```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      591,973
COMMITMENTS
  99,470   78,925  145,463  301,899  303,555  546,832  527,943   45,141   64,030

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      8,906)
  -1,317   -4,200    4,085    3,803    8,032    6,571    7,917    2,335      989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     13.3     24.6     51.0     51.3     92.4     89.2      7.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
     146      141      160       92      137      336      347
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,198,012
COMMITMENTS
 534,178  119,463  641,033  823,012  1153796  1998223  1914293  199,789  283,719

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     79,304)
  26,154    1,382   21,061   31,046   52,008   78,261   74,451    1,042    4,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      5.4     29.2     37.4     52.5     90.9     87.1      9.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      904)
     279      150      276      282      423      676      748
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,600
COMMITMENTS
   4,657      188      583    5,044   10,564   10,284   11,335    2,316    1,265

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:         21)
     691       97      -19     -710      -41      -39       36       60      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0      1.5      4.6     40.0     83.8     81.6     90.0     18.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      18        8        8       15       12       39       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      984,720
COMMITMENTS
 205,925   27,480  362,464  348,755  498,750  917,144  888,694   67,576   96,026

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     28,954)
   8,104    1,982   12,241   10,320   15,751   30,665   29,974   -1,711   -1,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      2.8     36.8     35.4     50.6     93.1     90.2      6.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      618)
     224      118      238      142      224      493      496
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,292
COMMITMENTS
  17,215      663        6       39    3,703   17,260    4,372    3,032   15,920

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     -1,122)
  -1,316   -1,911        0        0      314   -1,316   -1,597      194      475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    84.8      3.3      0.0      0.2     18.2     85.1     21.5     14.9     78.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      14        2        2        2        7       16       11
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      443,967
COMMITMENTS
  88,546   24,697  107,704  209,603  288,906  405,853  421,307   38,114   22,660

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      4,492)
   2,751     -211    4,109   -2,044    3,656    4,816    7,555     -323   -3,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      5.6     24.3     47.2     65.1     91.4     94.9      8.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      98       54       90       65       68      221      176
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      620,335
COMMITMENTS
  43,833   69,530   48,265  402,222  350,587  494,320  468,382  126,015  151,953

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -46,095)
 -27,079    6,069   -1,377   -7,256  -52,069  -35,712  -47,377  -10,382    1,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     11.2      7.8     64.8     56.5     79.7     75.5     20.3     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      26       30       35       77       68      121      115
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      306,631
COMMITMENTS
  38,679   48,543      342  209,027  214,005  248,048  262,891   58,583   43,740

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,696)
      45     -114     -502    2,446    4,648    1,989    4,032     -294   -2,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     15.8      0.1     68.2     69.8     80.9     85.7     19.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        9        2       27       28       32       38
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,089
COMMITMENTS
     942      370      539    5,430    5,881    6,911    6,790      178      299

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:       -327)
     -98      -17       67     -316     -390     -347     -340       20       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      5.2      7.6     76.6     83.0     97.5     95.8      2.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        5        6       17       20       27       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      231,389
COMMITMENTS
  53,485   10,792   40,888   94,521  161,452  188,895  213,132   42,494   18,257

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      3,054)
   4,623     -180    1,007   -6,912     -980   -1,282     -153    4,336    3,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      4.7     17.7     40.8     69.8     81.6     92.1     18.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      73       24       49       69       63      173      117
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,829
COMMITMENTS
   4,978    2,270    2,922    7,457   13,802   15,358   18,995    5,471    1,834

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        254)
     153      157      -73       23     -163      103      -79      151      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     10.9     14.0     35.8     66.3     73.7     91.2     26.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      41       13       18       31       20       82       45
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      721,447
COMMITMENTS
  74,059  130,183   33,436  535,434  440,214  642,929  603,833   78,518  117,614

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     26,096)
     710   13,443   -1,638   31,216    7,146   30,288   18,952   -4,192    7,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     18.0      4.6     74.2     61.0     89.1     83.7     10.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      26       36       21       78       96      116      141
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,952,568
COMMITMENTS
 133,938  254,385  297,367  1257357  1081068  1688661  1632819  263,907  319,749

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        573)
 -15,637   54,632   -5,368   64,016  -36,738   43,011   12,526  -42,438  -11,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     13.0     15.2     64.4     55.4     86.5     83.6     13.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      37       67       64      134      144      215      231
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,161,843
COMMITMENTS
 160,505   97,863   85,677  739,098  743,015  985,281  926,555  176,562  235,288

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     29,498)
  -1,258    1,530      568   64,379   42,957   63,689   45,056  -34,192  -15,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      8.4      7.4     63.6     64.0     84.8     79.7     15.2     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      26       32       32       99       97      143      143
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      981,790
COMMITMENTS
 151,946   35,984  429,094  370,335  474,633  951,375  939,711   30,415   42,079

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        637)
   7,302    6,182  -11,374    7,686   14,022    3,614    8,829   -2,977   -8,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      3.7     43.7     37.7     48.3     96.9     95.7      3.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      33       20       38       53       53      101       97
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       38,106
COMMITMENTS
  10,106    3,150      313   21,471   31,263   31,889   34,726    6,217    3,380

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -11,412)
  -3,243      -45     -905   -5,765   -7,161   -9,912   -8,111   -1,499   -3,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      8.3      0.8     56.3     82.0     83.7     91.1     16.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      22       11        4       30       31       54       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       76,212
COMMITMENTS
  20,211    6,300      626   42,942   62,526   63,779   69,451   12,433    6,760

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -22,823)
  -6,486      -90   -1,809  -11,529  -14,323  -19,825  -16,222   -2,998   -6,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      8.3      0.8     56.3     82.0     83.7     91.1     16.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      22       11        4       30       31       54       44
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,867
COMMITMENTS
   1,828    1,763        0   11,980   11,885   13,808   13,648       59      219

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,033)
      38      522        0    1,122      550    1,160    1,072     -127      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     12.7      0.0     86.4     85.7     99.6     98.4      0.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        8        0       10       15       12       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       38,980
COMMITMENTS
   3,256      835        0   35,245   37,860   38,501   38,695      479      285

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     -1,108)
      72     -556        0   -1,526     -530   -1,454   -1,086      346      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      2.1      0.0     90.4     97.1     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        4        0        7       16       11       20
```

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Updated December 27, 2010