```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      440,022
COMMITMENTS
  71,797   84,308  108,538  229,720  195,836  410,054  388,683   29,968   51,340

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      4,620)
  -3,725   14,024    3,817    7,871  -10,046    7,964    7,796   -3,343   -3,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     19.2     24.7     52.2     44.5     93.2     88.3      6.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
     109      133      129       82       98      272      290
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,220,477
COMMITMENTS
 269,131   67,734  255,375  575,721  631,386  1100227  954,496  120,250  265,981

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:      7,982)
  -2,958     -139   -1,049   11,690    9,014    7,682    7,826      300      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      5.5     20.9     47.2     51.7     90.1     78.2      9.9     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      645)
     166      124      195      219      298      484      540
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,028
COMMITMENTS
   1,885    1,141      956    8,097    9,640   10,937   11,737    2,090    1,290

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        -31)
     168      271       34      -18     -282      185       23     -216      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      8.8      7.3     62.1     74.0     84.0     90.1     16.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        6        3       13       15       24       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      606,444
COMMITMENTS
 115,297   43,664  175,007  261,084  289,944  551,388  508,615   55,055   97,829

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -16,553)
 -34,853    8,388   11,500   14,124  -31,073   -9,230  -11,186   -7,323   -5,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      7.2     28.9     43.1     47.8     90.9     83.9      9.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
     162      102      178      123      162      382      370
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       14,388
COMMITMENTS
  11,579    1,525      341        0    1,300   11,920    3,166    2,468   11,222

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -2,762)
  -2,052     -880        7        0     -854   -2,045   -1,727     -717   -1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.5     10.6      2.4      0.0      9.0     82.8     22.0     17.2     78.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      15        3       10        0        4       16       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      259,981
COMMITMENTS
  40,910   21,083   66,323  123,313  151,031  230,546  238,437   29,435   21,544

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -8,559)
 -14,511    2,087     -747   11,467  -11,189   -3,791   -9,849   -4,768    1,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      8.1     25.5     47.4     58.1     88.7     91.7     11.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      61       53       85       59       60      181      172
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      753,723
COMMITMENTS
  61,531  151,276   40,482  521,943  419,045  623,956  610,803  129,767  142,920

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -7,761)
   4,773   -5,101    5,015   -6,986  -22,431    2,802  -22,516  -10,563   14,755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     20.1      5.4     69.2     55.6     82.8     81.0     17.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      40       31       38       73       79      129      132
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,420
COMMITMENTS
     166       80      153    6,764    6,891    7,083    7,124      337      296

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:        406)
      91      -33      -32      281      377      340      312       66       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      1.1      2.1     91.2     92.9     95.5     96.0      4.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       14       17       16       20
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      187,818
COMMITMENTS
  50,076   21,067   27,102   73,481  114,097  150,659  162,266   37,159   25,552

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -7,327)
 -10,034    1,969     -345    5,882  -10,779   -4,497   -9,156   -2,830    1,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7     11.2     14.4     39.1     60.7     80.2     86.4     19.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      62       32       42       55       51      143      106
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,311
COMMITMENTS
   6,019      307    1,222    5,661   14,526   12,901   16,054    4,410    1,257

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -1,478)
  -1,051      185     -329      710   -1,414     -670   -1,559     -808       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8      1.8      7.1     32.7     83.9     74.5     92.7     25.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      35        7       10       28       21       70       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      927,039
COMMITMENTS
 333,288  134,709   41,912  467,202  624,023  842,402  800,645   84,636  126,394

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -21,029)
     -53  -15,040   -2,381  -12,346   -1,702  -14,780  -19,123   -6,249   -1,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     14.5      4.5     50.4     67.3     90.9     86.4      9.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      37       55       31       71      108      126      176
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,641,410
COMMITMENTS
 162,407  276,385  219,354  983,759  853,235  1365521  1348974  275,889  292,436

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    148,581)
  -2,966   50,543   53,405  114,191   45,094  164,629  149,042  -16,048     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     16.8     13.4     59.9     52.0     83.2     82.2     16.8     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      42       49       59      121      124      196      199
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      862,716
COMMITMENTS
 131,609   69,722   29,211  517,752  549,966  678,572  648,899  184,144  213,817

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -10,002)
     868  -22,283    2,471   13,560   13,438   16,899   -6,374  -26,901   -3,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      8.1      3.4     60.0     63.7     78.7     75.2     21.3     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      25       20       20       72       76      104      109
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      906,428
COMMITMENTS
  78,418   48,817  306,905  485,701  508,024  871,025  863,747   35,403   42,681

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -13,159)
  -1,153   -3,429    6,457  -17,269  -16,530  -11,966  -13,502   -1,193      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      5.4     33.9     53.6     56.0     96.1     95.3      3.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      35       27       48       53       63      109      121
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       64,882
COMMITMENTS
  25,832    8,502    1,100   26,717   46,022   53,648   55,624   11,234    9,258

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:    -27,237)
  -3,282   -5,348   -2,370  -16,939  -13,790  -22,591  -21,509   -4,646   -5,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8     13.1      1.7     41.2     70.9     82.7     85.7     17.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      27       17        6       26       24       57       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,869
COMMITMENTS
   9,935   12,052        0    1,568      715   11,503   12,767    1,366      102

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -2,275)
      52    2,273   -2,327      -90   -2,214   -2,365   -2,268       90       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.2     93.7      0.0     12.2      5.6     89.4     99.2     10.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        5        0        1        3       12        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,963
COMMITMENTS
     145    2,127      175    7,913    5,896    8,233    8,198      730      765

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -312)
    -221     -424       80     -695     -628     -836     -972      524      660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     23.7      2.0     88.3     65.8     91.9     91.5      8.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        9        2       13       12       17       21
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,004
COMMITMENTS
   3,075    1,052        0   10,539   12,641   13,614   13,693      390      311

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:       -286)
    -478      929        0      -37   -1,481     -515     -552      229      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      7.5      0.0     75.3     90.3     97.2     97.8      2.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        4        0        8       10       15       14
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Updated December 28, 2009