Side-by-Side Report - Daily Thursday - January 17, 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,25500,100.0,0,,25500,183091,409338,30.4,937898,69.6,1347236,2324756
Soybeans,26276,100.0,0,,26276,203882,403252,32.7,830449,67.3,1233701,2072464
Soybean Meal,22503,100.0,0,,22503,66445,256431,49.3,264136,50.7,520567,772577
Soybean Oil,18684,100.0,0,,18684,68689,229523,47.5,253572,52.5,483095,732238
South American Soybeans,0,,0,,0,0,0,,0,,0,0
Oats,766,100.0,0,,766,2179,8275,54.1,7026,45.9,15301,21266
Rough Rice,121,100.0,0,,121,906,2101,35.1,3891,64.9,5992,11337
Wheat,11392,100.0,0,,11392,84358,133390,22.0,474062,78.0,607452,982071
FINANCIAL FUTURES,,,,,,,,,,,,
30 Year U.S. Treasury Bonds,3785,1.0,369821,99.0,373606,471249,65424,2.1,3040940,97.9,3106364,4884006
10 Year U.S. Treasury Notes,21951,1.9,1127622,98.1,1149573,1588847,198553,2.1,9410490,97.9,9609043,14880256
5 Year U.S. Treasury Notes,16410,2.8,572075,97.2,588485,793066,88604,1.7,5012007,98.3,5100611,7830450
2 Year U.S. Treasury Notes,733,0.3,289609,99.7,290342,388470,31584,1.3,2437667,98.7,2469251,3869657
30 Day Federal Funds,619,0.7,89427,99.3,90046,117524,15877,2.0,779808,98.0,795685,1222286
30 Year Interest Rate Swaps,0,,72,100.0,72,72,0,,750,100.0,750,1145
10 Year Interest Rate Swaps,25,2.7,916,97.3,941,1442,5336,24.3,16653,75.7,21989,26474
5 Year Interest Rate Swaps,0,,666,100.0,666,993,550,2.1,25654,97.9,26204,30388
FINANCIAL OPTIONS,,,,,,,,,,,,
30 Year U.S. Treasury Bonds,108808,80.9,25649,19.1,134457,142471,809112,81.9,178272,18.1,987384,1103531
10 Year U.S. Treasury Notes,315108,86.6,48628,13.4,363736,397449,2770698,86.8,422145,13.2,3192843,3517361
5 Year U.S. Treasury Notes,158703,93.6,10894,6.4,169597,179811,915440,89.8,104191,10.2,1019631,1118459
2 Year U.S. Treasury Notes,11949,94.3,720,5.7,12669,15253,135106,91.1,13212,8.9,148318,171372
30 Day Federal Funds,61989,100.0,0,,61989,62759,587382,99.4,3646,0.6,591028,597179
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,,22188,100.0,22188,28987,0,,215583,100.0,215583,351587
5000 oz. Silver,0,,3140,100.0,3140,4144,0,,38755,100.0,38755,58575
METAL OPTIONS,,,,,,,,,,,,
100 oz. Gold,0,,35,100.0,35,67,0,,1296,100.0,1296,2013
5000 oz. Silver,0,,8,100.0,8,10,0,,59,100.0,59,91
ENERGY FUTURES,,,,,,,,,,,,
Ethanol,0,,0,,0,81,0,,709,100.0,709,1342
TOTAL FUTURES GROUP,,,,,,,,,,,,
Agricultural,105242,100.0,0,,105242,609550,1442310,34.2,2771034,65.8,4213344,6916709
Financial,43523,1.7,2450208,98.3,2493731,3361663,405928,1.9,20723969,98.1,21129897,32744662
Metal,0,,25328,100.0,25328,33131,0,,254338,100.0,254338,410162
Energy,0,,0,,0,81,0,,709,100.0,709,1342
TOTAL FUTURES,148765,5.7,2475536,94.3,2624301,4004425,1848238,7.2,23750050,92.8,25598288,40072875
TOTAL OPTIONS GROUP,,,,,,,,,,,,
Financial,656557,88.4,85891,11.6,742448,797743,5217738,87.9,721466,12.1,5939204,6507902
Metal,0,,43,100.0,43,77,0,,1355,100.0,1355,2104
TOTAL OPTIONS,656557,88.4,85934,11.6,742491,797820,5217738,87.8,722821,12.2,5940559,6510006
TOTAL COMBINED,,,,,,,,,,,,
Agricultural,105242,100.0,0,,105242,609550,1442310,34.2,2771034,65.8,4213344,6916709
Financial,700080,21.6,2536099,78.4,3236179,4159406,5623666,20.8,21445435,79.2,27069101,39252564
Metal,0,,25371,100.0,25371,33208,0,,255693,100.0,255693,412266
Energy,0,,0,,0,81,0,,709,100.0,709,1342
GRAND TOTAL,805322,23.9,2561470,76.1,3366792,4802245,7065976,22.4,24472871,77.6,31538847,46582881