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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 12, 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  :   382,064:    76,399     99,948     53,243    223,647    180,677    353,289    333,868:    28,775     48,196
Old  :   236,524:    63,996     94,943     14,207    139,637     98,042    217,840    207,192:    18,684     29,332
Other:   145,540:    35,710     28,312     15,729     84,010     82,635    135,449    126,676:    10,091     18,864
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    18,765:     4,146      7,069        461     12,826      6,621     17,433     14,151:     1,332      4,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       26.2       13.9       58.5       47.3       92.5       87.4:       7.5       12.6
Old  :     100.0:      27.1       40.1        6.0       59.0       41.5       92.1       87.6:       7.9       12.4
Other:     100.0:      24.5       19.5       10.8       57.7       56.8       93.1       87.0:       6.9       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:        95        146        103         67         97        244        278:
Old  :       344:        92        143         48         49         82        175        242:
Other:       224:        59         63         52         45         84        131        178:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.0       20.0       43.3       27.3       24.4       17.8       40.8       23.8
Old  :                 36.8       19.5       51.2       27.4       36.8       19.5       51.2       27.4
Other:                 37.2       27.8       49.8       38.6       33.4       25.8       43.1       30.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 12, 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  : 1,113,057:   344,016     70,883    119,609    537,591    660,388  1,001,216    850,880:   111,841    262,177
Old  :   840,644:   270,843     96,616     59,729    419,093    504,196    749,665    660,541:    90,979    180,103
Other:   272,413:   119,168     20,262     13,885    118,498    156,192    251,551    190,339:    20,862     82,074
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    80,528:    16,129      6,976     22,178     33,213     22,936     71,520     52,090:     9,008     28,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        6.4       10.7       48.3       59.3       90.0       76.4:      10.0       23.6
Old  :     100.0:      32.2       11.5        7.1       49.9       60.0       89.2       78.6:      10.8       21.4
Other:     100.0:      43.7        7.4        5.1       43.5       57.3       92.3       69.9:       7.7       30.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       679:       198        119        170        171        279        460        518:
Old  :       664:       186        150        139        159        262        423        483:
Other:       458:       103         75         31         68        245        181        345:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       16.8       26.1       22.2       15.5       16.4       24.7       21.8
Old  :                 19.7       17.3       29.9       22.9       19.5       16.9       29.4       22.5
Other:                 25.9       17.4       39.8       25.3       25.8       17.0       39.0       23.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,423:     3,600        159         75      6,520     11,005     10,195     11,239:     2,228      1,184
Old  :    10,568:     3,419        159          0      4,995      9,398      8,414      9,557:     2,154      1,011
Other:     1,855:       181          0         75      1,525      1,607      1,781      1,682:        74        173
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :       452:       458         -6        -11        364        241        811        224:      -359        228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        1.3        0.6       52.5       88.6       82.1       90.5:      17.9        9.5
Old  :     100.0:      32.4        1.5        0.0       47.3       88.9       79.6       90.4:      20.4        9.6
Other:     100.0:       9.8        0.0        4.0       82.2       86.6       96.0       90.7:       4.0        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        14          2          1         13         12         27         15:
Old  :        36:        14          2          0         12         11         26         13:
Other:        14:         2          0          1          5          9          7         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  :                 35.2       64.3       53.0       83.4       32.4       57.5       46.8       73.2
Old  :                 36.4       67.2       52.8       86.1       36.4       63.2       52.8       81.1
Other:                 95.3       70.9       96.0       89.8       87.2       70.9       87.4       82.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 12, 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  :   438,758:   115,981     53,622     59,405    219,065    235,750    394,451    348,777:    44,307     89,981
Old  :   350,653:    99,928     51,433     38,623    176,692    198,641    315,243    288,697:    35,410     61,956
Other:    88,105:    33,605     19,741      3,230     42,373     37,109     79,208     60,080:     8,897     28,025
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    14,454:   -13,618     11,832        946     23,254     -7,151     10,582      5,627:     3,872      8,827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       12.2       13.5       49.9       53.7       89.9       79.5:      10.1       20.5
Old  :     100.0:      28.5       14.7       11.0       50.4       56.6       89.9       82.3:      10.1       17.7
Other:     100.0:      38.1       22.4        3.7       48.1       42.1       89.9       68.2:      10.1       31.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       438:       125        126        117         90        157        301        331:
Old  :       434:       133        122         97         86        152        280        319:
Other:       246:        43         63         16         46        117        100        187:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       17.8       28.0       25.3       16.0       16.5       25.1       22.6
Old  :                 20.7       19.9       31.7       28.2       20.6       18.3       30.8       25.7
Other:                 35.8       17.7       51.5       27.4       35.8       17.1       50.7       26.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,014:    11,735      1,267        509          0      1,491     12,244      3,267:     2,770     11,747
Old  :     7,143:     4,615      1,517        237          0        397      4,852      2,151:     2,291      4,992
Other:     7,871:     7,375          5         17          0      1,094      7,392      1,116:       479      6,755
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.2        8.4        3.4        0.0        9.9       81.6       21.8:      18.4       78.2
Old  :     100.0:      64.6       21.2        3.3        0.0        5.6       67.9       30.1:      32.1       69.9
Other:     100.0:      93.7        0.1        0.2        0.0       13.9       93.9       14.2:       6.1       85.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        14          3         10          0          4         15         16:
Old  :        21:        13          4          6          0          4         13         14:
Other:        16:        11          1          4          0          4         12          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       15.2       68.3       21.1       48.3       13.6       66.7       18.4
Old  :                 40.9       23.9       59.6       29.4       38.6       23.8       57.2       26.8
Other:                 60.4       13.9       84.6       14.2       60.4       13.9       84.6       14.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 12, 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  :   212,395:    51,454     26,963     29,296    101,403    135,812    182,153    192,071:    30,242     20,324
Old  :   193,358:    44,746     30,849     22,503     98,170    120,496    165,419    173,848:    27,939     19,510
Other:    19,037:    12,333      1,739      1,168      3,233     15,316     16,734     18,223:     2,303        814
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :     5,585:    -2,052      3,148       -877     11,412      1,857      8,483      4,128:    -2,898      1,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       12.7       13.8       47.7       63.9       85.8       90.4:      14.2        9.6
Old  :     100.0:      23.1       16.0       11.6       50.8       62.3       85.6       89.9:      14.4       10.1
Other:     100.0:      64.8        9.1        6.1       17.0       80.5       87.9       95.7:      12.1        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        66         58         60         51         50        155        139:
Old  :       201:        67         59         58         49         46        149        135:
Other:        50:        14          6          7         17         20         33         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  :                 20.3       27.1       31.5       38.7       19.1       25.4       26.6       36.3
Old  :                 22.2       26.6       33.0       37.7       21.6       25.8       30.2       37.0
Other:                 62.3       44.9       79.8       66.6       57.1       44.4       73.3       65.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 12, 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  :   657,643:    49,908    150,989      8,037    489,097    349,668    547,042    508,694:   110,601    148,949
Old  :   657,643:    49,908    150,989      8,037    489,097    349,668    547,042    508,694:   110,601    148,949
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    -1,326:        42       -410      6,200     -5,360    -21,435        882    -15,645:    -2,208     14,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       23.0        1.2       74.4       53.2       83.2       77.4:      16.8       22.6
Old  :     100.0:       7.6       23.0        1.2       74.4       53.2       83.2       77.4:      16.8       22.6
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  :       161:        28         36         17         63         70        100        114:
Old  :       161:        28         36         17         63         70        100        114:
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  :                 20.2       20.3       33.6       29.2       16.1       20.1       28.2       28.3
Old  :                 20.2       20.3       33.6       29.2       16.1       20.1       28.2       28.3
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 12, 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  :     7,401:         0        229         65      6,876      6,819      6,941      7,113:       460        288
Old  :     7,401:         0        229         65      6,876      6,819      6,941      7,113:       460        288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :       391:         0        -91          0        242        410        242        319:       149         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.1        0.9       92.9       92.1       93.8       96.1:       6.2        3.9
Old  :     100.0:       0.0        3.1        0.9       92.9       92.1       93.8       96.1:       6.2        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 69.5       72.4       83.9       84.9       29.4       28.2       33.8       33.8
Old  :                 69.5       72.4       83.9       84.9       29.4       28.2       33.8       33.8
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 12, 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  :   164,952:    50,917     24,330     18,737     67,094    101,659    136,748    144,726:    28,204     20,226
Old  :   145,418:    47,282     19,881     16,170     56,380     90,601    119,832    126,652:    25,586     18,766
Other:    19,534:     4,324      5,138      1,878     10,714     11,058     16,916     18,074:     2,618      1,460
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :     1,365:    -2,896       -458      4,595      1,452     -6,779      3,151     -2,642:    -1,786      4,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       14.7       11.4       40.7       61.6       82.9       87.7:      17.1       12.3
Old  :     100.0:      32.5       13.7       11.1       38.8       62.3       82.4       87.1:      17.6       12.9
Other:     100.0:      22.1       26.3        9.6       54.8       56.6       86.6       92.5:      13.4        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        47         36         38         56         50        135        102:
Old  :       161:        49         37         38         56         49        134        101:
Other:        52:         6         12          6         28         12         39         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       36.7       27.8       49.1       17.6       32.8       27.7       42.4
Old  :                 17.2       36.0       28.4       48.6       17.1       33.1       27.6       43.2
Other:                 44.8       59.1       58.0       78.6       44.4       59.0       56.5       69.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 12, 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  :    15,556:     5,965      1,030        208      5,701     13,248     11,874     14,486:     3,682      1,070
Old  :    14,033:     5,770        930        123      4,820     12,172     10,713     13,225:     3,320        808
Other:     1,523:       203        108         77        881      1,076      1,161      1,261:       362        262
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :        98:      -204        135       -121        247       -246        -78       -232:       176        330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3        6.6        1.3       36.6       85.2       76.3       93.1:      23.7        6.9
Old  :     100.0:      41.1        6.6        0.9       34.3       86.7       76.3       94.2:      23.7        5.8
Other:     100.0:      13.3        7.1        5.1       57.8       70.7       76.2       82.8:      23.8       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        34          7          6         25         19         62         29:
Old  :        76:        34          6          6         23         17         60         26:
Other:        22:         4          2          3          4         11         10         15:
     :----------------------------------------------------------------------------------------------------
     :             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       67.8       35.1       81.4       25.0       64.4       33.8       78.0
Old  :                 22.2       71.7       32.3       84.3       21.9       68.4       31.1       80.9
Other:                 70.1       53.2       76.1       73.7       69.0       53.2       71.2       71.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 12, 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  :   880,999:   281,919    141,606     24,177    486,603    583,948    792,699    749,731:    88,300    131,268
Old  :   880,999:   281,919    141,606     24,177    486,603    583,948    792,699    749,731:    88,300    131,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    47,972:    43,777     -4,990     -4,787     10,984     45,791     49,974     36,014:    -2,002     11,958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       16.1        2.7       55.2       66.3       90.0       85.1:      10.0       14.9
Old  :     100.0:      32.0       16.1        2.7       55.2       66.3       90.0       85.1:      10.0       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        35         52         19         71        108        113        172:
Old  :       218:        35         52         19         71        108        113        172:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       21.3       47.7       28.3       37.5       19.0       45.1       25.2
Old  :                 39.8       21.3       47.7       28.3       37.5       19.0       45.1       25.2
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 12, 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  : 1,253,003:   126,967    317,675     40,787    840,148    603,954  1,007,902    962,416:   245,101    290,587
Old  : 1,253,003:   126,967    317,675     40,787    840,148    603,954  1,007,902    962,416:   245,101    290,587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    35,599:   -28,462     13,014      3,228     43,173     28,600     17,939     44,842:    17,660     -9,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       25.4        3.3       67.1       48.2       80.4       76.8:      19.6       23.2
Old  :     100.0:      10.1       25.4        3.3       67.1       48.2       80.4       76.8:      19.6       23.2
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  :       234:        39         52         24         98        106        150        169:
Old  :       234:        39         52         24         98        106        150        169:
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  :                 22.1       22.5       30.9       31.7       16.9       19.1       23.5       23.5
Old  :                 22.1       22.5       30.9       31.7       16.9       19.1       23.5       23.5
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 12, 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  :   782,535:    69,435     80,378     24,569    533,846    478,567    627,850    583,514:   154,685    199,021
Old  :   782,535:    69,435     80,378     24,569    533,846    478,567    627,850    583,514:   154,685    199,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    23,327:   -27,764    -12,527     13,434     43,588     41,723     29,258     42,630:    -5,931    -19,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       10.3        3.1       68.2       61.2       80.2       74.6:      19.8       25.4
Old  :     100.0:       8.9       10.3        3.1       68.2       61.2       80.2       74.6:      19.8       25.4
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  :       143:        19         27         10         62         75         84        109:
Old  :       143:        19         27         10         62         75         84        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       18.4       37.4       28.8       16.9       15.0       26.9       21.6
Old  :                 25.7       18.4       37.4       28.8       16.9       15.0       26.9       21.6
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 12, 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  :   527,176:    68,033     66,626     52,563    371,074    365,451    491,670    484,640:    35,506     42,536
Old  :   527,176:    68,033     66,626     52,563    371,074    365,451    491,670    484,640:    35,506     42,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    41,216:    10,358      9,936     -2,875     33,296     30,663     40,779     37,724:       437      3,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       12.6       10.0       70.4       69.3       93.3       91.9:       6.7        8.1
Old  :     100.0:      12.9       12.6       10.0       70.4       69.3       93.3       91.9:       6.7        8.1
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  :       117:        21         33         29         46         54         83        103:
Old  :       117:        21         33         29         46         54         83        103:
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  :                 39.9       30.5       54.5       42.2       31.0       12.6       38.8       21.3
Old  :                 39.9       30.5       54.5       42.2       31.0       12.6       38.8       21.3
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 12, 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  :    62,946:    25,089      7,630        334     23,042     41,299     48,465     49,263:    14,481     13,683
Old  :    62,946:    25,089      7,630        334     23,042     41,299     48,465     49,263:    14,481     13,683
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    -2,977:    -2,610      1,048        230     -1,553     -8,326     -3,933     -7,048:       956      4,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9       12.1        0.5       36.6       65.6       77.0       78.3:      23.0       21.7
Old  :     100.0:      39.9       12.1        0.5       36.6       65.6       77.0       78.3:      23.0       21.7
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  :        83:        26         13          2         22         30         48         45:
Old  :        83:        26         13          2         22         30         48         45:
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  :                 16.0       31.5       28.8       49.3       16.0       31.5       28.1       46.8
Old  :                 16.0       31.5       28.8       49.3       16.0       31.5       28.1       46.8
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 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,842:     9,495     12,102          0      1,970        640     11,465     12,742:     1,377        100
Old  :    12,842:     9,495     12,102          0      1,970        640     11,465     12,742:     1,377        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :      -167:      -219       -229          0         42         63       -177       -166:        10         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.9       94.2        0.0       15.3        5.0       89.3       99.2:      10.7        0.8
Old  :     100.0:      73.9       94.2        0.0       15.3        5.0       89.3       99.2:      10.7        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          2          2         12          8:
Old  :        20:        10          6          0          2          2         12          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.5       96.0       86.1       99.2       73.5       96.0       86.1       99.2
Old  :                 73.5       96.0       86.1       99.2       73.5       96.0       86.1       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 12, 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  :     9,655:       213      2,564        174      8,923      6,327      9,310      9,065:       345        590
Old  :     9,655:       213      2,564        174      8,923      6,327      9,310      9,065:       345        590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :        70:        86        294         -3         51       -123        134        168:       -64        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       26.6        1.8       92.4       65.5       96.4       93.9:       3.6        6.1
Old  :     100.0:       2.2       26.6        1.8       92.4       65.5       96.4       93.9:       3.6        6.1
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  :        41:         4         12          2         13         13         18         26:
Old  :        41:         4         12          2         13         13         18         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  :                 69.2       46.8       87.2       68.5       69.2       46.8       81.7       66.3
Old  :                 69.2       46.8       87.2       68.5       69.2       46.8       81.7       66.3
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 12, 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  :    18,427:     1,982        651          0     16,370     17,701     18,352     18,352:        75         75
Old  :    18,427:     1,982        651          0     16,370     17,701     18,352     18,352:        75         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :     3,873:      -355        568          0      4,237      3,338      3,882      3,906:        -9        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        3.5        0.0       88.8       96.1       99.6       99.6:       0.4        0.4
Old  :     100.0:      10.8        3.5        0.0       88.8       96.1       99.6       99.6:       0.4        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  :        30:         7          4          0          9         11         16         15:
Old  :        30:         7          4          0          9         11         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.5       80.6       95.6       93.3       75.5       80.6       94.6       91.6
Old  :                 75.5       80.6       95.6       93.3       75.5       80.6       94.6       91.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 15, 2010