919 | 189,786 | 3,719,978 | 2,537 | 43,755 |
| S&P 500 Barra Growth Index | $250 x Index | 269 | 700 | 4,248 | 9,915 | 584 | 2,403 |
| S&P 500 Barra Value Index | $250 x Index | 917 | 1,678 | 8,986 | 20,148 | 2,379 | 4,175 |
| S&P 400 Midcap Stock Index | $500 x Index | 10,894 | 13,190 | 251,546 | 292,673 | 10,991 | 13,958 |
| NASDAQ-100 Stock Index | $100 x Index | 7,424 | 8,359 | 791,186 | 986,493 | 23,112 | 19,863 |
| Russell 2000 Stock Index Future | $500 x Index | 8,190 | |||||