```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      482,540
COMMITMENTS
  78,022   97,115  114,774  255,066  213,071  447,862  424,960   34,678   57,580

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     23,100)
  -1,222    6,799    8,123   14,706    3,705   21,607   18,627    1,493    4,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     20.1     23.8     52.9     44.2     92.8     88.1      7.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     119      133      137       84      102      288      301
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,410,976
COMMITMENTS
 269,266  102,381  332,039  678,776  671,530  1280081  1105950  130,895  305,026

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     26,921)
 -57,451   32,074   22,624   62,936  -45,966   28,108    8,731   -1,187   18,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      7.3     23.5     48.1     47.6     90.7     78.4      9.3     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      681)
     191      137      224      232      293      530      574
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,226
COMMITMENTS
   1,414    1,341    1,792    8,422    9,498   11,628   12,631    2,598    1,595

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        469)
  -1,455    1,181      816      855   -1,835      216      162      253      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      9.4     12.6     59.2     66.8     81.7     88.8     18.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12        7        3       18       16       30       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      578,356
COMMITMENTS
 106,054   61,180  159,859  263,039  258,404  528,952  479,443   49,404   98,913

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     23,809)
  -9,469    4,833   16,368   18,408    2,214   25,307   23,415   -1,498      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     10.6     27.6     45.5     44.7     91.5     82.9      8.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      478)
     155      130      193      112      164      378      396
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,206
COMMITMENTS
  11,654    1,137      627        0    1,544   12,281    3,308    2,925   11,898

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        192)
     -81     -130      118        0       53       37       41      155      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.6      7.5      4.1      0.0     10.2     80.8     21.8     19.2     78.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      15        3        8        0        4       16       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      253,047
COMMITMENTS
  38,619   30,189   51,197  134,770  148,088  224,586  229,473   28,462   23,574

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      5,972)
 -11,336    4,531    3,073   17,428   -4,083    9,165    3,521   -3,194    2,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     11.9     20.2     53.3     58.5     88.8     90.7     11.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      54       65       62       55       58      153      153
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      734,644
COMMITMENTS
  53,736  148,960   42,544  515,579  378,963  611,858  570,467  122,786  164,177

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     -8,989)
  -2,001       48   -9,909    2,045      220   -9,864   -9,640      875      651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     20.3      5.8     70.2     51.6     83.3     77.7     16.7     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      27       42       39       76       81      130      135
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,570
COMMITMENTS
       0      221       54    6,196    6,071    6,250    6,346      320      224

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -831)
       0       -8      -11     -680     -748     -691     -767     -140      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      0.8     94.3     92.4     95.1     96.6      4.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        2       14       18       16       21
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      189,823
COMMITMENTS
  50,228   18,755   31,315   75,104  116,040  156,648  166,110   33,175   23,713

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      4,008)
  -1,353   -1,328      639    2,421    3,822    1,708    3,133    2,301      875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      9.9     16.5     39.6     61.1     82.5     87.5     17.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      51       36       47       57       54      140      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,077
COMMITMENTS
   5,243    1,513    1,128    6,846   12,932   13,217   15,573    3,860    1,503

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        632)
    -331      444      210      700     -366      579      288       52      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7      8.9      6.6     40.1     75.7     77.4     91.2     22.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      32        9        7       32       18       67       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      954,471
COMMITMENTS
 271,506  131,435   73,517  517,000  617,818  862,023  822,770   92,448  131,701

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     27,826)
  -6,889   -3,718   15,205   17,570   19,453   25,887   30,941    1,939   -3,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     13.8      7.7     54.2     64.7     90.3     86.2      9.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      36       53       33       81      121      136      188
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,692,290
COMMITMENTS
 108,890  255,730  225,359  1079983  889,041  1414233  1370130  278,058  322,160

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     20,321)
  -4,511  -69,187   -1,070   19,364   86,076   13,782   15,819    6,538    4,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     15.1     13.3     63.8     52.5     83.6     81.0     16.4     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      41       55       63      124      131      202      212
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      851,314
COMMITMENTS
  58,803   75,944   54,306  554,316  504,120  667,425  634,370  183,889  216,944

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     12,277)
  -5,586    1,226   -3,012    1,166    5,495   -7,433    3,708   19,710    8,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      8.9      6.4     65.1     59.2     78.4     74.5     21.6     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      22       21       26       74       79      106      116
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      889,053
COMMITMENTS
  68,386   69,011  273,612  496,918  491,982  838,916  834,605   50,137   54,448

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:     38,372)
   3,815    5,163    4,954   19,344   20,875   28,113   30,993   10,259    7,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      7.8     30.8     55.9     55.3     94.4     93.9      5.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      29       33       45       61       66      111      125
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       12,614
COMMITMENTS
   2,440    2,035        0    7,533    6,856    9,973    8,891    2,641    3,723

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     16.1      0.0     59.7     54.4     79.1     70.5     20.9     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        4        0        6        6       10       10
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       72,654
COMMITMENTS
  28,334    8,648      530   28,334   50,412   57,199   59,591   15,455   13,063

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      6,336)
   3,651    1,018     -676    2,558    6,874    5,533    7,216      803     -880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0     11.9      0.7     39.0     69.4     78.7     82.0     21.3     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      31       17        4       26       33       60       51
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,502
COMMITMENTS
   9,337   11,818        0    2,174      584   11,511   12,402      991      100

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:       -340)
    -158     -284        0      204      -56       46     -340     -386        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.7     94.5      0.0     17.4      4.7     92.1     99.2      7.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        6        0        3        2       12        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,361
COMMITMENTS
     252    2,697      250    9,509    6,841   10,011    9,788      350      573

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        706)
      39      133       76      586      514      701      723        5      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     26.0      2.4     91.8     66.0     96.6     94.5      3.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5       12        2       11       16       17       29
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       23,950
COMMITMENTS
   3,186      166        0   20,571   23,687   23,757   23,853      193       97

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:      5,523)
   1,204     -485        0    4,201    5,986    5,405    5,501      118       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      0.7      0.0     85.9     98.9     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      10        2        0        9       11       19       13
```

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Updated January 22, 2010