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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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  :   596,899:   106,973     79,847    141,925    301,965    312,054    550,864    533,827:    46,035     63,073
Old  :   358,300:    90,268     73,190     66,316    169,402    189,452    325,986    328,958:    32,314     29,343
Other:   238,599:    43,622     33,574     48,692    132,563    122,602    224,877    204,869:    13,722     33,730
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :     4,926:     7,503        922     -3,538         67      8,499      4,032      5,884:       894       -957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       13.4       23.8       50.6       52.3       92.3       89.4:       7.7       10.6
Old  :     100.0:      25.2       20.4       18.5       47.3       52.9       91.0       91.8:       9.0        8.2
Other:     100.0:      18.3       14.1       20.4       55.6       51.4       94.2       85.9:       5.8       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       443:       151        141        160         92        138        344        345:
Old  :       424:       160        123        117         79        127        301        306:
Other:       285:        64         90         89         69        119        193        243:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.5       20.7       31.4       26.7       17.1       17.1       28.1       21.1
Old  :                 23.4       27.1       33.7       34.5       23.2       26.2       33.4       32.5
Other:                 29.6       16.0       40.8       24.4       24.5       13.5       33.5       18.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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  : 2,220,581:   541,652    114,899    632,585    834,252  1,182,111  2,008,488  1,929,594:   212,093    290,987
Old  : 1,748,145:   432,093    105,067    492,169    653,545    937,035  1,577,807  1,534,271:   170,338    213,874
Other:   472,436:   137,897     38,171    112,077    180,707    245,076    430,681    395,323:    41,755     77,113
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :    22,569:     7,474     -4,564     -8,448     11,239     28,314     10,265     15,302:    12,304      7,268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        5.2       28.5       37.6       53.2       90.4       86.9:       9.6       13.1
Old  :     100.0:      24.7        6.0       28.2       37.4       53.6       90.3       87.8:       9.7       12.2
Other:     100.0:      29.2        8.1       23.7       38.2       51.9       91.2       83.7:       8.8       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       905:       267        164        271        280        422        678        742:
Old  :       890:       259        170        237        257        410        633        706:
Other:       653:       126        123        110        158        354        337        541:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       11.2       19.1       17.3        9.3        7.0       14.1       11.0
Old  :                 11.6       12.1       20.0       17.8       10.5        8.5       15.3       11.9
Other:                 17.9       12.8       27.9       19.4       17.2        8.8       25.2       13.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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  :    12,609:     4,332        214        562      5,228     10,751     10,122     11,527:     2,487      1,082
Old  :    10,846:     4,328        166        255      3,984      9,584      8,567     10,005:     2,279        841
Other:     1,763:         7         50        304      1,244      1,168      1,555      1,522:       208        240
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :         9:      -325         26        -21        184        187       -162        192:       171       -183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4        1.7        4.5       41.5       85.3       80.3       91.4:      19.7        8.6
Old  :     100.0:      39.9        1.5        2.4       36.7       88.4       79.0       92.2:      21.0        7.8
Other:     100.0:       0.4        2.9       17.3       70.6       66.3       88.2       86.4:      11.8       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        20          6          7         18         13         41         23:
Old  :        45:        17          8          5         15         13         36         22:
Other:        18:         4          2          5          8          9         14         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.6       67.0       45.5       81.9       28.6       61.3       44.8       74.4
Old  :                 31.4       73.5       50.4       85.8       31.4       71.8       50.2       83.1
Other:                 60.2       62.1       83.5       80.2       54.5       56.1       61.8       59.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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  :   927,497:   212,751     26,139    301,901    340,928    503,218    855,581    831,258:    71,916     96,239
Old  :   739,660:   179,790     20,203    236,255    262,184    414,942    678,229    671,400:    61,431     68,260
Other:   187,837:    56,055     29,030     42,552     78,745     88,275    177,352    159,857:    10,485     27,980
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :   -57,223:     6,827     -1,341    -60,563     -7,826      4,468    -61,563    -57,436:     4,340        214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        2.8       32.6       36.8       54.3       92.2       89.6:       7.8       10.4
Old  :     100.0:      24.3        2.7       31.9       35.4       56.1       91.7       90.8:       8.3        9.2
Other:     100.0:      29.8       15.5       22.7       41.9       47.0       94.4       85.1:       5.6       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       609:       226        101        223        144        231        480        487:
Old  :       589:       215        101        201        132        227        444        467:
Other:       363:        85         83         62         68        171        188        282:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       18.6       20.1       26.7       10.2       13.9       15.3       19.5
Old  :                 13.4       21.1       21.8       29.4       12.2       16.7       17.9       23.8
Other:                 21.2       18.6       34.3       28.8       18.0       17.0       27.5       21.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    22,484:    19,601      1,244         36         28      4,399     19,665      5,679:     2,819     16,805
Old  :    10,267:     8,186        757         25         28      1,947      8,239      2,729:     2,028      7,538
Other:    12,217:    11,420        492          6          0      2,452     11,426      2,950:       791      9,267
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :     2,192:     2,386        581         30        -11        696      2,405      1,307:      -213        885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.2        5.5        0.2        0.1       19.6       87.5       25.3:      12.5       74.7
Old  :     100.0:      79.7        7.4        0.2        0.3       19.0       80.2       26.6:      19.8       73.4
Other:     100.0:      93.5        4.0        0.0        0.0       20.1       93.5       24.1:       6.5       75.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        17          4          4          2          9         20         16:
Old  :        28:        16          3          2          2          9         18         14:
Other:        26:        14          3          2          0          9         14         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.6       15.1       75.6       20.5       55.6       15.1       75.6       20.3
Old  :                 51.0       18.3       67.8       24.7       50.9       18.3       67.5       24.6
Other:                 66.6       14.3       87.5       20.0       66.6       14.3       87.5       20.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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  :   429,409:    88,342     23,845     90,355    211,710    291,428    390,407    405,629:    39,002     23,780
Old  :   394,514:    87,617     27,227     79,482    190,798    266,146    357,897    372,855:    36,617     21,659
Other:    34,895:     6,343      2,237      5,255     20,912     25,282     32,510     32,774:     2,385      2,121
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :   -14,558:      -205       -852    -17,349      2,107      2,522    -15,446    -15,679:       888      1,120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        5.6       21.0       49.3       67.9       90.9       94.5:       9.1        5.5
Old  :     100.0:      22.2        6.9       20.1       48.4       67.5       90.7       94.5:       9.3        5.5
Other:     100.0:      18.2        6.4       15.1       59.9       72.5       93.2       93.9:       6.8        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:       101         45         82         67         65        211        168:
Old  :       245:        96         59         79         66         64        208        165:
Other:        69:        25          6         10         27         19         54         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       32.7       27.0       47.6       11.2       23.2       18.5       33.2
Old  :                 15.7       32.3       26.8       46.6       12.1       25.4       19.9       34.7
Other:                 51.2       61.9       69.1       78.7       44.2       59.1       58.0       69.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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  :   579,821:    43,495     67,474     28,787    377,630    337,002    449,912    433,263:   129,910    146,559
Old  :   579,821:    43,495     67,474     28,787    377,630    337,002    449,912    433,263:   129,910    146,559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :   -40,513:      -339     -2,056    -19,478    -24,591    -13,585    -44,408    -35,119:     3,895     -5,394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       11.6        5.0       65.1       58.1       77.6       74.7:      22.4       25.3
Old  :     100.0:       7.5       11.6        5.0       65.1       58.1       77.6       74.7:      22.4       25.3
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:        25         24         27         72         66        108        106:
Old  :       136:        25         24         27         72         66        108        106:
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  :                 22.9       15.8       32.5       25.8       20.3       14.4       30.0       23.3
Old  :                 22.9       15.8       32.5       25.8       20.3       14.4       30.0       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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  :   308,805:    40,314     49,166        324    207,583    216,665    248,221    266,155:    60,584     42,650
Old  :   308,805:    40,314     49,166        324    207,583    216,665    248,221    266,155:    60,584     42,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :     2,174:     1,635        623        -18     -1,444      2,660        173      3,265:     2,001     -1,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       15.9        0.1       67.2       70.2       80.4       86.2:      19.6       13.8
Old  :     100.0:      13.1       15.9        0.1       67.2       70.2       80.4       86.2:      19.6       13.8
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  :        53:         5          9          2         25         28         31         38:
Old  :        53:         5          9          2         25         28         31         38:
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  :                 28.1       48.6       49.0       63.8       27.6       47.8       46.9       62.4
Old  :                 28.1       48.6       49.0       63.8       27.6       47.8       46.9       62.4
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, December 28, 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  :     7,255:       969        380        546      5,519      5,938      7,034      6,864:       221        391
Old  :     7,255:       969        380        546      5,519      5,938      7,034      6,864:       221        391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :       166:        27         10          7         89         57        123         74:        43         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        5.2        7.5       76.1       81.8       97.0       94.6:       3.0        5.4
Old  :     100.0:      13.4        5.2        7.5       76.1       81.8       97.0       94.6:       3.0        5.4
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  :        33:         5          5          5         17         20         26         26:
Old  :        33:         5          5          5         17         20         26         26:
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  :                 59.5       50.3       72.5       68.1       45.0       37.9       52.3       47.6
Old  :                 59.5       50.3       72.5       68.1       45.0       37.9       52.3       47.6
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, December 28, 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  :   232,577:    53,512     10,962     41,953     96,675    162,211    192,140    215,126:    40,437     17,451
Old  :   198,887:    52,758     11,718     33,019     76,927    137,909    162,704    182,646:    36,182     16,241
Other:    33,691:     2,679      1,170      7,009     19,748     24,302     29,436     32,481:     4,255      1,210
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :     1,189:        26        170      1,065      2,154        759      3,245      1,994:    -2,057       -806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        4.7       18.0       41.6       69.7       82.6       92.5:      17.4        7.5
Old  :     100.0:      26.5        5.9       16.6       38.7       69.3       81.8       91.8:      18.2        8.2
Other:     100.0:       8.0        3.5       20.8       58.6       72.1       87.4       96.4:      12.6        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        74         23         54         70         59        179        118:
Old  :       194:        79         24         50         68         56        173        114:
Other:        82:        18         12         19         43         25         75         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       41.3       20.5       52.9        7.6       36.2       13.5       42.8
Old  :                 10.3       38.9       18.0       51.3        7.8       34.3       14.1       41.7
Other:                 35.0       55.6       48.8       72.5       32.2       50.2       39.2       58.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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  :    20,597:     4,803      2,335      3,207      7,557     13,701     15,568     19,243:     5,029      1,353
Old  :    19,711:     5,016      2,335      2,857      6,951     13,339     14,825     18,531:     4,886      1,179
Other:       886:         2        215        135        606        362        743        712:       143        174
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :      -232:      -175         65        285        100       -101        210        248:      -442       -481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       11.3       15.6       36.7       66.5       75.6       93.4:      24.4        6.6
Old  :     100.0:      25.4       11.8       14.5       35.3       67.7       75.2       94.0:      24.8        6.0
Other:     100.0:       0.2       24.3       15.3       68.4       40.8       83.9       80.4:      16.1       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        43          9         25         31         22         87         53:
Old  :        98:        45          9         24         31         21         87         51:
Other:        25:         2          5          8          7          8         16         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.8       45.7       27.5       59.8       18.4       43.7       26.2       55.9
Old  :                 18.7       46.6       27.5       60.9       18.2       46.1       26.3       58.8
Other:                 68.4       51.9       79.7       70.5       66.1       51.9       67.5       63.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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  :   668,741:    66,249    108,396     17,431    501,858    412,723    585,537    538,550:    83,203    130,191
Old  :   668,741:    66,249    108,396     17,431    501,858    412,723    585,537    538,550:    83,203    130,191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :   -52,706:    -7,810    -21,787    -16,005    -33,577    -27,491    -57,391    -65,283:     4,685     12,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       16.2        2.6       75.0       61.7       87.6       80.5:      12.4       19.5
Old  :     100.0:       9.9       16.2        2.6       75.0       61.7       87.6       80.5:      12.4       19.5
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  :       165:        21         31         19         72         89        104        128:
Old  :       165:        21         31         19         72         89        104        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  :                 30.9       19.7       42.5       29.2       27.2       19.0       38.7       27.8
Old  :                 30.9       19.7       42.5       29.2       27.2       19.0       38.7       27.8
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, December 28, 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  : 1,737,174:   113,926    252,894    196,614  1,146,935    977,162  1,457,474  1,426,670:   279,699    310,504
Old  : 1,737,174:   113,926    252,894    196,614  1,146,935    977,162  1,457,474  1,426,670:   279,699    310,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :  -215,395:   -20,012     -1,491   -100,753   -110,422   -103,906   -231,187   -206,150:    15,792     -9,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       14.6       11.3       66.0       56.3       83.9       82.1:      16.1       17.9
Old  :     100.0:       6.6       14.6       11.3       66.0       56.3       83.9       82.1:      16.1       17.9
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  :       253:        37         62         55        123        136        196        217:
Old  :       253:        37         62         55        123        136        196        217:
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  :                 20.3       13.1       27.1       20.1       17.9       10.4       22.7       15.9
Old  :                 20.3       13.1       27.1       20.1       17.9       10.4       22.7       15.9
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, December 28, 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  : 1,109,583:   169,700     85,419     69,486    685,129    716,628    924,315    871,533:   185,268    238,050
Old  : 1,109,583:   169,700     85,419     69,486    685,129    716,628    924,315    871,533:   185,268    238,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :   -52,260:     9,195    -12,444    -16,191    -53,969    -26,387    -60,966    -55,022:     8,706      2,762
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        7.7        6.3       61.7       64.6       83.3       78.5:      16.7       21.5
Old  :     100.0:      15.3        7.7        6.3       61.7       64.6       83.3       78.5:      16.7       21.5
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  :       162:        25         27         29         85         85        126        125:
Old  :       162:        25         27         29         85         85        126        125:
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  :                 19.3       21.4       29.5       32.2       17.9       17.4       25.1       26.5
Old  :                 19.3       21.4       29.5       32.2       17.9       17.4       25.1       26.5
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, December 28, 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  :   982,764:   151,903     33,318    428,405    373,403    480,083    953,711    941,806:    29,053     40,958
Old  :   982,764:   151,903     33,318    428,405    373,403    480,083    953,711    941,806:    29,053     40,958
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :       974:       -43     -2,667       -688      3,067      5,450      2,336      2,095:    -1,362     -1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        3.4       43.6       38.0       48.9       97.0       95.8:       3.0        4.2
Old  :     100.0:      15.5        3.4       43.6       38.0       48.9       97.0       95.8:       3.0        4.2
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  :       114:        32         21         38         53         53        101         97:
Old  :       114:        32         21         38         53         53        101         97:
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       28.7       52.9       48.8       15.0       11.8       18.3       17.7
Old  :                 34.9       28.7       52.9       48.8       15.0       11.8       18.3       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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  :    37,936:     9,806      2,631        476     21,396     30,762     31,678     33,870:     6,258      4,067
Old  :    37,936:     9,806      2,631        476     21,396     30,762     31,678     33,870:     6,258      4,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :      -170:      -300       -519        163        -75       -501       -211       -856:        41        686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        6.9        1.3       56.4       81.1       83.5       89.3:      16.5       10.7
Old  :     100.0:      25.8        6.9        1.3       56.4       81.1       83.5       89.3:      16.5       10.7
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  :        78:        21          8          5         28         29         50         41:
Old  :        78:        21          8          5         28         29         50         41:
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  :                 26.9       41.5       39.9       58.3       26.5       41.5       39.5       57.2
Old  :                 26.9       41.5       39.9       58.3       26.5       41.5       39.5       57.2
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, December 28, 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  :    75,872:    19,612      5,263        952     42,792     61,524     63,356     67,739:    12,516      8,133
Old  :    75,872:    19,612      5,263        952     42,792     61,524     63,356     67,739:    12,516      8,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :      -339:      -599     -1,037        327       -150     -1,002       -422     -1,712:        83      1,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        6.9        1.3       56.4       81.1       83.5       89.3:      16.5       10.7
Old  :     100.0:      25.8        6.9        1.3       56.4       81.1       83.5       89.3:      16.5       10.7
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  :        78:        21          8          5         28         29         50         41:
Old  :        78:        21          8          5         28         29         50         41:
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  :                 26.9       41.5       39.9       58.3       26.5       41.5       39.5       57.2
Old  :                 26.9       41.5       39.9       58.3       26.5       41.5       39.5       57.2
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, December 28, 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  :    14,172:     1,775      1,954          0     12,353     12,020     14,128     13,974:        44        198
Old  :    14,172:     1,775      1,954          0     12,353     12,020     14,128     13,974:        44        198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :       305:       -53        191          0        373        135        320        326:       -15        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       13.8        0.0       87.2       84.8       99.7       98.6:       0.3        1.4
Old  :     100.0:      12.5       13.8        0.0       87.2       84.8       99.7       98.6:       0.3        1.4
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  :        34:         2         10          0         10         15         12         25:
Old  :        34:         2         10          0         10         15         12         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  :                 83.8       63.9       98.4       82.1       83.8       63.2       97.7       81.4
Old  :                 83.8       63.9       98.4       82.1       83.8       63.2       97.7       81.4
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, December 28, 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  :    41,158:     4,278      1,055          0     36,573     39,924     40,851     40,979:       307        179
Old  :    41,158:     4,278      1,055          0     36,573     39,924     40,851     40,979:       307        179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :     2,178:     1,022        220          0      1,328      2,064      2,350      2,284:      -172       -106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        2.6        0.0       88.9       97.0       99.3       99.6:       0.7        0.4
Old  :     100.0:      10.4        2.6        0.0       88.9       97.0       99.3       99.6:       0.7        0.4
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  :        28:         2          6          0          6         16          8         22:
Old  :        28:         2          6          0          6         16          8         22:
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  :                 97.3       78.1       99.3       91.7       97.3       78.1       99.1       91.7
Old  :                 97.3       78.1       99.3       91.7       97.3       78.1       99.1       91.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 3, 2011