```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      382,064
COMMITMENTS
  76,399   99,948   53,243  223,647  180,677  353,289  333,868   28,775   48,196

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     18,765)
   4,146    7,069      461   12,826    6,621   17,433   14,151    1,332    4,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     26.2     13.9     58.5     47.3     92.5     87.4      7.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
      95      146      103       67       97      244      278
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,113,057
COMMITMENTS
 344,016   70,883  119,609  537,591  660,388  1001216  850,880  111,841  262,177

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     80,528)
  16,129    6,976   22,178   33,213   22,936   71,520   52,090    9,008   28,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      6.4     10.7     48.3     59.3     90.0     76.4     10.0     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      679)
     198      119      170      171      279      460      518
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,423
COMMITMENTS
   3,600      159       75    6,520   11,005   10,195   11,239    2,228    1,184

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:        452)
     458       -6      -11      364      241      811      224     -359      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      1.3      0.6     52.5     88.6     82.1     90.5     17.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      14        2        1       13       12       27       15
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      438,758
COMMITMENTS
 115,981   53,622   59,405  219,065  235,750  394,451  348,777   44,307   89,981

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     14,454)
 -13,618   11,832      946   23,254   -7,151   10,582    5,627    3,872    8,827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     12.2     13.5     49.9     53.7     89.9     79.5     10.1     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
     125      126      117       90      157      301      331
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,014
COMMITMENTS
  11,735    1,267      509        0    1,491   12,244    3,267    2,770   11,747

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.2      8.4      3.4      0.0      9.9     81.6     21.8     18.4     78.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      14        3       10        0        4       15       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      212,395
COMMITMENTS
  51,454   26,963   29,296  101,403  135,812  182,153  192,071   30,242   20,324

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      5,585)
  -2,052    3,148     -877   11,412    1,857    8,483    4,128   -2,898    1,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     12.7     13.8     47.7     63.9     85.8     90.4     14.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      66       58       60       51       50      155      139
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      657,643
COMMITMENTS
  49,908  150,989    8,037  489,097  349,668  547,042  508,694  110,601  148,949

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     -1,326)
      42     -410    6,200   -5,360  -21,435      882  -15,645   -2,208   14,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     23.0      1.2     74.4     53.2     83.2     77.4     16.8     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      28       36       17       63       70      100      114
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,401
COMMITMENTS
       0      229       65    6,876    6,819    6,941    7,113      460      288

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:        391)
       0      -91        0      242      410      242      319      149       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      0.9     92.9     92.1     93.8     96.1      6.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       15       18       16       20
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      164,952
COMMITMENTS
  50,917   24,330   18,737   67,094  101,659  136,748  144,726   28,204   20,226

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      1,365)
  -2,896     -458    4,595    1,452   -6,779    3,151   -2,642   -1,786    4,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     14.7     11.4     40.7     61.6     82.9     87.7     17.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      47       36       38       56       50      135      102
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,556
COMMITMENTS
   5,965    1,030      208    5,701   13,248   11,874   14,486    3,682    1,070

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:         98)
    -204      135     -121      247     -246      -78     -232      176      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3      6.6      1.3     36.6     85.2     76.3     93.1     23.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      34        7        6       25       19       62       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      880,999
COMMITMENTS
 281,919  141,606   24,177  486,603  583,948  792,699  749,731   88,300  131,268

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     47,972)
  43,777   -4,990   -4,787   10,984   45,791   49,974   36,014   -2,002   11,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     16.1      2.7     55.2     66.3     90.0     85.1     10.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      35       52       19       71      108      113      172
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,253,003
COMMITMENTS
 126,967  317,675   40,787  840,148  603,954  1007902  962,416  245,101  290,587

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     35,599)
 -28,462   13,014    3,228   43,173   28,600   17,939   44,842   17,660   -9,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     25.4      3.3     67.1     48.2     80.4     76.8     19.6     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      39       52       24       98      106      150      169
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      782,535
COMMITMENTS
  69,435   80,378   24,569  533,846  478,567  627,850  583,514  154,685  199,021

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     23,327)
 -27,764  -12,527   13,434   43,588   41,723   29,258   42,630   -5,931  -19,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     10.3      3.1     68.2     61.2     80.2     74.6     19.8     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      19       27       10       62       75       84      109
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      527,176
COMMITMENTS
  68,033   66,626   52,563  371,074  365,451  491,670  484,640   35,506   42,536

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     41,216)
  10,358    9,936   -2,875   33,296   30,663   40,779   37,724      437    3,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     12.6     10.0     70.4     69.3     93.3     91.9      6.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      21       33       29       46       54       83      103
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       62,946
COMMITMENTS
  25,089    7,630      334   23,042   41,299   48,465   49,263   14,481   13,683

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     -2,977)
  -2,610    1,048      230   -1,553   -8,326   -3,933   -7,048      956    4,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     12.1      0.5     36.6     65.6     77.0     78.3     23.0     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      26       13        2       22       30       48       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,842
COMMITMENTS
   9,495   12,102        0    1,970      640   11,465   12,742    1,377      100

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:       -167)
    -219     -229        0       42       63     -177     -166       10       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.9     94.2      0.0     15.3      5.0     89.3     99.2     10.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        6        0        2        2       12        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,655
COMMITMENTS
     213    2,564      174    8,923    6,327    9,310    9,065      345      590

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:         70)
      86      294       -3       51     -123      134      168      -64      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     26.6      1.8     92.4     65.5     96.4     93.9      3.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4       12        2       13       13       18       26
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 01/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       18,427
COMMITMENTS
   1,982      651        0   16,370   17,701   18,352   18,352       75       75

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      3,873)
    -355      568        0    4,237    3,338    3,882    3,906       -9      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      3.5      0.0     88.8     96.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        4        0        9       11       16       15
```

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Updated January 15, 2010