```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY 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:      480,241
COMMITMENTS
 107,502   86,535   63,779  269,284  273,008  440,565  423,322   39,676   56,919

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,877)
    -839   -3,849      471       -4    4,393     -372    1,015    2,249      862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     18.0     13.3     56.1     56.8     91.7     88.1      8.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     141      122      122       82      125      302      299
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,518,419
COMMITMENTS
 587,744  124,981  140,980  640,827  1012811  1369551  1278772  148,868  239,647

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     28,403)
  23,998    2,862   -5,966   11,459   31,193   29,491   28,089   -1,088      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      8.2      9.3     42.2     66.7     90.2     84.2      9.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      861)
     278      118      174      212      389      560      631
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:       11,771
COMMITMENTS
   4,899      166       62    4,577   10,338    9,538   10,566    2,233    1,205

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        -98)
     531       91       -9     -694     -170     -172      -88       74      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6      1.4      0.5     38.9     87.8     81.0     89.8     19.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      23        2        3       14       11       37       16
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      660,863
COMMITMENTS
 257,558   41,529   86,829  258,352  445,154  602,739  573,512   58,124   87,351

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     17,690)
   8,493    4,063    4,175    7,047   10,739   19,715   18,977   -2,025   -1,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0      6.3     13.1     39.1     67.4     91.2     86.8      8.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      590)
     225       89      173      117      209      438      423
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      354,995
COMMITMENTS
  96,709   26,833   46,482  175,166  258,984  318,357  332,299   36,638   22,696

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      2,260)
   3,502      186    2,407   -3,317    2,042    2,592    4,635     -332   -2,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      7.6     13.1     49.3     73.0     89.7     93.6     10.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
     101       46       79       61       60      210      161
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:      537,120
COMMITMENTS
  48,451   74,969    3,129  376,169  319,875  427,749  397,973  109,371  139,147

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -42,142)
 -26,722    6,253      -35   -7,245  -50,206  -34,002  -43,988   -8,140    1,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     14.0      0.6     70.0     59.6     79.6     74.1     20.4     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      21       29        9       66       60       91       94
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY 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:      305,268
COMMITMENTS
  38,679   48,503      294  208,226  213,353  247,199  262,150   58,069   43,118

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      2,012)
      45     -102     -470    2,627    3,996    2,202    3,424     -190   -1,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     15.9      0.1     68.2     69.9     81.0     85.9     19.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        9        2       27       27       32       37
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      194,131
COMMITMENTS
  62,713    9,572   15,571   76,972  152,242  155,256  177,385   38,875   16,746

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        665)
   4,903      277     -470   -7,783   -2,316   -3,350   -2,509    4,015    3,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3      4.9      8.0     39.6     78.4     80.0     91.4     20.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      80       16       38       64       53      164       99
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:       18,508
COMMITMENTS
   4,868    2,500    1,582    6,840   12,704   13,290   16,786    5,218    1,722

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        413)
     135       99       30       73      -72      238       57      175      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     13.5      8.5     37.0     68.6     71.8     90.7     28.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      36       12       14       28       16       72       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:      683,291
COMMITMENTS
  74,143  140,064    5,485  528,423  423,521  608,051  569,070   75,240  114,221

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     27,375)
   2,307   13,462   -1,298   30,383    8,311   31,392   20,475   -4,017    6,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     20.5      0.8     77.3     62.0     89.0     83.3     11.0     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      24       35       13       75       93      108      132
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    1,355,794
COMMITMENTS
 174,375  252,298   11,181  931,985  792,240  1117541  1055719  238,253  300,075

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      5,061)
 -16,077   53,742   -2,348   55,678  -42,863   37,253    8,531  -32,192   -3,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     18.6      0.8     68.7     58.4     82.4     77.9     17.6     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      47       44       22      101      111      159      166
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY 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:    1,034,039
COMMITMENTS
 165,357  100,757   16,907  686,470  691,622  868,734  809,286  165,305  224,753

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     28,226)
  -1,800    1,745      829   58,107   37,574   57,136   40,148  -28,910  -11,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      9.7      1.6     66.4     66.9     84.0     78.3     16.0     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      24       29       13       81       88      110      125
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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:      574,405
COMMITMENTS
 170,888   35,891   61,698  313,925  436,907  546,511  534,496   27,894   39,909

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     11,870)
   1,001    6,528       87   13,927   13,705   15,015   20,320   -3,145   -8,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8      6.2     10.7     54.7     76.1     95.1     93.1      4.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      28       17       28       48       46       87       83
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY 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:       36,880
COMMITMENTS
  10,095    3,118        9   20,605   30,470   30,708   33,597    6,172    3,284

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -10,753)
  -3,165      -47     -838   -5,336   -6,672   -9,339   -7,556   -1,414   -3,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      8.5      0.0     55.9     82.6     83.3     91.1     16.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      22       10        1       27       30       49       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:       73,760
COMMITMENTS
  20,189    6,236       17   41,210   60,940   61,416   67,193   12,344    6,567

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -21,505)
  -6,330      -94   -1,675  -10,672  -13,343  -18,677  -15,112   -2,828   -6,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      8.5      0.0     55.9     82.6     83.3     91.1     16.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      22       10        1       27       30       49       41
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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