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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  :   591,973:    99,470     78,925    145,463    301,899    303,555    546,832    527,943:    45,141     64,030
Old  :   356,896:    81,924     72,248     71,754    171,294    181,875    324,972    325,878:    31,923     31,018
Other:   235,077:    43,568     32,697     47,688    130,604    121,680    221,860    202,065:    13,218     33,012
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :     8,906:    -1,317     -4,200      4,085      3,803      8,032      6,571      7,917:     2,335        989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       13.3       24.6       51.0       51.3       92.4       89.2:       7.6       10.8
Old  :     100.0:      23.0       20.2       20.1       48.0       51.0       91.1       91.3:       8.9        8.7
Other:     100.0:      18.5       13.9       20.3       55.6       51.8       94.4       86.0:       5.6       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       438:       146        141        160         92        137        336        347:
Old  :       416:       147        129        119         81        126        291        312:
Other:       284:        68         85         90         66        119        190        243:
     :----------------------------------------------------------------------------------------------------
     :             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       20.4       31.3       26.2       17.2       16.8       28.2       20.8
Old  :                 23.2       26.6       33.5       33.5       23.0       25.5       33.1       31.6
Other:                 30.1       16.2       40.9       24.6       24.9       13.6       33.7       18.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  : 2,198,012:   534,178    119,463    641,033    823,012  1,153,796  1,998,223  1,914,293:   199,789    283,719
Old  : 1,733,945:   434,954    112,067    492,522    646,681    919,883  1,574,157  1,524,471:   159,788    209,473
Other:   464,067:   136,770     44,943    110,965    176,331    233,913    424,067    389,821:    40,001     74,246
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    79,304:    26,154      1,382     21,061     31,046     52,008     78,261     74,451:     1,042      4,853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        5.4       29.2       37.4       52.5       90.9       87.1:       9.1       12.9
Old  :     100.0:      25.1        6.5       28.4       37.3       53.1       90.8       87.9:       9.2       12.1
Other:     100.0:      29.5        9.7       23.9       38.0       50.4       91.4       84.0:       8.6       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       904:       279        150        276        282        423        676        748:
Old  :       890:       270        157        243        259        410        631        713:
Other:       655:       119        127        111        153        357        327        549:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0       11.2       19.2       17.1        9.4        6.9       14.1       10.8
Old  :                 11.6       12.1       20.0       17.7       10.5        8.4       15.3       11.8
Other:                 18.1       12.7       28.1       19.4       17.6        8.7       25.2       13.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  :    12,600:     4,657        188        583      5,044     10,564     10,284     11,335:     2,316      1,265
Old  :    10,955:     4,697        168        247      3,883      9,515      8,827      9,930:     2,128      1,025
Other:     1,646:         8         67        289      1,161      1,049      1,457      1,406:       188        240
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :        21:       691         97        -19       -710        -41        -39         36:        60        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0        1.5        4.6       40.0       83.8       81.6       90.0:      18.4       10.0
Old  :     100.0:      42.9        1.5        2.3       35.4       86.9       80.6       90.6:      19.4        9.4
Other:     100.0:       0.5        4.1       17.6       70.5       63.8       88.6       85.4:      11.4       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        18          8          8         15         12         39         22:
Old  :        44:        18          7          6         13         12         35         21:
Other:        16:         4          2          5          6          7         12         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       66.8       47.8       80.9       31.4       61.8       47.3       75.5
Old  :                 34.5       73.3       53.1       85.1       34.5       71.7       52.8       82.7
Other:                 62.6       65.9       85.7       80.9       58.2       57.7       66.0       62.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  :   984,720:   205,925     27,480    362,464    348,755    498,750    917,144    888,694:    67,576     96,026
Old  :   806,657:   178,371     25,202    296,566    273,623    415,154    748,559    736,922:    58,097     69,735
Other:   178,063:    53,849     28,573     39,603     75,132     83,596    168,584    151,772:     9,479     26,291
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    28,954:     8,104      1,982     12,241     10,320     15,751     30,665     29,974:    -1,711     -1,020
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        2.8       36.8       35.4       50.6       93.1       90.2:       6.9        9.8
Old  :     100.0:      22.1        3.1       36.8       33.9       51.5       92.8       91.4:       7.2        8.6
Other:     100.0:      30.2       16.0       22.2       42.2       46.9       94.7       85.2:       5.3       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       618:       224        118        238        142        224        493        496:
Old  :       600:       216        116        221        132        219        463        478:
Other:       362:        88         85         69         65        167        192        285:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       17.1       19.8       25.3        9.7       12.2       14.5       17.5
Old  :                 12.5       19.1       21.3       27.0       11.1       14.1       16.4       20.2
Other:                 22.3       19.5       36.0       29.7       19.1       18.1       29.6       23.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    20,292:    17,215        663          6         39      3,703     17,260      4,372:     3,032     15,920
Old  :     9,448:     7,151        372          5         39      1,697      7,195      2,074:     2,253      7,374
Other:    10,844:    10,064        291          1          0      2,006     10,065      2,298:       779      8,546
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    -1,122:    -1,316     -1,911          0          0        314     -1,316     -1,597:       194        475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.8        3.3        0.0        0.2       18.2       85.1       21.5:      14.9       78.5
Old  :     100.0:      75.7        3.9        0.1        0.4       18.0       76.2       22.0:      23.8       78.0
Other:     100.0:      92.8        2.7        0.0        0.0       18.5       92.8       21.2:       7.2       78.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        14          2          2          2          7         16         11:
Old  :        22:        13          2          1          2          7         15         10:
Other:        21:        12          2          1          0          7         12         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  :                 55.9       15.6       76.4       20.6       55.8       15.6       76.3       20.4
Old  :                 51.0       17.8       68.5       21.9       51.0       17.8       68.4       21.5
Other:                 67.5       15.1       88.1       20.8       67.5       15.1       88.1       20.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  :   443,967:    88,546     24,697    107,704    209,603    288,906    405,853    421,307:    38,114     22,660
Old  :   409,580:    88,341     27,661     97,103    188,686    263,594    374,130    388,357:    35,450     21,222
Other:    34,387:     5,434      2,265      5,372     20,917     25,312     31,723     32,950:     2,664      1,437
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :     4,492:     2,751       -211      4,109     -2,044      3,656      4,816      7,555:      -323     -3,063
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        5.6       24.3       47.2       65.1       91.4       94.9:       8.6        5.1
Old  :     100.0:      21.6        6.8       23.7       46.1       64.4       91.3       94.8:       8.7        5.2
Other:     100.0:      15.8        6.6       15.6       60.8       73.6       92.3       95.8:       7.7        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        98         54         90         65         68        221        176:
Old  :       256:        95         64         86         64         67        219        172:
Other:        70:        22          8         11         28         20         53         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       31.0       26.2       45.8       10.6       23.2       17.1       31.6
Old  :                 15.0       30.6       25.8       44.4       11.3       25.0       18.2       33.7
Other:                 52.8       64.7       69.8       81.4       46.0       61.6       58.6       71.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  :   620,335:    43,833     69,530     48,265    402,222    350,587    494,320    468,382:   126,015    151,953
Old  :   620,335:    43,833     69,530     48,265    402,222    350,587    494,320    468,382:   126,015    151,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :   -46,095:   -27,079      6,069     -1,377     -7,256    -52,069    -35,712    -47,377:   -10,382      1,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       11.2        7.8       64.8       56.5       79.7       75.5:      20.3       24.5
Old  :     100.0:       7.1       11.2        7.8       64.8       56.5       79.7       75.5:      20.3       24.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        26         30         35         77         68        121        115:
Old  :       146:        26         30         35         77         68        121        115:
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  :                 21.6       16.0       30.7       25.6       19.2       14.5       28.3       23.1
Old  :                 21.6       16.0       30.7       25.6       19.2       14.5       28.3       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  :   306,631:    38,679     48,543        342    209,027    214,005    248,048    262,891:    58,583     43,740
Old  :   306,631:    38,679     48,543        342    209,027    214,005    248,048    262,891:    58,583     43,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :     1,696:        45       -114       -502      2,446      4,648      1,989      4,032:      -294     -2,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       15.8        0.1       68.2       69.8       80.9       85.7:      19.1       14.3
Old  :     100.0:      12.6       15.8        0.1       68.2       69.8       80.9       85.7:      19.1       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  :        53:         4          9          2         27         28         32         38:
Old  :        53:         4          9          2         27         28         32         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       49.0       49.1       64.2       27.6       48.3       47.0       62.9
Old  :                 28.0       49.0       49.1       64.2       27.6       48.3       47.0       62.9
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 with Delta-adjusted Options and Futures Combined, December 21, 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  :     7,089:       942        370        539      5,430      5,881      6,911      6,790:       178        299
Old  :     7,089:       942        370        539      5,430      5,881      6,911      6,790:       178        299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :      -327:       -98        -17         67       -316       -390       -347       -340:        20         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        5.2        7.6       76.6       83.0       97.5       95.8:       2.5        4.2
Old  :     100.0:      13.3        5.2        7.6       76.6       83.0       97.5       95.8:       2.5        4.2
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  :        32:         5          5          6         17         20         27         26:
Old  :        32:         5          5          6         17         20         27         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       49.8       72.4       67.3       44.3       37.1       52.0       45.2
Old  :                 59.4       49.8       72.4       67.3       44.3       37.1       52.0       45.2
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 with Delta-adjusted Options and Futures Combined, December 21, 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  :   231,389:    53,485     10,792     40,888     94,521    161,452    188,895    213,132:    42,494     18,257
Old  :   198,819:    52,090     11,710     32,571     76,185    137,831    160,845    182,112:    37,974     16,708
Other:    32,569:     3,372      1,058      6,341     18,336     23,621     28,049     31,020:     4,520      1,549
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :     3,054:     4,623       -180      1,007     -6,912       -980     -1,282       -153:     4,336      3,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        4.7       17.7       40.8       69.8       81.6       92.1:      18.4        7.9
Old  :     100.0:      26.2        5.9       16.4       38.3       69.3       80.9       91.6:      19.1        8.4
Other:     100.0:      10.4        3.2       19.5       56.3       72.5       86.1       95.2:      13.9        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        73         24         49         69         63        173        117:
Old  :       188:        74         25         47         68         60        168        114:
Other:        79:        16         12         15         41         27         68         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       41.8       20.9       52.3        8.9       35.4       14.5       42.3
Old  :                 11.0       39.4       19.2       50.7        8.1       33.4       14.2       40.9
Other:                 32.8       56.1       46.8       72.7       30.0       50.3       37.0       58.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  :    20,829:     4,978      2,270      2,922      7,457     13,802     15,358     18,995:     5,471      1,834
Old  :    20,094:     5,036      2,259      2,767      6,947     13,449     14,751     18,474:     5,343      1,619
Other:       735:        17         87         80        510        353        607        521:       128        214
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :       254:       153        157        -73         23       -163        103        -79:       151        333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       10.9       14.0       35.8       66.3       73.7       91.2:      26.3        8.8
Old  :     100.0:      25.1       11.2       13.8       34.6       66.9       73.4       91.9:      26.6        8.1
Other:     100.0:       2.3       11.8       10.9       69.4       48.1       82.6       70.8:      17.4       29.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        41         13         18         31         20         82         45:
Old  :        93:        42         13         18         31         20         82         45:
Other:        21:         3          5          5          6          7         14         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       47.2       27.0       61.1       17.2       44.8       25.1       56.9
Old  :                 18.1       47.7       27.1       61.9       17.3       46.9       25.3       59.4
Other:                 69.9       50.6       80.5       66.4       68.3       50.6       71.1       58.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  :   721,447:    74,059    130,183     33,436    535,434    440,214    642,929    603,833:    78,518    117,614
Old  :   721,447:    74,059    130,183     33,436    535,434    440,214    642,929    603,833:    78,518    117,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    26,096:       710     13,443     -1,638     31,216      7,146     30,288     18,952:    -4,192      7,144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       18.0        4.6       74.2       61.0       89.1       83.7:      10.9       16.3
Old  :     100.0:      10.3       18.0        4.6       74.2       61.0       89.1       83.7:      10.9       16.3
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  :       181:        26         36         21         78         96        116        141:
Old  :       181:        26         36         21         78         96        116        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       19.9       42.3       29.2       23.5       19.3       35.3       27.7
Old  :                 27.8       19.9       42.3       29.2       23.5       19.3       35.3       27.7
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 with Delta-adjusted Options and Futures Combined, December 21, 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  : 1,952,568:   133,938    254,385    297,367  1,257,357  1,081,068  1,688,661  1,632,819:   263,907    319,749
Old  : 1,952,568:   133,938    254,385    297,367  1,257,357  1,081,068  1,688,661  1,632,819:   263,907    319,749
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :       573:   -15,637     54,632     -5,368     64,016    -36,738     43,011     12,526:   -42,438    -11,952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       13.0       15.2       64.4       55.4       86.5       83.6:      13.5       16.4
Old  :     100.0:       6.9       13.0       15.2       64.4       55.4       86.5       83.6:      13.5       16.4
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  :       266:        37         67         64        134        144        215        231:
Old  :       266:        37         67         64        134        144        215        231:
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  :                 17.1       12.0       24.5       19.9       14.9       10.0       19.3       14.9
Old  :                 17.1       12.0       24.5       19.9       14.9       10.0       19.3       14.9
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 with Delta-adjusted Options and Futures Combined, December 21, 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  : 1,161,843:   160,505     97,863     85,677    739,098    743,015    985,281    926,555:   176,562    235,288
Old  : 1,161,843:   160,505     97,863     85,677    739,098    743,015    985,281    926,555:   176,562    235,288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    29,498:    -1,258      1,530        568     64,379     42,957     63,689     45,056:   -34,192    -15,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        8.4        7.4       63.6       64.0       84.8       79.7:      15.2       20.3
Old  :     100.0:      13.8        8.4        7.4       63.6       64.0       84.8       79.7:      15.2       20.3
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  :       181:        26         32         32         99         97        143        143:
Old  :       181:        26         32         32         99         97        143        143:
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       20.5       32.1       30.7       20.6       16.9       28.4       25.5
Old  :                 22.4       20.5       32.1       30.7       20.6       16.9       28.4       25.5
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 with Delta-adjusted Options and Futures Combined, December 21, 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  :   981,790:   151,946     35,984    429,094    370,335    474,633    951,375    939,711:    30,415     42,079
Old  :   981,790:   151,946     35,984    429,094    370,335    474,633    951,375    939,711:    30,415     42,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :       637:     7,302      6,182    -11,374      7,686     14,022      3,614      8,829:    -2,977     -8,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        3.7       43.7       37.7       48.3       96.9       95.7:       3.1        4.3
Old  :     100.0:      15.5        3.7       43.7       37.7       48.3       96.9       95.7:       3.1        4.3
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  :       114:        33         20         38         53         53        101         97:
Old  :       114:        33         20         38         53         53        101         97:
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  :                 34.9       28.6       52.8       48.7       14.7       11.7       18.0       17.5
Old  :                 34.9       28.6       52.8       48.7       14.7       11.7       18.0       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    38,106:    10,106      3,150        313     21,471     31,263     31,889     34,726:     6,217      3,380
Old  :    38,106:    10,106      3,150        313     21,471     31,263     31,889     34,726:     6,217      3,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :   -11,412:    -3,243        -45       -905     -5,765     -7,161     -9,912     -8,111:    -1,499     -3,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        8.3        0.8       56.3       82.0       83.7       91.1:      16.3        8.9
Old  :     100.0:      26.5        8.3        0.8       56.3       82.0       83.7       91.1:      16.3        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        22         11          4         30         31         54         44:
Old  :        84:        22         11          4         30         31         54         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       42.3       40.7       58.9       26.8       42.3       40.3       57.8
Old  :                 27.2       42.3       40.7       58.9       26.8       42.3       40.3       57.8
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 with Delta-adjusted Options and Futures Combined, December 21, 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  :    76,212:    20,211      6,300        626     42,942     62,526     63,779     69,451:    12,433      6,760
Old  :    76,212:    20,211      6,300        626     42,942     62,526     63,779     69,451:    12,433      6,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :   -22,823:    -6,486        -90     -1,809    -11,529    -14,323    -19,825    -16,222:    -2,998     -6,601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        8.3        0.8       56.3       82.0       83.7       91.1:      16.3        8.9
Old  :     100.0:      26.5        8.3        0.8       56.3       82.0       83.7       91.1:      16.3        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        22         11          4         30         31         54         44:
Old  :        84:        22         11          4         30         31         54         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       42.3       40.7       58.9       26.8       42.3       40.3       57.8
Old  :                 27.2       42.3       40.7       58.9       26.8       42.3       40.3       57.8
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 with Delta-adjusted Options and Futures Combined, December 21, 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  :    13,867:     1,828      1,763          0     11,980     11,885     13,808     13,648:        59        219
Old  :    13,867:     1,828      1,763          0     11,980     11,885     13,808     13,648:        59        219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :     1,033:        38        522          0      1,122        550      1,160      1,072:      -127        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       12.7        0.0       86.4       85.7       99.6       98.4:       0.4        1.6
Old  :     100.0:      13.2       12.7        0.0       86.4       85.7       99.6       98.4:       0.4        1.6
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  :        32:         2          8          0         10         15         12         23:
Old  :        32:         2          8          0         10         15         12         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  :                 83.3       65.2       98.1       83.7       83.3       64.6       97.8       83.0
Old  :                 83.3       65.2       98.1       83.7       83.3       64.6       97.8       83.0
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 with Delta-adjusted Options and Futures Combined, December 21, 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  :    38,980:     3,256        835          0     35,245     37,860     38,501     38,695:       479        285
Old  :    38,980:     3,256        835          0     35,245     37,860     38,501     38,695:       479        285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :    -1,108:        72       -556          0     -1,526       -530     -1,454     -1,086:       346        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        2.1        0.0       90.4       97.1       98.8       99.3:       1.2        0.7
Old  :     100.0:       8.4        2.1        0.0       90.4       97.1       98.8       99.3:       1.2        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  :        29:         4          4          0          7         16         11         20:
Old  :        29:         4          4          0          7         16         11         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  :                 96.5       78.4       98.6       91.9       96.5       78.4       98.5       91.9
Old  :                 96.5       78.4       98.6       91.9       96.5       78.4       98.5       91.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 27, 2010