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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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  :   436,329:    74,937     84,066    104,188    226,128    201,210    405,252    389,464:    31,077     46,865
Old  :   279,378:    61,349     81,308     53,655    144,197    116,251    259,202    251,214:    20,176     28,164
Other:   156,951:    35,339     24,509     28,782     81,930     84,960    146,051    138,250:    10,900     18,701
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :    -1,442:     2,038     -2,624     -1,494     -1,697      5,844     -1,153      1,726:      -289     -3,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       19.3       23.9       51.8       46.1       92.9       89.3:       7.1       10.7
Old  :     100.0:      22.0       29.1       19.2       51.6       41.6       92.8       89.9:       7.2       10.1
Other:     100.0:      22.5       15.6       18.3       52.2       54.1       93.1       88.1:       6.9       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       114        132        133         79        100        280        290:
Old  :       349:        98        138        102         68         91        236        263:
Other:       229:        76         53         73         49         86        157        184:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       18.2       36.0       25.9       19.7       15.7       33.1       21.5
Old  :                 27.8       18.1       40.5       26.2       27.8       15.8       40.1       23.4
Other:                 34.3       25.6       46.1       36.1       31.2       22.4       39.4       28.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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  : 1,299,567:   310,554     60,444    279,989    580,788    689,111  1,171,331  1,029,544:   128,236    270,023
Old  :   991,862:   239,570     79,175    197,203    447,987    526,759    884,760    803,137:   107,102    188,725
Other:   307,705:   107,452     17,738     46,318    132,801    162,352    286,571    226,407:    21,135     81,298
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :    52,342:    27,169       -185     19,312      5,386     34,391     51,866     53,518:       475     -1,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        4.7       21.5       44.7       53.0       90.1       79.2:       9.9       20.8
Old  :     100.0:      24.2        8.0       19.9       45.2       53.1       89.2       81.0:      10.8       19.0
Other:     100.0:      34.9        5.8       15.1       43.2       52.8       93.1       73.6:       6.9       26.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       666:       195        115        200        219        297        510        540:
Old  :       652:       182        134        182        211        288        488        514:
Other:       436:        94         68         80         84        243        215        359:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       14.7       21.4       20.4       11.9       13.0       19.6       17.4
Old  :                 14.6       15.0       23.3       20.5       14.3       13.1       22.5       17.2
Other:                 23.6       16.0       36.2       23.5       22.8       14.5       35.3       20.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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  :    12,868:     2,610        166        726      6,798     10,938     10,135     11,830:     2,734      1,038
Old  :    10,970:     2,499        166        528      5,275      9,398      8,302     10,091:     2,668        879
Other:     1,898:       111          0        198      1,523      1,541      1,832      1,739:        66        159
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :       -36:       559       -927       -106       -772      1,262       -318        230:       283       -265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        1.3        5.6       52.8       85.0       78.8       91.9:      21.2        8.1
Old  :     100.0:      22.8        1.5        4.8       48.1       85.7       75.7       92.0:      24.3        8.0
Other:     100.0:       5.8        0.0       10.4       80.2       81.2       96.5       91.6:       3.5        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        14          3          2         14         16         29         20:
Old  :        38:        14          3          2         14         13         29         17:
Other:        15:         1          1          2          6         10          8         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.1       63.2       51.1       82.6       28.2       55.5       39.9       66.9
Old  :                 34.0       66.1       49.3       84.9       33.0       60.8       46.8       77.3
Other:                 89.6       67.5       96.5       89.4       79.0       66.9       80.8       75.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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  :   533,998:   130,665     42,584    138,407    218,412    263,031    487,484    444,023:    46,514     89,975
Old  :   429,692:   109,154     36,783    106,928    175,096    223,558    391,178    367,269:    38,514     62,423
Other:   104,305:    32,501     16,792     20,489     43,316     39,473     96,305     76,754:     8,000     27,552
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :     7,422:    18,019      2,626      2,088     -8,547      4,395     11,560      9,109:    -4,137     -1,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        8.0       25.9       40.9       49.3       91.3       83.2:       8.7       16.8
Old  :     100.0:      25.4        8.6       24.9       40.7       52.0       91.0       85.5:       9.0       14.5
Other:     100.0:      31.2       16.1       19.6       41.5       37.8       92.3       73.6:       7.7       26.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       467:       157        129        160        103        161        363        358:
Old  :       461:       156        129        141        101        154        346        341:
Other:       242:        60         49         50         45        119        129        195:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       17.1       25.0       26.5       12.4       13.5       19.8       18.9
Old  :                 15.6       19.6       27.2       28.9       15.3       15.7       23.9       21.7
Other:                 31.6       18.8       45.1       29.0       30.1       17.4       41.0       24.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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  :   240,248:    53,953     22,081     48,554    102,947    149,844    205,454    220,479:    34,794     19,769
Old  :   222,835:    48,743     25,114     41,248     99,951    137,561    189,942    203,923:    32,893     18,912
Other:    17,413:    11,232      2,989      1,283      2,996     12,283     15,511     16,556:     1,901        857
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :    -1,076:    10,870      1,616    -11,398     -5,373      8,190     -5,902     -1,593:     4,826        517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        9.2       20.2       42.9       62.4       85.5       91.8:      14.5        8.2
Old  :     100.0:      21.9       11.3       18.5       44.9       61.7       85.2       91.5:      14.8        8.5
Other:     100.0:      64.5       17.2        7.4       17.2       70.5       89.1       95.1:      10.9        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        82         62         76         52         58        187        156:
Old  :       228:        86         62         74         50         57        182        154:
Other:        48:        10         10          8         16         19         30         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  :                 16.7       28.6       26.5       39.3       15.3       24.0       21.6       33.6
Old  :                 17.2       28.4       27.1       39.5       17.1       25.0       23.9       35.1
Other:                 62.4       43.3       80.9       66.8       56.8       42.0       75.2       64.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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  :   724,317:    52,734    152,461     35,722    514,064    391,119    602,519    579,302:   121,798    145,015
Old  :   724,317:    52,734    152,461     35,722    514,064    391,119    602,519    579,302:   121,798    145,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :       -83:     5,132      3,386      6,331     -6,486    -16,477      4,977     -6,760:    -5,060      6,676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       21.0        4.9       71.0       54.0       83.2       80.0:      16.8       20.0
Old  :     100.0:       7.3       21.0        4.9       71.0       54.0       83.2       80.0:      16.8       20.0
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  :       163:        33         33         33         67         77        117        126:
Old  :       163:        33         33         33         67         77        117        126:
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  :                 18.8       18.6       30.8       26.6       15.2       18.5       25.7       26.2
Old  :                 18.8       18.6       30.8       26.6       15.2       18.5       25.7       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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  :     7,010:         0        320         65      6,634      6,409      6,699      6,794:       311        216
Old  :     7,010:         0        320         65      6,634      6,409      6,699      6,794:       311        216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :       284:         0        -56        -90        299        409        209        263:        75         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.6        0.9       94.6       91.4       95.6       96.9:       4.4        3.1
Old  :     100.0:       0.0        4.6        0.9       94.6       91.4       95.6       96.9:       4.4        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          2          1         15         18         16         20:
Old  :        20:         0          2          1         15         18         16         20:
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  :                 70.4       67.7       85.4       84.6       30.9       26.7       35.5       34.3
Old  :                 70.4       67.7       85.4       84.6       30.9       26.7       35.5       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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  :   183,795:    55,154     19,650     25,773     70,387    119,527    151,314    164,950:    32,481     18,845
Old  :   165,322:    52,537     16,394     22,464     60,182    108,732    135,182    147,590:    30,140     17,733
Other:    18,473:     3,588      4,226      2,339     10,205     10,795     16,132     17,361:     2,341      1,112
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :     6,492:     4,911       -341      1,636       -993      4,954      5,554      6,249:       938        243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       10.7       14.0       38.3       65.0       82.3       89.7:      17.7       10.3
Old  :     100.0:      31.8        9.9       13.6       36.4       65.8       81.8       89.3:      18.2       10.7
Other:     100.0:      19.4       22.9       12.7       55.2       58.4       87.3       94.0:      12.7        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        65         25         41         55         50        145        100:
Old  :       165:        68         24         41         55         49        144         99:
Other:        51:         6         12         13         24         14         41         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       40.3       24.1       52.8       13.6       32.1       20.4       40.8
Old  :                 14.4       39.6       23.7       52.2       12.8       32.7       20.1       41.2
Other:                 44.8       55.8       57.9       78.2       44.4       52.2       56.5       67.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    16,296:     6,036        955        894      5,731     13,621     12,661     15,471:     3,635        826
Old  :    14,983:     5,858        955        779      4,996     12,640     11,632     14,374:     3,351        609
Other:     1,313:       196         18         97        736        981      1,029      1,097:       284        217
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :      -525:        74        108       -161          3       -170        -85       -222:      -440       -302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0        5.9        5.5       35.2       83.6       77.7       94.9:      22.3        5.1
Old  :     100.0:      39.1        6.4        5.2       33.3       84.4       77.6       95.9:      22.4        4.1
Other:     100.0:      14.9        1.4        7.4       56.0       74.7       78.4       83.5:      21.6       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        35          9          9         30         20         72         32:
Old  :        82:        35          9          9         29         19         71         31:
Other:        21:         2          2          4          5         11         10         15:
     :----------------------------------------------------------------------------------------------------
     :             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       66.3       32.6       79.5       22.8       62.9       31.5       75.7
Old  :                 20.6       69.3       30.3       81.3       20.3       65.9       29.2       77.4
Other:                 70.0       57.2       77.6       75.5       68.4       57.2       71.0       71.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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  :   870,789:   238,059    144,952     53,446    486,398    549,903    777,903    748,301:    92,886    122,488
Old  :   870,789:   238,059    144,952     53,446    486,398    549,903    777,903    748,301:    92,886    122,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :   -13,412:   -48,466     13,602     15,685      8,959    -49,921    -23,822    -20,635:    10,409      7,223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       16.6        6.1       55.9       63.2       89.3       85.9:      10.7       14.1
Old  :     100.0:      27.3       16.6        6.1       55.9       63.2       89.3       85.9:      10.7       14.1
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  :       210:        32         55         35         68        109        121        178:
Old  :       210:        32         55         35         68        109        121        178:
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  :                 39.8       20.2       47.7       27.6       36.6       17.9       43.2       24.0
Old  :                 39.8       20.2       47.7       27.6       36.6       17.9       43.2       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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  : 1,640,529:   145,104    328,242    223,908  1,019,308    764,983  1,388,320  1,317,133:   252,209    323,396
Old  : 1,640,529:   145,104    328,242    223,908  1,019,308    764,983  1,388,320  1,317,133:   252,209    323,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :    62,560:      -849     18,503     21,172     50,643     -6,994     70,966     32,681:    -8,407     29,878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       20.0       13.6       62.1       46.6       84.6       80.3:      15.4       19.7
Old  :     100.0:       8.8       20.0       13.6       62.1       46.6       84.6       80.3:      15.4       19.7
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  :       235:        46         46         61        120        119        193        199:
Old  :       235:        46         46         61        120        119        193        199:
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  :                 19.2       20.7       26.0       28.5       14.7       16.2       20.0       19.8
Old  :                 19.2       20.7       26.0       28.5       14.7       16.2       20.0       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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  :   802,252:    95,157     89,727     33,334    503,617    451,240    632,107    574,301:   170,145    227,952
Old  :   802,252:    95,157     89,727     33,334    503,617    451,240    632,107    574,301:   170,145    227,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :     5,061:   -10,981     14,136        802     11,639    -17,700      1,459     -2,762:     3,602      7,824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       11.2        4.2       62.8       56.2       78.8       71.6:      21.2       28.4
Old  :     100.0:      11.9       11.2        4.2       62.8       56.2       78.8       71.6:      21.2       28.4
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  :       130:        20         20         19         70         70         96        103:
Old  :       130:        20         20         19         70         70         96        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  :                 21.3       17.9       31.9       28.5       14.0       14.8       22.5       21.8
Old  :                 21.3       17.9       31.9       28.5       14.0       14.8       22.5       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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  :   784,161:    49,142     51,933    251,734    444,042    436,505    744,919    740,172:    39,242     43,989
Old  :   784,161:    49,142     51,933    251,734    444,042    436,505    744,919    740,172:    39,242     43,989
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :  -145,622:   -28,140      3,033    -65,733    -55,670    -84,339   -149,542   -147,039:     3,920      1,417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        6.6       32.1       56.6       55.7       95.0       94.4:       5.0        5.6
Old  :     100.0:       6.3        6.6       32.1       56.6       55.7       95.0       94.4:       5.0        5.6
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  :       127:        32         29         47         53         59        106        118:
Old  :       127:        32         29         47         53         59        106        118:
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  :                 30.7       26.3       49.5       39.7       17.7        7.3       21.2       12.2
Old  :                 30.7       26.3       49.5       39.7       17.7        7.3       21.2       12.2
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, January 5, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    69,090:    27,524      6,642        701     27,159     51,912     55,384     59,255:    13,705      9,835
Old  :    69,090:    27,524      6,642        701     27,159     51,912     55,384     59,255:    13,705      9,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :     2,252:     1,048        -70       -296       -232      1,829        520      1,463:     1,732        789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8        9.6        1.0       39.3       75.1       80.2       85.8:      19.8       14.2
Old  :     100.0:      39.8        9.6        1.0       39.3       75.1       80.2       85.8:      19.8       14.2
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  :        92:        30         13          4         29         32         60         48:
Old  :        92:        30         13          4         29         32         60         48:
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  :                 15.5       36.4       27.2       57.4       15.3       36.4       26.4       55.1
Old  :                 15.5       36.4       27.2       57.4       15.3       36.4       26.4       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 2010                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    13,009:     9,714     12,331          0      1,928        577     11,642     12,908:     1,367        101
Old  :    13,009:     9,714     12,331          0      1,928        577     11,642     12,908:     1,367        101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :       207:      -190        265          0        397        -58        207        207:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7       94.8        0.0       14.8        4.4       89.5       99.2:      10.5        0.8
Old  :     100.0:      74.7       94.8        0.0       14.8        4.4       89.5       99.2:      10.5        0.8
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  :        20:        10          6          0          3          1         13          7:
Old  :        20:        10          6          0          3          1         13          7:
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  :                 72.4       96.3       86.0       99.2       72.4       96.3       86.0       99.2
Old  :                 72.4       96.3       86.0       99.2       72.4       96.3       86.0       99.2
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, January 5, 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  :     9,585:       127      2,270        177      8,872      6,450      9,176      8,897:       409        688
Old  :     9,585:       127      2,270        177      8,872      6,450      9,176      8,897:       409        688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :       359:        23        -94          2        461        438        486        346:      -127         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       23.7        1.8       92.6       67.3       95.7       92.8:       4.3        7.2
Old  :     100.0:       1.3       23.7        1.8       92.6       67.3       95.7       92.8:       4.3        7.2
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  :        36:         3         10          2         12         12         16         23:
Old  :        36:         3         10          2         12         12         16         23:
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  :                 69.9       54.2       87.9       75.4       69.9       53.4       82.3       72.7
Old  :                 69.9       54.2       87.9       75.4       69.9       53.4       82.3       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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  :    14,554:     2,337         83          0     12,133     14,363     14,470     14,446:        84        108
Old  :    14,554:     2,337         83          0     12,133     14,363     14,470     14,446:        84        108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :     1,251:       -52       -927          0      1,501      2,290      1,449      1,363:      -198       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        0.6        0.0       83.4       98.7       99.4       99.3:       0.6        0.7
Old  :     100.0:      16.1        0.6        0.0       83.4       98.7       99.4       99.3:       0.6        0.7
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  :        30:         9          3          0          8         11         17         14:
Old  :        30:         9          3          0          8         11         17         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  :                 77.8       80.9       93.1       96.3       77.8       80.9       91.9       93.7
Old  :                 77.8       80.9       93.1       96.3       77.8       80.9       91.9       93.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 8, 2010