```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   401,938:    73,134    121,961     55,094    242,836    171,981    371,064    349,036:    30,874     52,902
Old  :   244,025:    61,113    110,156     15,067    149,078     86,176    225,258    211,399:    18,767     32,626
Other:   157,913:    32,803     32,587     19,245     93,758     85,805    145,806    137,637:    12,107     20,276
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     8,647:      -282     12,703      2,116      5,775     -7,078      7,609      7,741:     1,038        906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       30.3       13.7       60.4       42.8       92.3       86.8:       7.7       13.2
Old  :     100.0:      25.0       45.1        6.2       61.1       35.3       92.3       86.6:       7.7       13.4
Other:     100.0:      20.8       20.6       12.2       59.4       54.3       92.3       87.2:       7.7       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:        93        145        105         72         96        242        287:
Old  :       341:        88        144         56         53         78        173        250:
Other:       235:        62         66         52         50         89        139        186:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.2       15.2       45.0       22.9       26.1       13.4       42.7       19.8
Old  :                 38.6       13.9       53.0       23.0       38.6       13.9       53.0       22.9
Other:                 35.7       23.1       47.7       34.1       32.8       20.9       42.2       27.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,135,793:   274,098    130,986    155,805    596,510    578,698  1,026,413    865,489:   109,380    270,304
Old  :   842,231:   212,010    170,878     77,005    465,950    413,452    754,965    661,335:    87,266    180,896
Other:   293,562:   126,900     24,920     13,988    130,560    165,246    271,448    204,154:    22,114     89,408
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    13,350:   -12,353     26,311     19,892      6,649    -35,591     14,188     10,612:      -838      2,738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       11.5       13.7       52.5       51.0       90.4       76.2:       9.6       23.8
Old  :     100.0:      25.2       20.3        9.1       55.3       49.1       89.6       78.5:      10.4       21.5
Other:     100.0:      43.2        8.5        4.8       44.5       56.3       92.5       69.5:       7.5       30.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       656:       162        143        182        189        265        458        522:
Old  :       639:       149        171        147        176        252        417        487:
Other:       451:       101         77         41         78        223        196        331:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       13.6       28.5       18.5       17.6       13.4       27.2       18.0
Old  :                 22.8       12.6       33.6       18.4       22.6       12.3       33.1       17.8
Other:                 25.5       17.8       39.3       24.3       25.4       17.8       39.0       24.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,259:     2,712      2,110        125      8,011      9,561     10,848     11,796:     2,411      1,463
Old  :    10,599:     2,328      2,110         60      5,927      7,162      8,315      9,332:     2,284      1,267
Other:     2,660:       384          0         65      2,084      2,399      2,533      2,464:       127        196
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :       971:      -322        769         12      1,409        150      1,099        931:      -128         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       15.9        0.9       60.4       72.1       81.8       89.0:      18.2       11.0
Old  :     100.0:      22.0       19.9        0.6       55.9       67.6       78.5       88.0:      21.5       12.0
Other:     100.0:      14.4        0.0        2.4       78.3       90.2       95.2       92.6:       4.8        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        11         11          2         16         13         28         25:
Old  :        42:        11         11          1         14         11         26         22:
Other:        16:         3          0          1          7          9         10         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       55.6       58.0       73.2       35.5       52.8       51.6       68.5
Old  :                 37.2       58.4       55.9       76.7       37.2       54.8       55.9       73.2
Other:                 82.2       68.0       95.0       89.5       79.8       68.0       86.7       84.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   457,213:   103,470     64,374     72,865    241,670    229,821    418,005    367,060:    39,208     90,153
Old  :   360,027:    90,499     61,608     46,893    191,352    192,195    328,744    300,696:    31,283     59,331
Other:    97,186:    34,218     24,013      4,725     50,318     37,626     89,261     66,364:     7,925     30,822
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     2,523:    -3,774      7,270      3,120      7,206     -7,542      6,552      2,848:    -4,029       -325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       14.1       15.9       52.9       50.3       91.4       80.3:       8.6       19.7
Old  :     100.0:      25.1       17.1       13.0       53.1       53.4       91.3       83.5:       8.7       16.5
Other:     100.0:      35.2       24.7        4.9       51.8       38.7       91.8       68.3:       8.2       31.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       448:       127        129        136         98        156        312        354:
Old  :       438:       133        123        113         93        147        288        331:
Other:       262:        53         68         24         48        116        113        201:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       17.9       28.0       24.7       16.4       16.4       25.6       21.6
Old  :                 21.5       20.7       31.8       28.1       21.3       18.9       31.4       25.5
Other:                 35.9       15.6       51.5       24.8       35.1       15.1       50.6       23.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,607:    12,060      1,280        560         28      1,558     12,648      3,398:     2,959     12,209
Old  :     7,594:     4,831      1,520        282         28        330      5,141      2,132:     2,453      5,462
Other:     8,013:     7,469          0         38          0      1,228      7,507      1,266:       506      6,747
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :       401:       406        143        -67         28         14        367         90:        34        311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.3        8.2        3.6        0.2       10.0       81.0       21.8:      19.0       78.2
Old  :     100.0:      63.6       20.0        3.7        0.4        4.3       67.7       28.1:      32.3       71.9
Other:     100.0:      93.2        0.0        0.5        0.0       15.3       93.7       15.8:       6.3       84.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        14          3          8          1          5         16         15:
Old  :        22:        13          4          4          1          5         14         13:
Other:        17:        11          0          5          0          5         12         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       14.2       68.4       20.1       47.8       12.7       66.8       18.0
Old  :                 43.3       22.7       59.8       27.4       40.6       22.0       57.1       24.3
Other:                 60.9       13.3       84.6       15.7       60.8       13.3       84.4       15.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   231,137:    42,057     40,429     33,611    127,430    131,276    203,098    205,316:    28,039     25,821
Old  :   207,409:    36,395     46,252     23,455    121,631    112,779    181,481    182,486:    25,928     24,923
Other:    23,728:    14,727      3,242      1,091      5,799     18,497     21,617     22,830:     2,111        898
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    15,710:      -217      8,784      3,352     11,631        397     14,766     12,533:       944      3,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       17.5       14.5       55.1       56.8       87.9       88.8:      12.1       11.2
Old  :     100.0:      17.5       22.3       11.3       58.6       54.4       87.5       88.0:      12.5       12.0
Other:     100.0:      62.1       13.7        4.6       24.4       78.0       91.1       96.2:       8.9        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        62         67         61         57         58        156        163:
Old  :       219:        60         74         55         56         54        149        156:
Other:        64:        20          9          8         21         22         45         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       22.1       30.2       33.1       18.7       21.1       26.5       30.0
Old  :                 22.1       23.5       33.1       33.9       21.7       23.4       30.9       33.2
Other:                 53.0       49.7       72.8       68.8       49.3       49.7       67.6       68.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   652,424:    41,848    136,270      5,003    493,378    360,884    540,229    502,157:   112,195    150,267
Old  :   652,424:    41,848    136,270      5,003    493,378    360,884    540,229    502,157:   112,195    150,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :       286:    -4,661    -16,243      1,166      3,274     14,082       -221       -995:       507      1,281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       20.9        0.8       75.6       55.3       82.8       77.0:      17.2       23.0
Old  :     100.0:       6.4       20.9        0.8       75.6       55.3       82.8       77.0:      17.2       23.0
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  :       148:        21         27         10         65         72         92        103:
Old  :       148:        21         27         10         65         72         92        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       20.1       34.7       29.8       17.4       19.6       30.6       28.8
Old  :                 20.8       20.1       34.7       29.8       17.4       19.6       30.6       28.8
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 - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     6,891:        46        186         73      6,574      6,405      6,693      6,664:       198        227
Old  :     6,891:        46        186         73      6,574      6,405      6,693      6,664:       198        227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :       321:        46        -35         19        378        334        443        318:      -122          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        2.7        1.1       95.4       92.9       97.1       96.7:       2.9        3.3
Old  :     100.0:       0.7        2.7        1.1       95.4       92.9       97.1       96.7:       2.9        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          1         15         19         17         21:
Old  :        22:         1          2          1         15         19         17         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       72.5       84.3       83.2       19.4       21.1       28.1       26.7
Old  :                 68.0       72.5       84.3       83.2       19.4       21.1       28.1       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   179,176:    54,955     23,793     22,444     72,431    110,556    149,830    156,793:    29,346     22,383
Old  :   155,761:    51,059     20,204     18,041     60,251     96,945    129,351    135,190:    26,410     20,571
Other:    23,415:     6,287      5,980      2,012     12,180     13,611     20,479     21,603:     2,936      1,812
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     9,039:     5,238      2,671      2,033      2,987      3,128     10,258      7,832:    -1,219      1,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       13.3       12.5       40.4       61.7       83.6       87.5:      16.4       12.5
Old  :     100.0:      32.8       13.0       11.6       38.7       62.2       83.0       86.8:      17.0       13.2
Other:     100.0:      26.9       25.5        8.6       52.0       58.1       87.5       92.3:      12.5        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        53         31         47         56         48        141        106:
Old  :       161:        57         30         46         54         48        137        106:
Other:        67:        12         15         11         33         12         53         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       37.0       25.6       49.1       16.2       32.8       25.1       42.5
Old  :                 15.7       37.8       26.2       48.8       15.6       33.7       25.9       43.6
Other:                 38.4       62.9       50.2       78.0       38.4       60.3       49.9       71.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    15,031:     5,174      1,427        196      6,534     11,928     11,904     13,551:     3,127      1,480
Old  :    13,164:     4,987      1,355         61      5,430     10,623     10,478     12,039:     2,686      1,125
Other:     1,867:       229        114         93      1,104      1,305      1,426      1,512:       441        355
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :      -948:      -762        -75         35        381       -960       -346     -1,000:      -602         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4        9.5        1.3       43.5       79.4       79.2       90.2:      20.8        9.8
Old  :     100.0:      37.9       10.3        0.5       41.2       80.7       79.6       91.5:      20.4        8.5
Other:     100.0:      12.3        6.1        5.0       59.1       69.9       76.4       81.0:      23.6       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        34         10          6         28         17         63         32:
Old  :        80:        33          9          4         27         15         61         27:
Other:        24:         5          2          4          7         12         13         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       63.9       33.5       76.5       22.8       60.7       32.4       72.6
Old  :                 21.9       68.1       33.4       80.2       21.9       64.9       32.7       76.5
Other:                 62.1       47.7       73.3       68.6       61.5       47.2       68.1       65.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   908,516:   281,038    136,743     40,043    497,857    608,604    818,938    785,390:    89,578    123,126
Old  :   908,516:   281,038    136,743     40,043    497,857    608,604    818,938    785,390:    89,578    123,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :     3,286:     4,036     -4,007      5,050     -5,828      7,019      3,258      8,062:        28     -4,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       15.1        4.4       54.8       67.0       90.1       86.4:       9.9       13.6
Old  :     100.0:      30.9       15.1        4.4       54.8       67.0       90.1       86.4:       9.9       13.6
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  :       234:        41         52         23         75        120        127        184:
Old  :       234:        41         52         23         75        120        127        184:
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  :                 36.5       20.2       44.3       27.0       33.0       17.2       40.2       22.8
Old  :                 36.5       20.2       44.3       27.0       33.0       17.2       40.2       22.8
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 - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,332,819:   135,138    285,604     48,683    892,616    692,241  1,076,437  1,026,528:   256,382    306,291
Old  : 1,332,819:   135,138    285,604     48,683    892,616    692,241  1,076,437  1,026,528:   256,382    306,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    54,854:    11,810     18,475      8,613     34,277     19,999     54,700     47,087:       154      7,767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       21.4        3.7       67.0       51.9       80.8       77.0:      19.2       23.0
Old  :     100.0:      10.1       21.4        3.7       67.0       51.9       80.8       77.0:      19.2       23.0
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  :       231:        27         54         33        104        109        154        173:
Old  :       231:        27         54         33        104        109        154        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       20.2       32.4       30.3       18.0       17.0       25.8       23.2
Old  :                 23.6       20.2       32.4       30.3       18.0       17.0       25.8       23.2
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 - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   832,658:    83,636     97,139     22,675    534,151    498,227    640,462    618,041:   192,196    214,617
Old  :   832,658:    83,636     97,139     22,675    534,151    498,227    640,462    618,041:   192,196    214,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    35,379:    18,673     13,859        133     -1,629     12,896     17,177     26,888:    18,202      8,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       11.7        2.7       64.2       59.8       76.9       74.2:      23.1       25.8
Old  :     100.0:      10.0       11.7        2.7       64.2       59.8       76.9       74.2:      23.1       25.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        16         26         12         59         77         80        110:
Old  :       138:        16         26         12         59         77         80        110:
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  :                 24.0       16.2       34.5       26.4       16.0       12.9       24.8       20.5
Old  :                 24.0       16.2       34.5       26.4       16.0       12.9       24.8       20.5
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 - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   572,149:    76,765     76,502     57,072    402,371    394,756    536,208    528,330:    35,941     43,819
Old  :   572,149:    76,765     76,502     57,072    402,371    394,756    536,208    528,330:    35,941     43,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    17,006:     4,236      7,035      5,611     17,119     10,139     26,966     22,785:    -9,960     -5,779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       13.4       10.0       70.3       69.0       93.7       92.3:       6.3        7.7
Old  :     100.0:      13.4       13.4       10.0       70.3       69.0       93.7       92.3:       6.3        7.7
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  :       124:        22         33         29         53         62         90        111:
Old  :       124:        22         33         29         53         62         90        111:
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  :                 39.4       29.6       54.2       40.6       29.1       11.2       35.3       18.8
Old  :                 39.4       29.6       54.2       40.6       29.1       11.2       35.3       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    13,506:     2,840      1,682          0      7,791      6,862     10,631      8,544:     2,875      4,962
Old  :    13,506:     2,840      1,682          0      7,791      6,862     10,631      8,544:     2,875      4,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :       936:       400       -353          0        258          6        658       -347:       278      1,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       12.5        0.0       57.7       50.8       78.7       63.3:      21.3       36.7
Old  :     100.0:      21.0       12.5        0.0       57.7       50.8       78.7       63.3:      21.3       36.7
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  :        20:         5          3          0          5          7         10         10:
Old  :        20:         5          3          0          5          7         10         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       43.7       74.7       58.8       59.2       43.7       74.7       58.8
Old  :                 59.2       43.7       74.7       58.8       59.2       43.7       74.7       58.8
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 - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    66,083:    25,996      8,878        640     24,865     45,681     51,501     55,199:    14,582     10,884
Old  :    66,083:    25,996      8,878        640     24,865     45,681     51,501     55,199:    14,582     10,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    -3,655:    -2,330        234        572     -1,145     -2,550     -2,903     -1,744:      -752     -1,911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       13.4        1.0       37.6       69.1       77.9       83.5:      22.1       16.5
Old  :     100.0:      39.3       13.4        1.0       37.6       69.1       77.9       83.5:      22.1       16.5
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  :        87:        32         14          4         23         27         57         43:
Old  :        87:        32         14          4         23         27         57         43:
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  :                 18.5       35.7       31.0       52.5       18.4       34.5       30.9       49.9
Old  :                 18.5       35.7       31.0       52.5       18.4       34.5       30.9       49.9
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 - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,005:       525      1,948        246      9,107      7,600      9,878      9,794:       127        211
Old  :    10,005:       525      1,948        246      9,107      7,600      9,878      9,794:       127        211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :      -356:       273       -749         -4       -402        759       -133          6:      -223       -362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       19.5        2.5       91.0       76.0       98.7       97.9:       1.3        2.1
Old  :     100.0:       5.2       19.5        2.5       91.0       76.0       98.7       97.9:       1.3        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         5          8          2         11         16         17         25:
Old  :        37:         5          8          2         11         16         17         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.8       50.2       89.6       70.7       71.8       48.6       80.1       67.1
Old  :                 71.8       50.2       89.6       70.7       71.8       48.6       80.1       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    22,780:     3,463        362          0     19,116     22,298     22,579     22,660:       201        120
Old  :    22,780:     3,463        362          0     19,116     22,298     22,579     22,660:       201        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 19, 2010                     :
     :    -1,170:       277        196          0     -1,455     -1,389     -1,178     -1,193:         8         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        1.6        0.0       83.9       97.9       99.1       99.5:       0.9        0.5
Old  :     100.0:      15.2        1.6        0.0       83.9       97.9       99.1       99.5:       0.9        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9          2          0          9         12         18         14:
Old  :        31:         9          2          0          9         12         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.8       77.0       92.5       92.2       73.8       77.0       92.5       90.8
Old  :                 73.8       77.0       92.5       92.2       73.8       77.0       92.5       90.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 29, 2010