Side-by-Side Report - Daily Monday - January 14, 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,50761,100.0,0,,50761,258140,284535,23.3,937898,76.7,1222433,1591562
Soybeans,45586,100.0,0,,45586,231439,309053,27.1,830449,72.9,1139502,1472038
Soybean Meal,31686,100.0,0,,31686,77031,192310,42.1,264136,57.9,456446,586514
Soybean Oil,20710,100.0,0,,20710,67643,170295,40.2,253572,59.8,423867,538921
South American Soybeans,0,,0,,0,0,0,,0,,0,0
Oats,548,100.0,0,,548,1681,6271,47.2,7026,52.8,13297,15626
Rough Rice,128,100.0,0,,128,1037,1244,24.2,3891,75.8,5135,7059
Wheat,9400,100.0,0,,9400,75444,98971,17.3,474062,82.7,573033,695123
FINANCIAL FUTURES,,,,,,,,,,,,
30 Year U.S. Treasury Bonds,2079,0.8,257307,99.2,259386,335609,48254,1.9,2503819,98.1,2552073,3384514
10 Year U.S. Treasury Notes,13908,2.3,590206,97.7,604114,834173,139771,1.8,7706849,98.2,7846620,10292193
5 Year U.S. Treasury Notes,4574,1.3,335308,98.7,339882,479835,32939,0.8,4109563,99.2,4142502,5334115
2 Year U.S. Treasury Notes,463,0.3,158298,99.7,158761,231462,22251,1.1,2039201,98.9,2061452,2742647
30 Day Federal Funds,4550,7.4,56738,92.6,61288,102686,13265,2.0,646962,98.0,660227,849194
30 Year Interest Rate Swaps,0,,25,100.0,25,25,0,,661,100.0,661,661
10 Year Interest Rate Swaps,300,19.9,1206,80.1,1506,1525,5063,23.8,16229,76.2,21292,21889
5 Year Interest Rate Swaps,0,,167,100.0,167,258,550,2.4,22661,97.6,23211,24606
FINANCIAL OPTIONS,,,,,,,,,,,,
30 Year U.S. Treasury Bonds,32922,71.9,12853,28.1,45775,51980,557328,79.3,145412,20.7,702740,749337
10 Year U.S. Treasury Notes,215093,89.3,25829,10.7,240922,251203,1843160,84.9,327702,15.1,2170862,2347925
5 Year U.S. Treasury Notes,83405,78.9,22334,21.1,105739,106741,549325,84.8,98811,15.2,648136,693776
2 Year U.S. Treasury Notes,24364,88.5,3151,11.5,27515,30518,90061,86.2,14423,13.8,104484,119050
30 Day Federal Funds,64307,99.9,80,0.1,64387,64388,431713,99.5,1976,0.5,433689,438890
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,,16769,100.0,16769,25386,0,,174953,100.0,174953,234604
5000 oz. Silver,0,,3061,100.0,3061,4541,0,,33626,100.0,33626,41937
METAL OPTIONS,,,,,,,,,,,,
100 oz. Gold,0,,224,100.0,224,254,0,,1362,100.0,1362,1585
5000 oz. Silver,0,,12,100.0,12,16,0,,49,100.0,49,59
ENERGY FUTURES,,,,,,,,,,,,
Ethanol,0,,0,,0,106,0,,709,100.0,709,1065
TOTAL FUTURES GROUP,,,,,,,,,,,,
Agricultural,158819,100.0,0,,158819,712415,1062679,27.7,2771034,72.3,3833713,4906843
Financial,25874,1.8,1399255,98.2,1425129,1985573,262093,1.5,17045945,98.5,17308038,22649819
Metal,0,,19830,100.0,19830,29927,0,,208579,100.0,208579,276541
Energy,0,,0,,0,106,0,,709,100.0,709,1065
TOTAL FUTURES,184693,11.5,1419085,88.5,1603778,2728021,1324772,6.2,20026267,93.8,21351039,27834268
TOTAL OPTIONS GROUP,,,,,,,,,,,,
Financial,420091,86.7,64247,13.3,484338,504830,3471587,85.5,588324,14.5,4059911,4348978
Metal,0,,236,100.0,236,270,0,,1411,100.0,1411,1644
TOTAL OPTIONS,420091,86.7,64483,13.3,484574,505100,3471587,85.5,589735,14.5,4061322,4350622
TOTAL COMBINED,,,,,,,,,,,,
Agricultural,158819,100.0,0,,158819,712415,1062679,27.7,2771034,72.3,3833713,4906843
Financial,445965,23.4,1463502,76.6,1909467,2490403,3733680,17.5,17634269,82.5,21367949,26998797
Metal,0,,20066,100.0,20066,30197,0,,209990,100.0,209990,278185
Energy,0,,0,,0,106,0,,709,100.0,709,1065
GRAND TOTAL,604784,29.0,1483568,71.0,2088352,3233121,4796359,18.9,20616002,81.1,25412361,32184890