Side-by-Side Report - Daily Tuesday - January 15, 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,59768,100.0,0,,59768,281371,344303,26.9,937898,73.1,1282201,1872933
Soybeans,29139,100.0,0,,29139,172701,338192,28.9,830449,71.1,1168641,1644739
Soybean Meal,18595,100.0,0,,18595,51131,210905,44.4,264136,55.6,475041,637645
Soybean Oil,20217,100.0,0,,20217,56525,190512,42.9,253572,57.1,444084,595446
South American Soybeans,0,,0,,0,0,0,,0,,0,0
Oats,534,100.0,0,,534,1356,6805,49.2,7026,50.8,13831,16982
Rough Rice,130,100.0,0,,130,894,1374,26.1,3891,73.9,5265,7953
Wheat,11783,100.0,0,,11783,114675,110754,18.9,474062,81.1,584816,809798
FINANCIAL FUTURES,,,,,,,,,,,,
30 Year U.S. Treasury Bonds,4445,1.3,333672,98.7,338117,460500,52699,1.8,2837491,98.2,2890190,3845014
10 Year U.S. Treasury Notes,20739,2.0,993571,98.0,1014310,1393826,160510,1.8,8700420,98.2,8860930,11686019
5 Year U.S. Treasury Notes,11091,2.0,544313,98.0,555404,801475,44030,0.9,4653876,99.1,4697906,6135590
2 Year U.S. Treasury Notes,5922,2.2,261283,97.8,267205,360996,28173,1.2,2300484,98.8,2328657,3103643
30 Day Federal Funds,1193,1.2,96570,98.8,97763,124449,14458,1.9,743532,98.1,757990,973643
30 Year Interest Rate Swaps,0,,310,100.0,310,310,0,,971,100.0,971,971
10 Year Interest Rate Swaps,0,,1761,100.0,1761,1868,5063,22.0,17990,78.0,23053,23757
5 Year Interest Rate Swaps,0,,1687,100.0,1687,1762,550,2.2,24348,97.8,24898,26368
FINANCIAL OPTIONS,,,,,,,,,,,,
30 Year U.S. Treasury Bonds,68261,81.0,15994,19.0,84255,100255,625589,79.5,161406,20.5,786995,849592
10 Year U.S. Treasury Notes,339370,93.0,25408,7.0,364778,390946,2182530,86.1,353110,13.9,2535640,2738871
5 Year U.S. Treasury Notes,72623,86.2,11661,13.8,84284,87515,621948,84.9,110472,15.1,732420,781291
2 Year U.S. Treasury Notes,7650,91.7,694,8.3,8344,10045,97711,86.6,15117,13.4,112828,129095
30 Day Federal Funds,61409,99.8,100,0.2,61509,61509,493122,99.6,2076,0.4,495198,500399
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,,31614,100.0,31614,40112,0,,206567,100.0,206567,274716
5000 oz. Silver,0,,4951,100.0,4951,6014,0,,38577,100.0,38577,47951
METAL OPTIONS,,,,,,,,,,,,
100 oz. Gold,0,,165,100.0,165,189,0,,1527,100.0,1527,1774
5000 oz. Silver,0,,7,100.0,7,7,0,,56,100.0,56,66
ENERGY FUTURES,,,,,,,,,,,,
Ethanol,0,,0,,0,147,0,,709,100.0,709,1212
TOTAL FUTURES GROUP,,,,,,,,,,,,
Agricultural,140166,100.0,0,,140166,678653,1202845,30.3,2771034,69.7,3973879,5585496
Financial,43390,1.9,2233167,98.1,2276557,3145186,305483,1.6,19279112,98.4,19584595,25795005
Metal,0,,36565,100.0,36565,46126,0,,245144,100.0,245144,322667
Energy,0,,0,,0,147,0,,709,100.0,709,1212
TOTAL FUTURES,183556,7.5,2269732,92.5,2453288,3870112,1508328,6.3,22295999,93.7,23804327,31704380
TOTAL OPTIONS GROUP,,,,,,,,,,,,
Financial,549313,91.1,53857,8.9,603170,650270,4020900,86.2,642181,13.8,4663081,4999248
Metal,0,,172,100.0,172,196,0,,1583,100.0,1583,1840
TOTAL OPTIONS,549313,91.0,54029,9.0,603342,650466,4020900,86.2,643764,13.8,4664664,5001088
TOTAL COMBINED,,,,,,,,,,,,
Agricultural,140166,100.0,0,,140166,678653,1202845,30.3,2771034,69.7,3973879,5585496
Financial,592703,20.6,2287024,79.4,2879727,3795456,4326383,17.8,19921293,82.2,24247676,30794253
Metal,0,,36737,100.0,36737,46322,0,,246727,100.0,246727,324507
Energy,0,,0,,0,147,0,,709,100.0,709,1212
GRAND TOTAL,732869,24.0,2323761,76.0,3056630,4520578,5529228,19.4,22939763,80.6,28468991,36705468