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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :   492,798:    77,492    110,386    117,166    262,519    206,875    457,177    434,428:    35,621     58,370
Old  :   309,484:    64,840     99,352     58,943    163,252    114,802    287,035    273,097:    22,449     36,387
Other:   183,314:    32,820     31,203     38,055     99,267     92,074    170,142    161,331:    13,172     21,983
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    10,258:      -530     13,272      2,392      7,453     -6,195      9,315      9,469:       943        790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       22.4       23.8       53.3       42.0       92.8       88.2:       7.2       11.8
Old  :     100.0:      21.0       32.1       19.0       52.7       37.1       92.7       88.2:       7.3       11.8
Other:     100.0:      17.9       17.0       20.8       54.2       50.2       92.8       88.0:       7.2       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:       115        137        135         86        100        286        305:
Old  :       357:       105        138        100         75         88        235        275:
Other:       249:        74         66         82         58         93        174        204:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.6       15.7       37.5       22.7       21.3       12.7       35.1       18.4
Old  :                 30.5       15.9       42.2       23.8       30.5       14.1       41.7       21.6
Other:                 31.1       20.7       41.7       30.5       28.2       18.0       36.3       23.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,435,139:   260,302    128,413    353,316    692,505    645,137  1,306,124  1,126,866:   129,015    308,273
Old  : 1,071,283:   195,122    173,169    235,303    538,366    457,521    968,791    865,992:   102,492    205,291
Other:   363,856:   131,633     21,697     51,561    154,139    187,616    337,333    260,874:    26,523    102,982
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    24,163:    -8,964     26,033     21,277     13,729    -26,393     26,042     20,917:    -1,879      3,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        8.9       24.6       48.3       45.0       91.0       78.5:       9.0       21.5
Old  :     100.0:      18.2       16.2       22.0       50.3       42.7       90.4       80.8:       9.6       19.2
Other:     100.0:      36.2        6.0       14.2       42.4       51.6       92.7       71.7:       7.3       28.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       686:       176        155        231        228        289        529        584:
Old  :       670:       148        195        207        220        278        504        552:
Other:       471:       125         69        106         99        235        264        376:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       11.7       23.3       16.9       14.1        9.2       21.7       12.7
Old  :                 18.0       10.8       26.8       16.3       17.7        7.8       26.1       11.7
Other:                 21.0       15.9       32.9       21.8       20.4       14.7       32.0       19.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :    15,047:     1,179      2,112      1,738      9,662      9,654     12,578     13,504:     2,468      1,543
Old  :    12,130:     1,051      2,161      1,393      7,346      7,248      9,791     10,802:     2,339      1,328
Other:     2,917:       177          1        296      2,315      2,406      2,788      2,702:       129        215
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :       821:      -236        771        -54      1,240        156        950        873:      -130        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       14.0       11.6       64.2       64.2       83.6       89.7:      16.4       10.3
Old  :     100.0:       8.7       17.8       11.5       60.6       59.8       80.7       89.1:      19.3       10.9
Other:     100.0:       6.1        0.0       10.1       79.4       82.5       95.6       92.6:       4.4        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        10         12          4         18         16         30         30:
Old  :        43:         9         13          4         17         13         29         27:
Other:        16:         2          1          3          7         10         10         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  :                 41.5       49.4       60.6       71.4       33.6       45.3       45.8       58.5
Old  :                 39.9       52.6       58.8       75.3       35.8       46.5       49.4       61.7
Other:                 75.1       62.0       95.3       86.6       70.3       62.0       79.6       76.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :   572,952:   102,167     69,011    153,445    272,271    251,838    527,883    474,295:    45,069     98,658
Old  :   450,144:    88,061     66,027    110,562    215,469    209,205    414,093    385,794:    36,052     64,351
Other:   122,808:    34,865     23,744     22,124     56,802     42,633    113,791     88,501:     9,017     34,307
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    -5,404:    -3,887      7,832     -6,414      9,232     -6,566     -1,068     -5,149:    -4,336       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       12.0       26.8       47.5       44.0       92.1       82.8:       7.9       17.2
Old  :     100.0:      19.6       14.7       24.6       47.9       46.5       92.0       85.7:       8.0       14.3
Other:     100.0:      28.4       19.3       18.0       46.3       34.7       92.7       72.1:       7.3       27.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       481:       158        132        192        112        163        375        399:
Old  :       474:       158        133        167        108        156        352        379:
Other:       274:        68         64         66         54        122        157        222:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       15.8       24.8       23.5       13.1       11.9       20.4       17.0
Old  :                 17.3       18.4       27.2       26.4       16.8       13.7       25.1       19.3
Other:                 28.7       15.6       43.5       24.9       27.5       14.1       39.6       21.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,607:    12,060      1,280        560         28      1,558     12,648      3,398:     2,959     12,209
Old  :     7,594:     4,831      1,520        282         28        330      5,141      2,132:     2,453      5,462
Other:     8,013:     7,469          0         38          0      1,228      7,507      1,266:       506      6,747
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :       401:       406        143        -67         28         14        367         90:        34        311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.3        8.2        3.6        0.2       10.0       81.0       21.8:      19.0       78.2
Old  :     100.0:      63.6       20.0        3.7        0.4        4.3       67.7       28.1:      32.3       71.9
Other:     100.0:      93.2        0.0        0.5        0.0       15.3       93.7       15.8:       6.3       84.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        14          3          8          1          5         16         15:
Old  :        22:        13          4          4          1          5         14         13:
Other:        17:        11          0          5          0          5         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  :                 49.2       14.2       68.4       20.1       47.8       12.7       66.8       18.0
Old  :                 43.3       22.7       59.8       27.4       40.6       22.0       57.1       24.3
Other:                 60.9       13.3       84.6       15.7       60.8       13.3       84.4       15.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :   269,833:    39,414     40,941     52,848    148,267    149,465    240,529    243,254:    29,304     26,579
Old  :   245,549:    34,105     47,157     42,010    142,253    130,702    218,368    219,869:    27,181     25,679
Other:    24,284:    14,680      3,156      1,466      6,014     18,763     22,161     23,385:     2,123        899
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    16,785:       795     10,752      1,651     13,497      1,378     15,943     13,781:       842      3,005
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       15.2       19.6       54.9       55.4       89.1       90.1:      10.9        9.9
Old  :     100.0:      13.9       19.2       17.1       57.9       53.2       88.9       89.5:      11.1       10.5
Other:     100.0:      60.5       13.0        6.0       24.8       77.3       91.3       96.3:       8.7        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        58         74         69         61         65        166        175:
Old  :       222:        56         81         67         60         63        161        172:
Other:        68:        21         10         13         23         26         49         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  :                 17.9       22.4       28.2       32.9       16.0       19.0       22.5       27.2
Old  :                 19.6       22.1       30.7       32.2       18.2       19.7       25.8       28.1
Other:                 51.7       49.0       71.1       67.7       48.2       49.0       66.1       66.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :   713,127:    49,402    136,732     28,191    509,566    382,757    587,160    547,680:   125,967    165,447
Old  :   713,127:    49,402    136,732     28,191    509,566    382,757    587,160    547,680:   125,967    165,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :   -21,517:    -4,333    -12,228    -14,352     -6,012      3,794    -24,698    -22,786:     3,182      1,270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       19.2        4.0       71.5       53.7       82.3       76.8:      17.7       23.2
Old  :     100.0:       6.9       19.2        4.0       71.5       53.7       82.3       76.8:      17.7       23.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        31         26         29         75         81        118        124:
Old  :       158:        31         26         29         75         81        118        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       18.4       32.1       27.4       15.9       17.9       28.0       26.6
Old  :                 19.0       18.4       32.1       27.4       15.9       17.9       28.0       26.6
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, January 26, 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  :     6,891:        46        186         73      6,574      6,405      6,693      6,664:       198        227
Old  :     6,891:        46        186         73      6,574      6,405      6,693      6,664:       198        227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :       321:        46        -35         19        378        334        443        318:      -122          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        2.7        1.1       95.4       92.9       97.1       96.7:       2.9        3.3
Old  :     100.0:       0.7        2.7        1.1       95.4       92.9       97.1       96.7:       2.9        3.3
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  :        22:         1          2          1         15         19         17         21:
Old  :        22:         1          2          1         15         19         17         21:
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  :                 68.0       72.5       84.3       83.2       19.4       21.1       28.1       26.7
Old  :                 68.0       72.5       84.3       83.2       19.4       21.1       28.1       26.7
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, January 26, 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  :   199,811:    55,470     22,105     34,127     78,315    118,923    167,913    175,155:    31,898     24,656
Old  :   174,945:    52,382     19,577     28,021     65,621    104,587    146,024    152,185:    28,922     22,760
Other:    24,865:     6,235      5,674      2,960     12,695     14,335     21,889     22,970:     2,976      1,896
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     9,988:     5,242      3,350      2,812      3,211      2,883     11,265      9,045:    -1,277        943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       11.1       17.1       39.2       59.5       84.0       87.7:      16.0       12.3
Old  :     100.0:      29.9       11.2       16.0       37.5       59.8       83.5       87.0:      16.5       13.0
Other:     100.0:      25.1       22.8       11.9       51.1       57.7       88.0       92.4:      12.0        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        58         37         55         57         51        150        118:
Old  :       170:        61         37         54         56         51        147        118:
Other:        68:        16         12         18         33         14         59         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  :                 14.7       36.9       24.9       48.1       14.4       31.4       22.8       39.4
Old  :                 14.1       36.9       25.2       47.4       13.8       32.1       23.3       40.8
Other:                 36.2       61.0       48.3       75.4       36.2       57.2       47.6       67.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :    16,223:     4,565      1,433      1,209      7,215     12,041     12,989     14,683:     3,234      1,540
Old  :    14,345:     4,388      1,365      1,061      6,103     10,736     11,553     13,163:     2,793      1,182
Other:     1,878:       224        115        100      1,112      1,305      1,437      1,520:       441        357
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :      -853:      -677        -79         80        370       -891       -228       -890:      -626         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        8.8        7.4       44.5       74.2       80.1       90.5:      19.9        9.5
Old  :     100.0:      30.6        9.5        7.4       42.5       74.8       80.5       91.8:      19.5        8.2
Other:     100.0:      11.9        6.1        5.3       59.2       69.5       76.5       81.0:      23.5       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        34         11          8         32         18         68         35:
Old  :        82:        33         10          8         32         17         67         33:
Other:        25:         3          4          4          8         12         14         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       59.3       31.9       71.6       21.1       55.1       30.5       66.1
Old  :                 20.4       62.5       31.6       75.1       20.3       58.2       30.8       68.9
Other:                 61.7       47.5       72.9       68.2       61.1       47.0       67.9       65.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :   952,455:   278,480    130,032     70,773    511,407    624,206    860,661    825,011:    91,794    127,444
Old  :   952,455:   278,480    130,032     70,773    511,407    624,206    860,661    825,011:    91,794    127,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    -2,016:     6,974     -1,403     -2,744     -5,593      6,388     -1,362      2,241:      -654     -4,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       13.7        7.4       53.7       65.5       90.4       86.6:       9.6       13.4
Old  :     100.0:      29.2       13.7        7.4       53.7       65.5       90.4       86.6:       9.6       13.4
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  :       236:        43         52         33         81        125        141        193:
Old  :       236:        43         52         33         81        125        141        193:
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       19.4       42.5       25.8       31.5       16.4       38.4       21.8
Old  :                 34.9       19.4       42.5       25.8       31.5       16.4       38.4       21.8
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, January 26, 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  : 1,631,894:   133,907    259,049    167,688  1,059,429    880,565  1,361,025  1,307,302:   270,869    324,592
Old  : 1,631,894:   133,907    259,049    167,688  1,059,429    880,565  1,361,025  1,307,302:   270,869    324,592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :   -60,397:    25,017      3,319    -57,671    -20,554     -8,476    -53,208    -62,829:    -7,189      2,432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       15.9       10.3       64.9       54.0       83.4       80.1:      16.6       19.9
Old  :     100.0:       8.2       15.9       10.3       64.9       54.0       83.4       80.1:      16.6       19.9
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  :       242:        32         55         61        128        135        199        212:
Old  :       242:        32         55         61        128        135        199        212:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       17.9       28.7       27.8       13.5       13.7       19.8       18.6
Old  :                 20.8       17.9       28.7       27.8       13.5       13.7       19.8       18.6
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, January 26, 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  :   866,964:    76,097     90,327     44,806    547,274    507,855    668,178    642,989:   198,786    223,975
Old  :   866,964:    76,097     90,327     44,806    547,274    507,855    668,178    642,989:   198,786    223,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    15,650:    17,295     14,383     -9,500     -7,041      3,736        753      8,619:    14,897      7,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       10.4        5.2       63.1       58.6       77.1       74.2:      22.9       25.8
Old  :     100.0:       8.8       10.4        5.2       63.1       58.6       77.1       74.2:      22.9       25.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        19         25         24         69         82        100        119:
Old  :       143:        19         25         24         69         82        100        119:
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  :                 23.0       15.5       33.1       25.4       15.4       12.4       23.8       19.7
Old  :                 23.0       15.5       33.1       25.4       15.4       12.4       23.8       19.7
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, January 26, 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  :   917,533:    74,469     76,758    288,992    514,037    503,374    877,498    869,125:    40,035     48,408
Old  :   917,533:    74,469     76,758    288,992    514,037    503,374    877,498    869,125:    40,035     48,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    28,480:     6,083      7,747     15,380     17,119     11,392     38,582     34,520:   -10,102     -6,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        8.4       31.5       56.0       54.9       95.6       94.7:       4.4        5.3
Old  :     100.0:       8.1        8.4       31.5       56.0       54.9       95.6       94.7:       4.4        5.3
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  :       136:        28         36         46         61         66        111        128:
Old  :       136:        28         36         46         61         66        111        128:
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  :                 31.6       26.3       49.9       39.9       17.4        6.4       21.3       11.1
Old  :                 31.6       26.3       49.9       39.9       17.4        6.4       21.3       11.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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  :    13,578:     2,840      1,682          0      7,791      6,862     10,631      8,544:     2,947      5,034
Old  :    13,578:     2,840      1,682          0      7,791      6,862     10,631      8,544:     2,947      5,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :       964:       400       -353          0        258          6        658       -347:       306      1,311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       12.4        0.0       57.4       50.5       78.3       62.9:      21.7       37.1
Old  :     100.0:      20.9       12.4        0.0       57.4       50.5       78.3       62.9:      21.7       37.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          3          0          5          7         10         10:
Old  :        20:         5          3          0          5          7         10         10:
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  :                 58.9       43.5       74.3       58.5       58.9       43.5       74.3       58.5
Old  :                 58.9       43.5       74.3       58.5       58.9       43.5       74.3       58.5
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, January 26, 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  :    69,288:    25,807      8,878      1,314     27,269     47,947     54,390     58,139:    14,898     11,148
Old  :    69,288:    25,807      8,878      1,314     27,269     47,947     54,390     58,139:    14,898     11,148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    -3,367:    -2,528        230        784     -1,065     -2,465     -2,809     -1,451:      -558     -1,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       12.8        1.9       39.4       69.2       78.5       83.9:      21.5       16.1
Old  :     100.0:      37.2       12.8        1.9       39.4       69.2       78.5       83.9:      21.5       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        33         14          8         26         27         61         47:
Old  :        88:        33         14          8         26         27         61         47:
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  :                 17.6       35.5       29.6       51.9       17.6       32.7       29.5       47.7
Old  :                 17.6       35.5       29.6       51.9       17.6       32.7       29.5       47.7
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, January 26, 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  :    10,005:       525      1,948        246      9,107      7,600      9,878      9,794:       127        211
Old  :    10,005:       525      1,948        246      9,107      7,600      9,878      9,794:       127        211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :      -356:       273       -749         -4       -402        759       -133          6:      -223       -362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       19.5        2.5       91.0       76.0       98.7       97.9:       1.3        2.1
Old  :     100.0:       5.2       19.5        2.5       91.0       76.0       98.7       97.9:       1.3        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         5          8          2         11         16         17         25:
Old  :        37:         5          8          2         11         16         17         25:
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  :                 71.8       50.2       89.6       70.7       71.8       48.6       80.1       67.1
Old  :                 71.8       50.2       89.6       70.7       71.8       48.6       80.1       67.1
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, January 26, 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  :    22,780:     3,463        362          0     19,116     22,298     22,579     22,660:       201        120
Old  :    22,780:     3,463        362          0     19,116     22,298     22,579     22,660:       201        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    -1,170:       277        196          0     -1,455     -1,389     -1,178     -1,193:         8         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        1.6        0.0       83.9       97.9       99.1       99.5:       0.9        0.5
Old  :     100.0:      15.2        1.6        0.0       83.9       97.9       99.1       99.5:       0.9        0.5
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  :        31:         9          2          0          9         12         18         14:
Old  :        31:         9          2          0          9         12         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.8       77.0       92.5       92.2       73.8       77.0       92.5       90.8
Old  :                 73.8       77.0       92.5       92.2       73.8       77.0       92.5       90.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 29, 2010