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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   393,291:    73,416    109,258     52,978    237,061    179,059    363,455    341,295:    29,836     51,996
Old  :   239,920:    62,613     98,376     12,985    145,509     95,998    221,107    207,359:    18,813     32,561
Other:   153,371:    32,698     32,777     18,098     91,552     83,061    142,348    133,936:    11,023     19,435
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    11,227:    -2,983      9,310       -265     13,414     -1,618     10,166      7,427:     1,061      3,800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       27.8       13.5       60.3       45.5       92.4       86.8:       7.6       13.2
Old  :     100.0:      26.1       41.0        5.4       60.6       40.0       92.2       86.4:       7.8       13.6
Other:     100.0:      21.3       21.4       11.8       59.7       54.2       92.8       87.3:       7.2       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:        86        150        100         70         99        236        285:
Old  :       338:        87        141         49         51         82        166        247:
Other:       231:        56         68         52         48         88        131        188:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       18.3       45.0       25.8       26.0       16.4       42.6       22.4
Old  :                 38.9       18.2       53.1       26.8       38.9       18.2       53.1       26.8
Other:                 36.3       24.9       48.7       36.3       33.3       23.1       43.1       28.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,122,443:   286,451    104,675    135,913    589,861    614,289  1,012,225    854,877:   110,218    267,566
Old  :   836,120:   219,548    142,324     63,917    463,774    448,674    747,239    654,915:    88,881    181,205
Other:   286,323:   123,763     19,211     15,136    126,087    165,615    264,986    199,962:    21,337     86,361
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :     9,386:   -57,565     33,792     16,304     52,270    -46,099     11,009      3,997:    -1,623      5,389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        9.3       12.1       52.6       54.7       90.2       76.2:       9.8       23.8
Old  :     100.0:      26.3       17.0        7.6       55.5       53.7       89.4       78.3:      10.6       21.7
Other:     100.0:      43.2        6.7        5.3       44.0       57.8       92.5       69.8:       7.5       30.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       646:       165        136        169        185        269        447        509:
Old  :       631:       154        158        140        175        254        411        478:
Other:       436:        97         68         37         71        228        181        325:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       15.5       28.8       20.7       18.1       15.3       27.6       20.4
Old  :                 23.2       15.0       33.9       20.6       23.0       14.7       33.4       20.2
Other:                 26.1       18.3       40.0       25.6       25.8       18.0       39.2       24.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,288:     3,034      1,341        113      6,602      9,411      9,749     10,865:     2,539      1,423
Old  :    10,110:     2,677      1,341         11      5,088      7,513      7,776      8,865:     2,334      1,245
Other:     2,178:       394         37         65      1,514      1,898      1,973      2,000:       205        178
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :      -135:      -566      1,182         38         82     -1,594       -446       -374:       311        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       10.9        0.9       53.7       76.6       79.3       88.4:      20.7       11.6
Old  :     100.0:      26.5       13.3        0.1       50.3       74.3       76.9       87.7:      23.1       12.3
Other:     100.0:      18.1        1.7        3.0       69.5       87.1       90.6       91.8:       9.4        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        12          7          2         16         13         28         22:
Old  :        40:        12          7          1         13         10         25         18:
Other:        17:         2          1          1          7          9          9         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       60.1       58.3       75.1       39.2       56.3       53.2       69.6
Old  :                 43.1       64.2       59.3       78.5       43.1       60.5       58.3       74.8
Other:                 83.4       69.2       90.5       89.3       75.7       69.2       82.6       83.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   454,690:   107,244     57,104     69,745    234,464    237,363    411,453    364,212:    43,237     90,478
Old  :   360,674:    92,138     54,412     46,203    187,428    199,236    325,769    299,851:    34,905     60,823
Other:    94,016:    33,695     21,281      4,953     47,036     38,127     85,684     64,361:     8,332     29,655
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    15,932:    -8,737      3,482     10,340     15,399      1,613     17,002     15,435:    -1,070        497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       12.6       15.3       51.6       52.2       90.5       80.1:       9.5       19.9
Old  :     100.0:      25.5       15.1       12.8       52.0       55.2       90.3       83.1:       9.7       16.9
Other:     100.0:      35.8       22.6        5.3       50.0       40.6       91.1       68.5:       8.9       31.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       449:       125        129        129         95        156        314        344:
Old  :       441:       132        127        102         92        148        290        322:
Other:       260:        59         59         25         46        115        116        193:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       18.3       28.2       25.3       16.6       17.2       25.6       22.7
Old  :                 21.4       20.2       31.9       28.5       21.3       19.0       31.4       26.2
Other:                 35.8       17.3       52.3       26.2       35.0       16.8       51.5       25.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,206:    11,654      1,137        627          0      1,544     12,281      3,308:     2,925     11,898
Old  :     7,264:     4,479      1,382        354          0        437      4,833      2,173:     2,431      5,091
Other:     7,942:     7,420          0         28          0      1,107      7,448      1,135:       494      6,807
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :       192:       -81       -130        118          0         53         37         41:       155        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.6        7.5        4.1        0.0       10.2       80.8       21.8:      19.2       78.2
Old  :     100.0:      61.7       19.0        4.9        0.0        6.0       66.5       29.9:      33.5       70.1
Other:     100.0:      93.4        0.0        0.4        0.0       13.9       93.8       14.3:       6.2       85.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        15          3          8          0          4         16         14:
Old  :        22:        14          4          5          0          4         14         13:
Other:        16:        12          0          4          0          4         12          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       14.2       67.8       21.1       47.5       12.6       65.5       17.6
Old  :                 40.7       23.3       56.6       29.2       36.9       21.7       52.7       25.0
Other:                 60.5       13.9       84.6       14.3       60.5       13.9       84.3       13.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   215,427:    42,274     31,645     30,259    115,799    130,879    188,332    192,783:    27,095     22,644
Old  :   195,220:    36,502     37,349     21,926    111,842    114,506    170,270    173,781:    24,950     21,439
Other:    20,207:    12,980      1,504      1,125      3,957     16,373     18,062     19,002:     2,145      1,205
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :     3,032:    -9,180      4,682        963     14,396     -4,933      6,179        712:    -3,147      2,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       14.7       14.0       53.8       60.8       87.4       89.5:      12.6       10.5
Old  :     100.0:      18.7       19.1       11.2       57.3       58.7       87.2       89.0:      12.8       11.0
Other:     100.0:      64.2        7.4        5.6       19.6       81.0       89.4       94.0:      10.6        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        59         57         52         51         51        143        139:
Old  :       198:        59         62         49         50         48        138        135:
Other:        53:        14         10          8         16         20         34         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       25.8       32.1       36.8       20.3       24.4       28.5       34.3
Old  :                 23.9       25.0       34.8       35.9       22.8       24.9       32.5       35.0
Other:                 59.3       49.1       77.9       68.6       54.5       47.8       71.9       66.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   652,138:    46,509    152,513      3,837    490,104    346,802    540,450    503,152:   111,688    148,986
Old  :   652,138:    46,509    152,513      3,837    490,104    346,802    540,450    503,152:   111,688    148,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    -5,505:    -3,399      1,524     -4,200      1,007     -2,866     -6,592     -5,542:     1,087         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       23.4        0.6       75.2       53.2       82.9       77.2:      17.1       22.8
Old  :     100.0:       7.1       23.4        0.6       75.2       53.2       82.9       77.2:      17.1       22.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        26         35         12         67         71        101        110:
Old  :       162:        26         35         12         67         71        101        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       20.3       33.5       29.6       15.5       20.1       28.5       28.8
Old  :                 19.1       20.3       33.5       29.6       15.5       20.1       28.5       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     6,570:         0        221         54      6,196      6,071      6,250      6,346:       320        224
Old  :     6,570:         0        221         54      6,196      6,071      6,250      6,346:       320        224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :      -831:         0         -8        -11       -680       -748       -691       -767:      -140        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.4        0.8       94.3       92.4       95.1       96.6:       4.9        3.4
Old  :     100.0:       0.0        3.4        0.8       94.3       92.4       95.1       96.6:       4.9        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          3          2         14         18         16         21:
Old  :        21:         0          3          2         14         18         16         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       69.8       84.0       82.6       20.5       19.8       26.7       25.1
Old  :                 67.2       69.8       84.0       82.6       20.5       19.8       26.7       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   170,137:    49,717     21,122     20,411     69,444    107,428    139,572    148,961:    30,565     21,176
Old  :   147,853:    46,507     18,031     15,661     58,036     94,849    120,204    128,541:    27,649     19,312
Other:    22,284:     6,026      5,907      1,934     11,408     12,579     19,368     20,420:     2,916      1,864
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :     5,185:    -1,200     -3,208      1,674      2,350      5,769      2,824      4,235:     2,361        950
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       12.4       12.0       40.8       63.1       82.0       87.6:      18.0       12.4
Old  :     100.0:      31.5       12.2       10.6       39.3       64.2       81.3       86.9:      18.7       13.1
Other:     100.0:      27.0       26.5        8.7       51.2       56.4       86.9       91.6:      13.1        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        47         33         40         56         52        134        104:
Old  :       158:        52         31         39         56         50        132        102:
Other:        60:         8         14          9         32         12         46         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       39.3       27.1       51.8       17.6       36.0       27.0       45.7
Old  :                 17.2       40.2       27.5       52.7       17.2       37.2       27.1       48.0
Other:                 42.1       61.0       53.4       76.6       42.1       59.8       53.2       70.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    15,979:     5,936      1,502        161      6,153     12,888     12,250     14,551:     3,729      1,428
Old  :    14,264:     5,733      1,402         86      5,158     11,656     10,977     13,144:     3,287      1,120
Other:     1,715:       203        100         75        995      1,232      1,273      1,407:       442        308
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :       423:       -29        472        -47        452       -360        376         65:        47        358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        9.4        1.0       38.5       80.7       76.7       91.1:      23.3        8.9
Old  :     100.0:      40.2        9.8        0.6       36.2       81.7       77.0       92.1:      23.0        7.9
Other:     100.0:      11.8        5.8        4.4       58.0       71.8       74.2       82.0:      25.8       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        33          7          3         29         17         63         27:
Old  :        77:        33          6          2         28         15         62         23:
Other:        21:         3          1          2          6         11         10         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       64.2       33.0       77.8       22.5       61.0       31.8       74.0
Old  :                 21.4       67.7       31.6       80.5       21.4       64.5       30.6       76.9
Other:                 61.8       49.3       73.6       70.6       61.2       47.6       66.6       66.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   905,230:   277,002    140,750     34,993    503,685    601,585    815,680    777,328:    89,550    127,902
Old  :   905,230:   277,002    140,750     34,993    503,685    601,585    815,680    777,328:    89,550    127,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    24,231:    -4,917       -856     10,816     17,082     17,637     22,981     27,597:     1,250     -3,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       15.5        3.9       55.6       66.5       90.1       85.9:       9.9       14.1
Old  :     100.0:      30.6       15.5        3.9       55.6       66.5       90.1       85.9:       9.9       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        36         51         18         78        112        123        172:
Old  :       228:        36         51         18         78        112        123        172:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       21.0       45.3       28.6       33.4       18.7       41.6       24.8
Old  :                 36.6       21.0       45.3       28.6       33.4       18.7       41.6       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,277,965:   123,328    267,129     40,070    858,339    672,242  1,021,737    979,441:   256,228    298,524
Old  : 1,277,965:   123,328    267,129     40,070    858,339    672,242  1,021,737    979,441:   256,228    298,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    24,962:    -3,639    -50,546       -717     18,191     68,288     13,835     17,025:    11,127      7,937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       20.9        3.1       67.2       52.6       80.0       76.6:      20.0       23.4
Old  :     100.0:       9.7       20.9        3.1       67.2       52.6       80.0       76.6:      20.0       23.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        36         50         26        101        112        154        171:
Old  :       234:        36         50         26        101        112        154        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       20.7       31.2       30.1       16.7       17.4       22.9       22.0
Old  :                 22.3       20.7       31.2       30.1       16.7       17.4       22.9       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   797,279:    64,963     83,280     22,542    535,780    485,331    623,285    591,153:   173,994    206,126
Old  :   797,279:    64,963     83,280     22,542    535,780    485,331    623,285    591,153:   173,994    206,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    14,744:    -4,472      2,902     -2,027      1,934      6,764     -4,565      7,639:    19,309      7,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       10.4        2.8       67.2       60.9       78.2       74.1:      21.8       25.9
Old  :     100.0:       8.1       10.4        2.8       67.2       60.9       78.2       74.1:      21.8       25.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        15         26         10         64         74         83        106:
Old  :       138:        15         26         10         64         74         83        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       16.8       36.4       27.8       16.5       13.3       25.8       21.2
Old  :                 25.4       16.8       36.4       27.8       16.5       13.3       25.8       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   555,143:    72,529     69,467     51,461    385,252    384,617    509,242    505,545:    45,901     49,598
Old  :   555,143:    72,529     69,467     51,461    385,252    384,617    509,242    505,545:    45,901     49,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    27,967:     4,496      2,841     -1,102     14,178     19,166     17,572     20,905:    10,395      7,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       12.5        9.3       69.4       69.3       91.7       91.1:       8.3        8.9
Old  :     100.0:      13.1       12.5        9.3       69.4       69.3       91.7       91.1:       8.3        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        23         31         28         53         62         90        109:
Old  :       123:        23         31         28         53         62         90        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       29.5       55.8       41.2       31.5       11.4       37.5       19.2
Old  :                 41.7       29.5       55.8       41.2       31.5       11.4       37.5       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    12,570:     2,440      2,035          0      7,533      6,856      9,973      8,891:     2,597      3,679
Old  :    12,570:     2,440      2,035          0      7,533      6,856      9,973      8,891:     2,597      3,679
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       16.2        0.0       59.9       54.5       79.3       70.7:      20.7       29.3
Old  :     100.0:      19.4       16.2        0.0       59.9       54.5       79.3       70.7:      20.7       29.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          4          0          6          6         10         10:
Old  :        20:         4          4          0          6          6         10         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       51.8       74.0       66.7       56.1       51.8       74.0       66.7
Old  :                 56.1       51.8       74.0       66.7       56.1       51.8       74.0       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    69,738:    28,326      8,644         68     26,010     48,231     54,404     56,943:    15,334     12,795
Old  :    69,738:    28,326      8,644         68     26,010     48,231     54,404     56,943:    15,334     12,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :     6,792:     3,237      1,014       -266      2,968      6,932      5,939      7,680:       853       -888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       12.4        0.1       37.3       69.2       78.0       81.7:      22.0       18.3
Old  :     100.0:      40.6       12.4        0.1       37.3       69.2       78.0       81.7:      22.0       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        30         17          2         23         33         55         50:
Old  :        93:        30         17          2         23         33         55         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       29.6       29.8       47.5       18.0       29.6       29.2       46.9
Old  :                 18.0       29.6       29.8       47.5       18.0       29.6       29.2       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,502:     9,337     11,818          0      2,174        584     11,511     12,402:       991        100
Old  :    12,502:     9,337     11,818          0      2,174        584     11,511     12,402:       991        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :      -340:      -158       -284          0        204        -56         46       -340:      -386          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7       94.5        0.0       17.4        4.7       92.1       99.2:       7.9        0.8
Old  :     100.0:      74.7       94.5        0.0       17.4        4.7       92.1       99.2:       7.9        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         9          6          0          3          2         12          8:
Old  :        20:         9          6          0          3          2         12          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.5       96.2       88.8       99.2       76.5       96.2       88.8       99.2
Old  :                 76.5       96.2       88.8       99.2       76.5       96.2       88.8       99.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,361:       252      2,697        250      9,509      6,841     10,011      9,788:       350        573
Old  :    10,361:       252      2,697        250      9,509      6,841     10,011      9,788:       350        573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :       706:        39        133         76        586        514        701        723:         5        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       26.0        2.4       91.8       66.0       96.6       94.5:       3.4        5.5
Old  :     100.0:       2.4       26.0        2.4       91.8       66.0       96.6       94.5:       3.4        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         5         12          2         11         16         17         29:
Old  :        42:         5         12          2         11         16         17         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.5       41.5       89.1       63.8       72.5       41.4       80.0       60.9
Old  :                 72.5       41.5       89.1       63.8       72.5       41.4       80.0       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    23,950:     3,186        166          0     20,571     23,687     23,757     23,853:       193         97
Old  :    23,950:     3,186        166          0     20,571     23,687     23,757     23,853:       193         97
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :     5,523:     1,204       -485          0      4,201      5,986      5,405      5,501:       118         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        0.7        0.0       85.9       98.9       99.2       99.6:       0.8        0.4
Old  :     100.0:      13.3        0.7        0.0       85.9       98.9       99.2       99.6:       0.8        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        10          2          0          9         11         19         13:
Old  :        31:        10          2          0          9         11         19         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.6       81.3       92.2       95.6       75.6       81.3       92.2       94.3
Old  :                 75.6       81.3       92.2       95.6       75.6       81.3       92.2       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 22, 2010