Side-by-Side Report - Daily Wednesday - January 16, 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,39535,100.0,0,,39535,268732,383838,29.0,937898,71.0,1321736,2141665
Soybeans,38784,100.0,0,,38784,223843,376976,31.2,830449,68.8,1207425,1868582
Soybean Meal,23023,100.0,0,,23023,68487,233928,47.0,264136,53.0,498064,706132
Soybean Oil,20327,100.0,0,,20327,68103,210839,45.4,253572,54.6,464411,663549
South American Soybeans,0,,0,,0,0,0,,0,,0,0
Oats,704,100.0,0,,704,2105,7509,51.7,7026,48.3,14535,19087
Rough Rice,606,100.0,0,,606,2478,1980,33.7,3891,66.3,5871,10431
Wheat,11244,100.0,0,,11244,87915,121998,20.5,474062,79.5,596060,897713
FINANCIAL FUTURES,,,,,,,,,,,,
30 Year U.S. Treasury Bonds,8940,2.1,424607,97.9,433547,567743,61639,1.9,3262098,98.1,3323737,4412757
10 Year U.S. Treasury Notes,16092,1.4,1166225,98.6,1182317,1605390,176602,1.8,9866645,98.2,10043247,13291409
5 Year U.S. Treasury Notes,28164,4.1,665677,95.9,693841,901794,72194,1.3,5319553,98.7,5391747,7037384
2 Year U.S. Treasury Notes,2678,1.0,267155,99.0,269833,377544,30851,1.2,2567639,98.8,2598490,3481187
30 Day Federal Funds,800,0.8,100157,99.2,100957,131119,15258,1.8,843689,98.2,858947,1104762
30 Year Interest Rate Swaps,0,,42,100.0,42,102,0,,1013,100.0,1013,1073
10 Year Interest Rate Swaps,248,25.8,714,74.2,962,1275,5311,22.1,18704,77.9,24015,25032
5 Year Interest Rate Swaps,0,,2494,100.0,2494,3027,550,2.0,26842,98.0,27392,29395
FINANCIAL OPTIONS,,,,,,,,,,,,
30 Year U.S. Treasury Bonds,74715,78.8,20064,21.2,94779,111468,700304,79.4,181470,20.6,881774,961060
10 Year U.S. Treasury Notes,273060,79.2,71644,20.8,344704,381041,2455590,85.3,424754,14.7,2880344,3119912
5 Year U.S. Treasury Notes,134789,88.9,16820,11.1,151609,157357,756737,85.6,127292,14.4,884029,938648
2 Year U.S. Treasury Notes,25446,95.4,1220,4.6,26666,27024,123157,88.3,16337,11.7,139494,156119
30 Day Federal Funds,32271,94.9,1750,5.1,34021,34021,525393,99.3,3826,0.7,529219,534420
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,,35211,100.0,35211,47884,0,,241778,100.0,241778,322600
5000 oz. Silver,0,,5050,100.0,5050,6480,0,,43627,100.0,43627,54431
METAL OPTIONS,,,,,,,,,,,,
100 oz. Gold,0,,123,100.0,123,172,0,,1650,100.0,1650,1946
5000 oz. Silver,0,,14,100.0,14,15,0,,70,100.0,70,81
ENERGY FUTURES,,,,,,,,,,,,
Ethanol,0,,0,,0,49,0,,709,100.0,709,1261
TOTAL FUTURES GROUP,,,,,,,,,,,,
Agricultural,134223,100.0,0,,134223,721663,1337068,32.5,2771034,67.5,4108102,6307159
Financial,56922,2.1,2627071,97.9,2683993,3587994,362405,1.6,21906183,98.4,22268588,29382999
Metal,0,,40261,100.0,40261,54364,0,,285405,100.0,285405,377031
Energy,0,,0,,0,49,0,,709,100.0,709,1261
TOTAL FUTURES,191145,6.7,2667332,93.3,2858477,4364070,1699473,6.4,24963331,93.6,26662804,36068450
TOTAL OPTIONS GROUP,,,,,,,,,,,,
Financial,540281,82.9,111498,17.1,651779,710911,4561181,85.8,753679,14.2,5314860,5710159
Metal,0,,137,100.0,137,187,0,,1720,100.0,1720,2027
TOTAL OPTIONS,540281,82.9,111635,17.1,651916,711098,4561181,85.8,755399,14.2,5316580,5712186
TOTAL COMBINED,,,,,,,,,,,,
Agricultural,134223,100.0,0,,134223,721663,1337068,32.5,2771034,67.5,4108102,6307159
Financial,597203,17.9,2738569,82.1,3335772,4298905,4923586,17.8,22659862,82.2,27583448,35093158
Metal,0,,40398,100.0,40398,54551,0,,287125,100.0,287125,379058
Energy,0,,0,,0,49,0,,709,100.0,709,1261
GRAND TOTAL,731426,20.8,2778967,79.2,3510393,5075168,6260654,19.6,25718730,80.4,31979384,41780636