```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 5, 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  :   363,299:    72,253     92,879     52,782    210,821    174,056    335,856    319,717:    27,443     43,582
Old  :   224,692:    60,052     91,086     14,185    132,951     93,232    207,188    198,503:    17,504     26,189
Other:   138,607:    35,649     25,241     15,149     77,870     80,824    128,668    121,214:     9,939     17,393
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :     1,875:     2,567     -2,675        173       -892      6,590      1,848      4,088:        27     -2,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       25.6       14.5       58.0       47.9       92.4       88.0:       7.6       12.0
Old  :     100.0:      26.7       40.5        6.3       59.2       41.5       92.2       88.3:       7.8       11.7
Other:     100.0:      25.7       18.2       10.9       56.2       58.3       92.8       87.5:       7.2       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:        97        136        107         65         95        241        273:
Old  :       336:        88        139         52         48         80        176        233:
Other:       219:        63         57         47         45         83        131        168:
     :----------------------------------------------------------------------------------------------------
     :             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       19.8       42.2       27.6       23.3       17.9       39.3       24.4
Old  :                 34.6       18.5       49.7       27.3       34.6       18.5       49.7       27.2
Other:                 38.2       27.9       51.5       39.1       35.0       24.9       44.2       31.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 5, 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  : 1,032,529:   327,887     63,907     97,431    504,378    637,452    929,696    798,790:   102,833    233,739
Old  :   785,187:   259,550     82,139     48,068    392,784    492,514    700,402    622,721:    84,785    162,466
Other:   247,342:   104,461     17,892     13,239    111,594    144,938    229,294    176,069:    18,048     71,273
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :    42,858:    28,333      1,141     11,101      3,975     32,738     43,409     44,980:      -551     -2,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8        6.2        9.4       48.8       61.7       90.0       77.4:      10.0       22.6
Old  :     100.0:      33.1       10.5        6.1       50.0       62.7       89.2       79.3:      10.8       20.7
Other:     100.0:      42.2        7.2        5.4       45.1       58.6       92.7       71.2:       7.3       28.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       638:       179        110        144        167        272        423        478:
Old  :       623:       172        129        121        156        257        392        448:
Other:       417:        87         62         32         62        236        163        321:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       17.3       25.7       23.0       14.6       16.9       24.2       22.6
Old  :                 18.4       18.0       28.9       23.5       18.2       17.5       28.4       22.9
Other:                 28.3       18.0       42.0       26.2       28.0       17.1       41.1       24.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 5, 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  :    11,971:     3,142        165         86      6,156     10,764      9,384     11,015:     2,587        956
Old  :    10,208:     2,928        165          5      4,754      9,237      7,687      9,407:     2,521        801
Other:     1,763:       214          0         81      1,402      1,527      1,697      1,608:        66        155
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :       -38:       572       -928       -108       -758      1,255       -294        219:       256       -257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        1.4        0.7       51.4       89.9       78.4       92.0:      21.6        8.0
Old  :     100.0:      28.7        1.6        0.0       46.6       90.5       75.3       92.2:      24.7        7.8
Other:     100.0:      12.1        0.0        4.6       79.5       86.6       96.3       91.2:       3.7        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        15          2          2         13         12         28         16:
Old  :        36:        15          2          1         12         10         27         13:
Other:        14:         2          0          2          5          9          7         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  :                 35.2       67.9       51.9       84.7       31.2       60.3       43.7       72.6
Old  :                 35.5       71.1       50.2       87.8       35.5       66.2       50.2       82.8
Other:                 95.3       72.0       96.3       90.1       86.6       72.0       86.7       81.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 5, 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  :   424,304:   129,599     41,790     58,459    195,811    242,901    383,869    343,150:    40,435     81,154
Old  :   344,940:   110,660     37,946     42,990    158,169    207,746    311,819    288,682:    33,121     56,258
Other:    79,364:    31,517     16,422      2,891     37,642     35,155     72,050     54,468:     7,314     24,896
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :     1,009:    17,893      5,734     -4,946     -7,164      2,819      5,783      3,607:    -4,774     -2,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        9.8       13.8       46.1       57.2       90.5       80.9:       9.5       19.1
Old  :     100.0:      32.1       11.0       12.5       45.9       60.2       90.4       83.7:       9.6       16.3
Other:     100.0:      39.7       20.7        3.6       47.4       44.3       90.8       68.6:       9.2       31.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       438:       136        118        113         88        156        310        317:
Old  :       434:       143        114         95         84        147        291        301:
Other:       230:        43         55         13         38        114         88        176:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       18.6       27.4       27.7       15.2       17.1       24.3       23.6
Old  :                 19.3       21.4       30.8       30.6       19.2       19.2       29.5       26.8
Other:                 39.5       20.2       54.7       29.1       39.5       20.0       54.7       28.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 5, 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  :   206,810:    53,506     23,815     30,173     89,991    133,955    173,670    187,943:    33,140     18,867
Old  :   189,496:    49,124     27,688     22,083     87,038    121,715    158,245    171,486:    31,251     18,010
Other:    17,314:    11,236      2,981      1,236      2,953     12,240     15,425     16,457:     1,889        857
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :    -3,238:    10,276      3,087    -13,629     -4,745      6,461     -8,098     -4,081:     4,860        843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       11.5       14.6       43.5       64.8       84.0       90.9:      16.0        9.1
Old  :     100.0:      25.9       14.6       11.7       45.9       64.2       83.5       90.5:      16.5        9.5
Other:     100.0:      64.9       17.2        7.1       17.1       70.7       89.1       95.1:      10.9        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        78         63         66         48         51        175        144:
Old  :       222:        81         64         62         46         48        169        139:
Other:        45:        11          8          6         14         18         27         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       28.3       29.4       39.9       17.7       27.0       25.0       37.2
Old  :                 20.0       29.8       30.2       41.6       20.0       29.2       28.0       41.0
Other:                 62.8       43.3       81.3       66.9       57.1       42.3       75.6       65.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 5, 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  :   658,969:    49,866    151,399      1,837    494,457    371,103    546,160    524,339:   112,809    134,630
Old  :   658,969:    49,866    151,399      1,837    494,457    371,103    546,160    524,339:   112,809    134,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :   -11,454:     3,676      1,519       -710     -9,011    -17,214     -6,045    -16,405:    -5,409      4,951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       23.0        0.3       75.0       56.3       82.9       79.6:      17.1       20.4
Old  :     100.0:       7.6       23.0        0.3       75.0       56.3       82.9       79.6:      17.1       20.4
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  :       153:        27         30          4         64         70         94        101:
Old  :       153:        27         30          4         64         70         94        101:
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  :                 19.9       20.4       33.0       29.2       16.7       20.4       27.5       28.8
Old  :                 19.9       20.4       33.0       29.2       16.7       20.4       27.5       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 5, 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  :     7,010:         0        320         65      6,634      6,409      6,699      6,794:       311        216
Old  :     7,010:         0        320         65      6,634      6,409      6,699      6,794:       311        216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :       284:         0        -56        -90        299        409        209        263:        75         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.6        0.9       94.6       91.4       95.6       96.9:       4.4        3.1
Old  :     100.0:       0.0        4.6        0.9       94.6       91.4       95.6       96.9:       4.4        3.1
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  :        20:         0          2          1         15         18         16         20:
Old  :        20:         0          2          1         15         18         16         20:
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  :                 70.4       67.7       85.4       84.6       30.9       26.7       35.5       34.3
Old  :                 70.4       67.7       85.4       84.6       30.9       26.7       35.5       34.3
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 5, 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  :   163,587:    53,813     24,788     14,142     65,642    108,438    133,597    147,368:    29,990     16,219
Old  :   146,087:    51,247     21,325     11,453     55,711     98,188    118,411    130,966:    27,676     15,121
Other:    17,500:     3,566      4,463      1,689      9,931     10,250     15,186     16,402:     2,314      1,098
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :     4,838:     4,818        371        620     -1,308      3,875      4,130      4,866:       708        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       15.2        8.6       40.1       66.3       81.7       90.1:      18.3        9.9
Old  :     100.0:      35.1       14.6        7.8       38.1       67.2       81.1       89.6:      18.9       10.4
Other:     100.0:      20.4       25.5        9.7       56.7       58.6       86.8       93.7:      13.2        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        55         30         31         53         48        133         94:
Old  :       160:        57         31         30         53         47        131         93:
Other:        50:         7         10          6         24         14         36         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       39.7       24.2       52.6       15.2       32.1       22.9       41.9
Old  :                 15.0       39.2       23.9       52.1       14.4       32.7       22.7       42.4
Other:                 47.3       57.2       60.4       77.7       46.9       55.2       58.9       68.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 5, 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  :    15,458:     6,169        895        329      5,454     13,494     11,952     14,718:     3,506        740
Old  :    14,152:     5,985        895        220      4,725     12,513     10,930     13,628:     3,222        524
Other:     1,306:       202         18         91        729        981      1,022      1,090:       284        216
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :      -523:       -25         72       -111         39       -178        -97       -217:      -426       -306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9        5.8        2.1       35.3       87.3       77.3       95.2:      22.7        4.8
Old  :     100.0:      42.3        6.3        1.6       33.4       88.4       77.2       96.3:      22.8        3.7
Other:     100.0:      15.5        1.4        7.0       55.8       75.1       78.3       83.5:      21.7       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        35          7          7         24         20         64         30:
Old  :        79:        35          7          7         22         18         62         28:
Other:        20:         3          1          3          4         11          9         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  :                 24.1       69.8       34.2       83.5       24.1       66.4       33.1       80.0
Old  :                 21.8       73.2       31.9       85.7       21.5       69.9       30.8       82.4
Other:                 70.4       57.5       78.0       76.0       68.8       57.5       71.3       72.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 5, 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  :   833,027:   238,142    146,596     28,964    475,619    538,157    742,725    713,717:    90,302    119,310
Old  :   833,027:   238,142    146,596     28,964    475,619    538,157    742,725    713,717:    90,302    119,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :   -20,735:   -50,124     12,051     11,792      7,093    -51,855    -31,239    -28,012:    10,504      7,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       17.6        3.5       57.1       64.6       89.2       85.7:      10.8       14.3
Old  :     100.0:      28.6       17.6        3.5       57.1       64.6       89.2       85.7:      10.8       14.3
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  :       207:        32         52         20         66        101        107        164:
Old  :       207:        32         52         20         66        101        107        164:
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  :                 41.6       21.1       49.8       28.9       38.3       18.7       45.5       25.1
Old  :                 41.6       21.1       49.8       28.9       38.3       18.7       45.5       25.1
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 5, 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  : 1,217,404:   155,429    304,661     37,559    796,975    575,354    989,963    917,574:   227,441    299,830
Old  : 1,217,404:   155,429    304,661     37,559    796,975    575,354    989,963    917,574:   227,441    299,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :    57,997:     3,671     16,547     14,142     49,999         -5     67,812     30,684:    -9,815     27,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       25.0        3.1       65.5       47.3       81.3       75.4:      18.7       24.6
Old  :     100.0:      12.8       25.0        3.1       65.5       47.3       81.3       75.4:      18.7       24.6
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  :       229:        40         47         23         99        100        150        159:
Old  :       229:        40         47         23         99        100        150        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  :                 19.5       23.4       28.2       32.7       16.6       19.3       23.8       24.1
Old  :                 19.5       23.4       28.2       32.7       16.6       19.3       23.8       24.1
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 5, 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  :   759,208:    97,199     92,905     11,135    490,258    436,844    598,592    540,884:   160,616    218,324
Old  :   759,208:    97,199     92,905     11,135    490,258    436,844    598,592    540,884:   160,616    218,324
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :     1,185:    -9,656     16,290     -2,799     10,523    -20,833     -1,932     -7,342:     3,117      8,527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       12.2        1.5       64.6       57.5       78.8       71.2:      21.2       28.8
Old  :     100.0:      12.8       12.2        1.5       64.6       57.5       78.8       71.2:      21.2       28.8
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  :       129:        16         23         10         62         66         82         95:
Old  :       129:        16         23         10         62         66         82         95:
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  :                 22.4       18.9       33.6       29.9       15.1       15.7       24.1       23.1
Old  :                 22.4       18.9       33.6       29.9       15.1       15.7       24.1       23.1
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 5, 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  :   485,960:    57,675     56,690     55,438    337,778    334,788    450,891    446,916:    35,069     39,044
Old  :   485,960:    57,675     56,690     55,438    337,778    334,788    450,891    446,916:    35,069     39,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :   -64,887:   -29,307      4,501     -3,978    -35,022    -66,027    -68,307    -65,504:     3,420        617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       11.7       11.4       69.5       68.9       92.8       92.0:       7.2        8.0
Old  :     100.0:      11.9       11.7       11.4       69.5       68.9       92.8       92.0:       7.2        8.0
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  :       112:        27         26         31         45         53         85        101:
Old  :       112:        27         26         31         45         53         85        101:
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  :                 39.7       31.1       55.1       41.9       28.2       13.3       34.9       21.2
Old  :                 39.7       31.1       55.1       41.9       28.2       13.3       34.9       21.2
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 5, 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  :    65,923:    27,699      6,582        104     24,595     49,625     52,398     56,311:    13,525      9,612
Old  :    65,923:    27,699      6,582        104     24,595     49,625     52,398     56,311:    13,525      9,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :     1,960:     1,129        -91       -462       -411      1,716        256      1,163:     1,704        797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0       10.0        0.2       37.3       75.3       79.5       85.4:      20.5       14.6
Old  :     100.0:      42.0       10.0        0.2       37.3       75.3       79.5       85.4:      20.5       14.6
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  :        91:        29         13          2         26         31         55         46:
Old  :        91:        29         13          2         26         31         55         46:
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  :                 16.2       38.2       28.5       58.8       16.0       38.2       27.7       58.0
Old  :                 16.2       38.2       28.5       58.8       16.0       38.2       27.7       58.0
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 5, 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  :    13,009:     9,714     12,331          0      1,928        577     11,642     12,908:     1,367        101
Old  :    13,009:     9,714     12,331          0      1,928        577     11,642     12,908:     1,367        101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :       207:      -190        265          0        397        -58        207        207:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7       94.8        0.0       14.8        4.4       89.5       99.2:      10.5        0.8
Old  :     100.0:      74.7       94.8        0.0       14.8        4.4       89.5       99.2:      10.5        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:        10          6          0          3          1         13          7:
Old  :        20:        10          6          0          3          1         13          7:
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  :                 72.4       96.3       86.0       99.2       72.4       96.3       86.0       99.2
Old  :                 72.4       96.3       86.0       99.2       72.4       96.3       86.0       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 5, 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  :     9,585:       127      2,270        177      8,872      6,450      9,176      8,897:       409        688
Old  :     9,585:       127      2,270        177      8,872      6,450      9,176      8,897:       409        688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :       359:        23        -94          2        461        438        486        346:      -127         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       23.7        1.8       92.6       67.3       95.7       92.8:       4.3        7.2
Old  :     100.0:       1.3       23.7        1.8       92.6       67.3       95.7       92.8:       4.3        7.2
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  :        36:         3         10          2         12         12         16         23:
Old  :        36:         3         10          2         12         12         16         23:
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  :                 69.9       54.2       87.9       75.4       69.9       53.4       82.3       72.7
Old  :                 69.9       54.2       87.9       75.4       69.9       53.4       82.3       72.7
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 5, 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  :    14,554:     2,337         83          0     12,133     14,363     14,470     14,446:        84        108
Old  :    14,554:     2,337         83          0     12,133     14,363     14,470     14,446:        84        108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :     1,251:       -52       -927          0      1,501      2,290      1,449      1,363:      -198       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        0.6        0.0       83.4       98.7       99.4       99.3:       0.6        0.7
Old  :     100.0:      16.1        0.6        0.0       83.4       98.7       99.4       99.3:       0.6        0.7
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  :        30:         9          3          0          8         11         17         14:
Old  :        30:         9          3          0          8         11         17         14:
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  :                 77.8       80.9       93.1       96.3       77.8       80.9       91.9       93.7
Old  :                 77.8       80.9       93.1       96.3       77.8       80.9       91.9       93.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 8, 2010