Side-by-Side Report - Daily Friday - January 11, 2008,,,,,,,,,,,,
DESCRIPTION,OPEN AUCTION,% OPEN AUCTION,ELEC,% ELEC,TOTAL SIDE BY SIDE,TOTAL VOLUME,OPEN AUCTION Y.T.D.,% OPEN AUCTION Y.T.D.,ELEC Y.T.D.,% ELEC Y.T.D.,TOTAL SIDE BY SIDE Y.T.D.,TOTAL VOLUME Y.T.D.
AGRICULTURAL FUTURES,,,,,,,,,,,,
Corn,26610,20.7,102215,79.3,128825,147117,233774,20.0,937898,80.0,1171672,1333422
Soybeans,36161,21.7,130182,78.3,166343,180803,263467,24.1,830449,75.9,1093916,1240599
Soybean Meal,21253,35.5,38598,64.5,59851,64880,160624,37.8,264136,62.2,424760,509483
Soybean Oil,18867,33.9,36720,66.1,55587,58544,149585,37.1,253572,62.9,403157,471278
South American Soybeans,0,,0,,0,0,0,,0,,0,0
Oats,1135,44.4,1419,55.6,2554,2647,5723,44.9,7026,55.1,12749,13945
Rough Rice,310,19.8,1255,80.2,1565,1622,1116,22.3,3891,77.7,5007,6022
Wheat,17933,18.0,81769,82.0,99702,106414,89571,15.9,474062,84.1,563633,619679
FINANCIAL FUTURES,,,,,,,,,,,,
30 Year U.S. Treasury Bonds,6584,2.0,317465,98.0,324049,458019,46175,2.0,2246512,98.0,2292687,3048905
10 Year U.S. Treasury Notes,21178,2.7,756984,97.3,778162,1198104,125863,1.7,7116643,98.3,7242506,9458020
5 Year U.S. Treasury Notes,9691,2.0,465326,98.0,475017,659104,28365,0.7,3774255,99.3,3802620,4854280
2 Year U.S. Treasury Notes,1482,0.6,245043,99.4,246525,385986,21788,1.1,1880903,98.9,1902691,2511185
30 Day Federal Funds,2061,1.3,155749,98.7,157810,191801,8715,1.5,590224,98.5,598939,746508
30 Year Interest Rate Swaps,0,,12,100.0,12,12,0,,636,100.0,636,636
10 Year Interest Rate Swaps,788,49.2,815,50.8,1603,1770,4763,24.1,15023,75.9,19786,20364
5 Year Interest Rate Swaps,0,,517,100.0,517,523,550,2.4,22494,97.6,23044,24348
FINANCIAL OPTIONS,,,,,,,,,,,,
30 Year U.S. Treasury Bonds,46788,75.1,15540,24.9,62328,70221,524406,79.8,132559,20.2,656965,697357
10 Year U.S. Treasury Notes,197836,72.0,77108,28.0,274944,302784,1628067,84.4,301873,15.6,1929940,2096722
5 Year U.S. Treasury Notes,64033,78.7,17284,21.3,81317,92947,465920,85.9,76477,14.1,542397,587035
2 Year U.S. Treasury Notes,2604,49.1,2697,50.9,5301,5362,65697,85.4,11272,14.6,76969,88532
30 Day Federal Funds,102692,99.0,1055,1.0,103747,108747,367406,99.5,1896,0.5,369302,374502
10 Year Interest Rate Swaps,0,,0,,0,0,0,,0,,0,0
5 Year Interest Rate Swaps,0,,0,,0,0,0,,0,,0,0
METAL FUTURES,,,,,,,,,,,,
100 oz. Gold,0,,16965,100.0,16965,23754,0,,158184,100.0,158184,209218
5000 oz. Silver,0,,3655,100.0,3655,4613,0,,30565,100.0,30565,37396
METAL OPTIONS,,,,,,,,,,,,
100 oz. Gold,0,,272,100.0,272,318,0,,1138,100.0,1138,1331
5000 oz. Silver,0,,9,100.0,9,10,0,,37,100.0,37,43
ENERGY FUTURES,,,,,,,,,,,,
Ethanol,0,,101,100.0,101,101,0,,709,100.0,709,959
TOTAL FUTURES GROUP,,,,,,,,,,,,
Agricultural,122269,23.8,392158,76.2,514427,562027,903860,24.6,2771034,75.4,3674894,4194428
Financial,41784,2.1,1941911,97.9,1983695,2895319,236219,1.5,15646690,98.5,15882909,20664246
Metal,0,,20620,100.0,20620,28367,0,,188749,100.0,188749,246614
Energy,0,,101,100.0,101,101,0,,709,100.0,709,959
TOTAL FUTURES,164053,6.5,2354790,93.5,2518843,3485814,1140079,5.8,18607182,94.2,19747261,25106247
TOTAL OPTIONS GROUP,,,,,,,,,,,,
Financial,413953,78.5,113684,21.5,527637,580061,3051496,85.3,524077,14.7,3575573,3844148
Metal,0,,281,100.0,281,328,0,,1175,100.0,1175,1374
TOTAL OPTIONS,413953,78.4,113965,21.6,527918,580389,3051496,85.3,525252,14.7,3576748,3845522
TOTAL COMBINED,,,,,,,,,,,,
Agricultural,122269,23.8,392158,76.2,514427,562027,903860,24.6,2771034,75.4,3674894,4194428
Financial,455737,18.1,2055595,81.9,2511332,3475380,3287715,16.9,16170767,83.1,19458482,24508394
Metal,0,,20901,100.0,20901,28695,0,,189924,100.0,189924,247988
Energy,0,,101,100.0,101,101,0,,709,100.0,709,959
GRAND TOTAL,578006,19.0,2468755,81.0,3046761,4066203,4191575,18.0,19132434,82.0,23324009,28951769