Side-by-Side Report - Daily Friday - January 18, 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,28823,100.0,0,,28823,156293,438161,31.8,937898,68.2,1376059,2481049
Soybeans,26021,100.0,0,,26021,178121,429273,34.1,830449,65.9,1259722,2250585
Soybean Meal,23074,100.0,0,,23074,70638,279505,51.4,264136,48.6,543641,843215
Soybean Oil,13676,100.0,0,,13676,57145,243199,49.0,253572,51.0,496771,789383
South American Soybeans,0,,0,,0,0,0,,0,,0,0
Oats,531,100.0,0,,531,1016,8806,55.6,7026,44.4,15832,22282
Rough Rice,200,100.0,0,,200,876,2301,37.2,3891,62.8,6192,12213
Wheat,9645,100.0,0,,9645,81738,143035,23.2,474062,76.8,617097,1063809
FINANCIAL FUTURES,,,,,,,,,,,,
30 Year U.S. Treasury Bonds,4905,1.9,257465,98.1,262370,328784,70329,2.1,3298405,97.9,3368734,5212790
10 Year U.S. Treasury Notes,16025,2.1,739366,97.9,755391,1000914,214578,2.1,10149856,97.9,10364434,15881170
5 Year U.S. Treasury Notes,14237,3.1,442385,96.9,456622,542360,102841,1.9,5454392,98.1,5557233,8372810
2 Year U.S. Treasury Notes,404,0.2,209697,99.8,210101,270355,31988,1.2,2647364,98.8,2679352,4140012
30 Day Federal Funds,1602,2.2,71510,97.8,73112,93874,17479,2.0,851318,98.0,868797,1316160
30 Year Interest Rate Swaps,0,,26,100.0,26,26,0,,776,100.0,776,1171
10 Year Interest Rate Swaps,0,,933,100.0,933,933,5336,23.3,17586,76.7,22922,27407
5 Year Interest Rate Swaps,0,,1168,100.0,1168,1168,550,2.0,26822,98.0,27372,31556
FINANCIAL OPTIONS,,,,,,,,,,,,
30 Year U.S. Treasury Bonds,65599,81.8,14581,18.2,80180,86023,874711,81.9,192853,18.1,1067564,1189554
10 Year U.S. Treasury Notes,145962,78.6,39677,21.4,185639,232447,2916660,86.3,461822,13.7,3378482,3749808
5 Year U.S. Treasury Notes,79532,94.0,5043,6.0,84575,90238,994972,90.1,109234,9.9,1104206,1208697
2 Year U.S. Treasury Notes,16437,89.4,1950,10.6,18387,26887,151543,90.9,15162,9.1,166705,198259
30 Day Federal Funds,34192,98.6,500,1.4,34692,37692,621574,99.3,4146,0.7,625720,634871
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,,20934,100.0,20934,28436,0,,236517,100.0,236517,380023
5000 oz. Silver,0,,4177,100.0,4177,5425,0,,42932,100.0,42932,64000
METAL OPTIONS,,,,,,,,,,,,
100 oz. Gold,0,,144,100.0,144,155,0,,1440,100.0,1440,2168
5000 oz. Silver,0,,9,100.0,9,10,0,,68,100.0,68,101
ENERGY FUTURES,,,,,,,,,,,,
Ethanol,0,,0,,0,42,0,,709,100.0,709,1384
TOTAL FUTURES GROUP,,,,,,,,,,,,
Agricultural,101970,100.0,0,,101970,545827,1544280,35.8,2771034,64.2,4315314,7462536
Financial,37173,2.1,1722550,97.9,1759723,2238414,443101,1.9,22446519,98.1,22889620,34983076
Metal,0,,25111,100.0,25111,33861,0,,279449,100.0,279449,444023
Energy,0,,0,,0,42,0,,709,100.0,709,1384
TOTAL FUTURES,139143,7.4,1747661,92.6,1886804,2818144,1987381,7.2,25497711,92.8,27485092,42891019
TOTAL OPTIONS GROUP,,,,,,,,,,,,
Financial,341722,84.7,61751,15.3,403473,473287,5559460,87.7,783217,12.3,6342677,6981189
Metal,0,,153,100.0,153,165,0,,1508,100.0,1508,2269
TOTAL OPTIONS,341722,84.7,61904,15.3,403626,473452,5559460,87.6,784725,12.4,6344185,6983458
TOTAL COMBINED,,,,,,,,,,,,
Agricultural,101970,100.0,0,,101970,545827,1544280,35.8,2771034,64.2,4315314,7462536
Financial,378895,17.5,1784301,82.5,2163196,2711701,6002561,20.5,23229736,79.5,29232297,41964265
Metal,0,,25264,100.0,25264,34026,0,,280957,100.0,280957,446292
Energy,0,,0,,0,42,0,,709,100.0,709,1384
GRAND TOTAL,480865,21.0,1809565,79.0,2290430,3291596,7546841,22.3,26282436,77.7,33829277,49874477