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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 28, 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  :   488,334:   113,353     85,742     65,619    269,214    280,903    448,186    432,264:    40,148     56,070
Old  :   293,812:    98,511     79,947     11,047    157,102    177,398    266,660    268,392:    27,152     25,420
Other:   194,522:    44,013     34,966     25,401    112,112    103,505    181,526    163,872:    12,996     30,650
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :     8,093:     5,851       -793      1,840        -70      7,895      7,621      8,942:       472       -849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       17.6       13.4       55.1       57.5       91.8       88.5:       8.2       11.5
Old  :     100.0:      33.5       27.2        3.8       53.5       60.4       90.8       91.3:       9.2        8.7
Other:     100.0:      22.6       18.0       13.1       57.6       53.2       93.3       84.2:       6.7       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       413:       153        121        121         79        126        310        297:
Old  :       393:       155        111         59         59        109        251        243:
Other:       272:        68         76         50         65        115        162        217:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.1       24.6       36.0       31.2       20.9       21.0       34.5       25.6
Old  :                 28.1       32.3       40.6       40.7       28.1       31.8       40.5       39.1
Other:                 32.5       17.3       44.8       26.2       29.7       16.4       41.3       22.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 28, 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  : 1,542,447:   600,205    119,770    134,488    648,130  1,042,683  1,382,823  1,296,941:   159,624    245,506
Old  : 1,213,397:   476,195    112,055     84,329    527,097    837,835  1,087,621  1,034,219:   125,776    179,178
Other:   329,050:   152,792     36,497     21,377    121,033    204,848    295,202    262,722:    33,848     66,328
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :    24,028:    12,461     -5,211     -6,492      7,303     29,872     13,272     18,169:    10,756      5,859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9        7.8        8.7       42.0       67.6       89.7       84.1:      10.3       15.9
Old  :     100.0:      39.2        9.2        6.9       43.4       69.0       89.6       85.2:      10.4       14.8
Other:     100.0:      46.4       11.1        6.5       36.8       62.3       89.7       79.8:      10.3       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       863:       278        120        166        214        389        566        623:
Old  :       843:       273        123        128        184        376        511        583:
Other:       622:       122        105         44        112        334        260        466:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       12.5       21.7       19.4       12.3       10.2       18.6       16.0
Old  :                 15.8       14.0       24.2       20.4       14.9       12.1       21.3       17.2
Other:                 23.6       12.7       33.4       18.7       23.6       11.8       32.7       17.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 28, 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  :    11,770:     4,573        136         73      4,719     10,541      9,365     10,750:     2,405      1,020
Old  :    10,432:     4,407        180          1      3,790      9,429      8,198      9,610:     2,234        822
Other:     1,338:       210          0         28        929      1,112      1,167      1,140:       171        198
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :        -1:      -326        -30         11        142        203       -173        184:       172       -185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9        1.2        0.6       40.1       89.6       79.6       91.3:      20.4        8.7
Old  :     100.0:      42.2        1.7        0.0       36.3       90.4       78.6       92.1:      21.4        7.9
Other:     100.0:      15.7        0.0        2.1       69.4       83.1       87.2       85.2:      12.8       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        23          2          3         17         11         40         16:
Old  :        43:        20          3          1         12         11         32         15:
Other:        18:         6          0          2          8          8         14         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.6       71.7       47.8       86.2       30.6       66.6       47.6       80.4
Old  :                 32.6       76.5       51.8       88.1       32.6       74.8       51.8       86.1
Other:                 62.7       71.5       82.1       84.4       57.2       71.5       72.7       72.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 28, 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  :   646,356:   259,531     31,258     70,562    253,908    457,123    584,001    558,943:    62,355     87,413
Old  :   510,601:   217,437     23,374     45,605    194,565    380,014    457,607    448,993:    52,994     61,608
Other:   135,755:    60,808     26,598      6,243     59,343     77,109    126,394    109,950:     9,361     25,805
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :   -14,507:     1,973    -10,271    -16,267     -4,444     11,969    -18,738    -14,569:     4,231         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2        4.8       10.9       39.3       70.7       90.4       86.5:       9.6       13.5
Old  :     100.0:      42.6        4.6        8.9       38.1       74.4       89.6       87.9:      10.4       12.1
Other:     100.0:      44.8       19.6        4.6       43.7       56.8       93.1       81.0:       6.9       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       588:       234         71        161        122        215        437        412:
Old  :       567:       220         76        131        108        210        396        386:
Other:       352:        88         69         24         56        165        161        245:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       24.2       21.7       33.7       11.7       22.8       18.9       31.1
Old  :                 16.9       28.5       25.8       39.0       16.1       28.0       24.5       38.0
Other:                 27.9       23.8       42.4       32.8       27.0       23.7       39.3       32.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, December 28, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    22,484:    19,601      1,244         36         28      4,399     19,665      5,679:     2,819     16,805
Old  :    10,267:     8,186        757         25         28      1,947      8,239      2,729:     2,028      7,538
Other:    12,217:    11,420        492          6          0      2,452     11,426      2,950:       791      9,267
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :     2,192:     2,386        581         30        -11        696      2,405      1,307:      -213        885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.2        5.5        0.2        0.1       19.6       87.5       25.3:      12.5       74.7
Old  :     100.0:      79.7        7.4        0.2        0.3       19.0       80.2       26.6:      19.8       73.4
Other:     100.0:      93.5        4.0        0.0        0.0       20.1       93.5       24.1:       6.5       75.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        17          4          4          2          9         20         16:
Old  :        28:        16          3          2          2          9         18         14:
Other:        26:        14          3          2          0          9         14         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  :                 55.6       15.1       75.6       20.5       55.6       15.1       75.6       20.3
Old  :                 51.0       18.3       67.8       24.7       50.9       18.3       67.5       24.6
Other:                 66.6       14.3       87.5       20.0       66.6       14.3       87.5       20.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 28, 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  :   351,072:    99,143     26,238     35,289    179,058    266,788    313,490    328,315:    37,582     22,757
Old  :   316,577:    99,569     30,432     23,650    158,161    241,858    281,380    295,940:    35,197     20,637
Other:    34,495:     6,199      2,431      5,014     20,897     24,930     32,110     32,375:     2,385      2,120
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :    -3,923:     2,434       -595    -11,193      3,892      7,804     -4,867     -3,984:       944         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2        7.5       10.1       51.0       76.0       89.3       93.5:      10.7        6.5
Old  :     100.0:      31.5        9.6        7.5       50.0       76.4       88.9       93.5:      11.1        6.5
Other:     100.0:      18.0        7.0       14.5       60.6       72.3       93.1       93.9:       6.9        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        97         45         70         62         57        199        151:
Old  :       240:        95         56         67         60         56        195        148:
Other:        65:        20          9          6         26         17         48         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  :                 14.8       36.8       26.4       51.2       13.1       28.8       21.9       41.8
Old  :                 14.9       36.2       26.5       50.5       14.5       32.3       24.3       44.7
Other:                 51.8       62.6       69.9       78.8       44.7       59.8       58.7       70.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 28, 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  :   529,597:    44,226     71,225      4,947    363,038    319,673    412,211    395,845:   117,386    133,752
Old  :   529,597:    44,226     71,225      4,947    363,038    319,673    412,211    395,845:   117,386    133,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :    -7,523:    -4,225     -3,744      1,818    -13,131       -202    -15,538     -2,128:     8,015     -5,395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       13.4        0.9       68.5       60.4       77.8       74.7:      22.2       25.3
Old  :     100.0:       8.4       13.4        0.9       68.5       60.4       77.8       74.7:      22.2       25.3
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  :       129:        19         24         11         68         58         93         87:
Old  :       129:        19         24         11         68         58         93         87:
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  :                 25.0       17.0       35.6       27.9       22.3       15.5       32.8       25.4
Old  :                 25.0       17.0       35.6       27.9       22.3       15.5       32.8       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, December 28, 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  :   307,561:    40,314     49,206        250    206,626    216,665    247,190    266,121:    60,371     41,440
Old  :   307,561:    40,314     49,206        250    206,626    216,665    247,190    266,121:    60,371     41,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :     2,293:     1,635        703        -44     -1,600      3,312         -9      3,971:     2,302     -1,678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       16.0        0.1       67.2       70.4       80.4       86.5:      19.6       13.5
Old  :     100.0:      13.1       16.0        0.1       67.2       70.4       80.4       86.5:      19.6       13.5
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  :        53:         5          9          1         25         28         30         38:
Old  :        53:         5          9          1         25         28         30         38:
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  :                 28.2       48.8       49.2       64.0       27.7       48.4       47.1       63.0
Old  :                 28.2       48.8       49.2       64.0       27.7       48.4       47.1       63.0
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, December 28, 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  :     7,255:       969        380        546      5,519      5,938      7,034      6,864:       221        391
Old  :     7,255:       969        380        546      5,519      5,938      7,034      6,864:       221        391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :       166:        27         10          7         89         57        123         74:        43         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        5.2        7.5       76.1       81.8       97.0       94.6:       3.0        5.4
Old  :     100.0:      13.4        5.2        7.5       76.1       81.8       97.0       94.6:       3.0        5.4
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  :        33:         5          5          5         17         20         26         26:
Old  :        33:         5          5          5         17         20         26         26:
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  :                 59.5       50.3       72.5       68.1       45.0       37.9       52.3       47.6
Old  :                 59.5       50.3       72.5       68.1       45.0       37.9       52.3       47.6
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, December 28, 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  :   196,263:    62,571      9,597     17,313     79,662    153,411    159,546    180,321:    36,717     15,942
Old  :   168,524:    59,902     11,047     12,422     63,321    130,223    135,645    153,692:    32,879     14,832
Other:    27,739:     5,126      1,007      2,434     16,341     23,188     23,901     26,629:     3,838      1,110
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :     2,132:      -142         25      1,742      2,690      1,169      4,290      2,936:    -2,158       -804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        4.9        8.8       40.6       78.2       81.3       91.9:      18.7        8.1
Old  :     100.0:      35.5        6.6        7.4       37.6       77.3       80.5       91.2:      19.5        8.8
Other:     100.0:      18.5        3.6        8.8       58.9       83.6       86.2       96.0:      13.8        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        80         16         40         65         52        171         99:
Old  :       188:        82         20         36         63         49        165         95:
Other:        78:        24          6         10         39         19         70         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       47.8       18.7       56.7        9.1       44.4       15.6       51.9
Old  :                  9.5       44.8       17.2       55.1        9.2       41.3       16.2       49.3
Other:                 39.4       65.8       51.0       80.5       38.5       63.2       49.1       76.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 28, 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  :    19,081:     4,695      2,460      2,376      7,130     12,979     14,201     17,815:     4,880      1,266
Old  :    18,221:     4,907      2,450      2,045      6,524     12,632     13,476     17,127:     4,745      1,094
Other:       860:         0        222        119        606        347        725        688:       135        172
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :       573:      -173        -40        794        290        275        911      1,029:      -338       -456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       12.9       12.5       37.4       68.0       74.4       93.4:      25.6        6.6
Old  :     100.0:      26.9       13.4       11.2       35.8       69.3       74.0       94.0:      26.0        6.0
Other:     100.0:       0.0       25.8       13.8       70.5       40.3       84.3       80.0:      15.7       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        33         14         21         28         18         78         46:
Old  :        91:        35         14         20         27         17         77         44:
Other:        23:         0          5          6          7          8         13         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       48.7       29.0       63.9       19.6       47.0       28.0       60.4
Old  :                 19.6       49.9       29.1       65.4       19.4       49.8       28.1       63.8
Other:                 70.0       53.5       81.6       72.3       68.1       53.5       69.3       63.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 28, 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  :   646,445:    66,147    109,945      2,830    496,277    405,958    565,254    518,733:    81,191    127,712
Old  :   646,445:    66,147    109,945      2,830    496,277    405,958    565,254    518,733:    81,191    127,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :   -36,846:    -7,996    -30,119     -2,655    -32,146    -17,563    -42,797    -50,337:     5,951     13,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       17.0        0.4       76.8       62.8       87.4       80.2:      12.6       19.8
Old  :     100.0:      10.2       17.0        0.4       76.8       62.8       87.4       80.2:      12.6       19.8
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  :       163:        21         29         11         68         89         95        123:
Old  :       163:        21         29         11         68         89         95        123:
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  :                 32.0       20.1       44.0       29.9       28.1       19.4       40.0       28.5
Old  :                 32.0       20.1       44.0       29.9       28.1       19.4       40.0       28.5
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, December 28, 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  : 1,334,702:   147,554    253,147      9,552    915,546    776,713  1,072,652  1,039,412:   262,050    295,290
Old  : 1,334,702:   147,554    253,147      9,552    915,546    776,713  1,072,652  1,039,412:   262,050    295,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :   -21,092:   -26,821        849     -1,629    -16,439    -15,527    -44,889    -16,307:    23,797     -4,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       19.0        0.7       68.6       58.2       80.4       77.9:      19.6       22.1
Old  :     100.0:      11.1       19.0        0.7       68.6       58.2       80.4       77.9:      19.6       22.1
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  :       236:        46         42         18         98        109        154        159:
Old  :       236:        46         42         18         98        109        154        159:
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  :                 25.5       16.6       33.6       25.6       22.9       14.5       29.1       21.6
Old  :                 25.5       16.6       33.6       25.6       22.9       14.5       29.1       21.6
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, December 28, 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  : 1,002,092:   173,246     83,222     13,538    642,260    677,511    829,044    774,271:   173,048    227,821
Old  : 1,002,092:   173,246     83,222     13,538    642,260    677,511    829,044    774,271:   173,048    227,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :   -31,947:     7,889    -17,535     -3,369    -44,210    -14,111    -39,690    -35,015:     7,743      3,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        8.3        1.4       64.1       67.6       82.7       77.3:      17.3       22.7
Old  :     100.0:      17.3        8.3        1.4       64.1       67.6       82.7       77.3:      17.3       22.7
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  :       158:        27         23         14         75         77        108        108:
Old  :       158:        27         23         14         75         77        108        108:
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  :                 20.6       23.5       31.8       35.4       19.1       19.1       27.0       29.3
Old  :                 20.6       23.5       31.8       35.4       19.1       19.1       27.0       29.3
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, December 28, 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  :   575,278:   170,461     33,181     60,715    317,468    442,427    548,644    536,323:    26,634     38,955
Old  :   575,278:   170,461     33,181     60,715    317,468    442,427    548,644    536,323:    26,634     38,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :       873:      -427     -2,710       -983      3,543      5,520      2,133      1,827:    -1,260       -954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        5.8       10.6       55.2       76.9       95.4       93.2:       4.6        6.8
Old  :     100.0:      29.6        5.8       10.6       55.2       76.9       95.4       93.2:       4.6        6.8
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  :       105:        28         18         28         49         46         88         83:
Old  :       105:        28         18         28         49         46         88         83:
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  :                 31.0       39.0       48.4       56.0       22.5       20.3       33.0       30.5
Old  :                 31.0       39.0       48.4       56.0       22.5       20.3       33.0       30.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, December 28, 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  :    36,546:     9,844      2,642         47     20,447     29,903     30,338     32,591:     6,209      3,955
Old  :    36,546:     9,844      2,642         47     20,447     29,903     30,338     32,591:     6,209      3,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :      -334:      -251       -477         38       -158       -567       -371     -1,006:        37        672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        7.2        0.1       55.9       81.8       83.0       89.2:      17.0       10.8
Old  :     100.0:      26.9        7.2        0.1       55.9       81.8       83.0       89.2:      17.0       10.8
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  :        78:        21          8          2         24         28         45         38:
Old  :        78:        21          8          2         24         28         45         38:
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  :                 27.9       43.1       41.4       59.9       27.5       43.1       41.0       59.9
Old  :                 27.9       43.1       41.4       59.9       27.5       43.1       41.0       59.9
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, December 28, 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  :    73,092:    19,688      5,283         93     40,894     59,806     60,675     65,182:    12,417      7,910
Old  :    73,092:    19,688      5,283         93     40,894     59,806     60,675     65,182:    12,417      7,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :      -668:      -501       -953         76       -316     -1,134       -741     -2,011:        73      1,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        7.2        0.1       55.9       81.8       83.0       89.2:      17.0       10.8
Old  :     100.0:      26.9        7.2        0.1       55.9       81.8       83.0       89.2:      17.0       10.8
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  :        78:        21          8          2         24         28         45         38:
Old  :        78:        21          8          2         24         28         45         38:
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  :                 27.9       43.1       41.4       59.9       27.5       43.1       41.0       59.9
Old  :                 27.9       43.1       41.4       59.9       27.5       43.1       41.0       59.9
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, December 28, 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  :    14,172:     1,775      1,954          0     12,353     12,020     14,128     13,974:        44        198
Old  :    14,172:     1,775      1,954          0     12,353     12,020     14,128     13,974:        44        198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :       305:       -53        191          0        373        135        320        326:       -15        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       13.8        0.0       87.2       84.8       99.7       98.6:       0.3        1.4
Old  :     100.0:      12.5       13.8        0.0       87.2       84.8       99.7       98.6:       0.3        1.4
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  :        34:         2         10          0         10         15         12         25:
Old  :        34:         2         10          0         10         15         12         25:
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  :                 83.8       63.9       98.4       82.1       83.8       63.2       97.7       81.4
Old  :                 83.8       63.9       98.4       82.1       83.8       63.2       97.7       81.4
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, December 28, 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  :    41,158:     4,278      1,055          0     36,573     39,924     40,851     40,979:       307        179
Old  :    41,158:     4,278      1,055          0     36,573     39,924     40,851     40,979:       307        179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :     2,178:     1,022        220          0      1,328      2,064      2,350      2,284:      -172       -106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        2.6        0.0       88.9       97.0       99.3       99.6:       0.7        0.4
Old  :     100.0:      10.4        2.6        0.0       88.9       97.0       99.3       99.6:       0.7        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  :        28:         2          6          0          6         16          8         22:
Old  :        28:         2          6          0          6         16          8         22:
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  :                 97.3       78.1       99.3       91.7       97.3       78.1       99.1       91.7
Old  :                 97.3       78.1       99.3       91.7       97.3       78.1       99.1       91.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 3, 2011