```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      437,771
COMMITMENTS
  72,899   86,690  105,682  227,824  195,366  406,405  387,738   31,366   50,033

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:     -2,251)
   1,103    2,382   -2,856   -1,896     -471   -3,649     -945    1,398   -1,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     19.8     24.1     52.0     44.6     92.8     88.6      7.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
     115      125      124       79       96      267      284
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,247,226
COMMITMENTS
 283,385   60,629  260,677  575,403  654,720  1119465  976,026  127,761  271,200

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:     26,749)
  14,254   -7,105    5,302     -319   23,333   19,237   21,530    7,511    5,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      4.9     20.9     46.1     52.5     89.8     78.3     10.2     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      646)
     176      113      190      219      297      490      530
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,904
COMMITMENTS
   2,051    1,093      832    7,570    9,676   10,453   11,601    2,451    1,303

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:       -123)
     166      -48     -124     -526       35     -484     -137      361       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      8.5      6.4     58.7     75.0     81.0     89.9     19.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11        7        3       13       15       25       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      526,575
COMMITMENTS
 112,646   39,958  136,319  226,959  258,637  475,924  434,914   50,651   91,661

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:    -79,869)
  -2,651   -3,705  -38,688  -34,125  -31,308  -75,464  -73,701   -4,404   -6,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      7.6     25.9     43.1     49.1     90.4     82.6      9.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      434)
     144       97      158      114      157      353      344
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      241,324
COMMITMENTS
  43,083   20,465   59,952  108,321  141,654  211,355  222,071   29,969   19,252

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:    -18,657)
   2,173     -618   -6,371  -14,992   -9,376  -19,190  -16,365      533   -2,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      8.5     24.8     44.9     58.7     87.6     92.0     12.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      68       50       90       53       56      185      170
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      724,400
COMMITMENTS
  47,602  149,076   29,390  520,550  407,596  597,542  586,062  126,858  138,338

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:    -29,323)
 -13,928   -2,200  -11,091   -1,394  -11,449  -26,414  -24,741   -2,909   -4,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     20.6      4.1     71.9     56.3     82.5     80.9     17.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      27       35       30       72       78      118      124
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,726
COMMITMENTS
       0      376      155    6,335    6,000    6,490    6,531      236      195

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:       -694)
    -166      296        2     -429     -891     -593     -593     -101     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.6      2.3     94.2     89.2     96.5     97.1      3.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        2       14       17       16       20
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      177,304
COMMITMENTS
  50,244   19,992   24,136   71,381  114,573  145,760  158,701   31,543   18,603

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:    -10,515)
     167   -1,076   -2,965   -2,101      476   -4,899   -3,565   -5,616   -6,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     11.3     13.6     40.3     64.6     82.2     89.5     17.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      65       28       41       50       47      141       97
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,821
COMMITMENTS
   5,962      847    1,055    5,728   13,791   12,746   15,693    4,076    1,128

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:       -490)
     -57      540     -166       68     -735     -156     -361     -334     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4      5.0      6.3     34.1     82.0     75.8     93.3     24.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      32        7        6       30       19       67       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      884,201
COMMITMENTS
 286,525  131,351   37,761  477,439  599,825  801,724  768,936   82,477  115,265

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:    -42,837)
 -46,763   -3,358   -4,151   10,236  -24,199  -40,678  -31,708   -2,160  -11,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4     14.9      4.3     54.0     67.8     90.7     87.0      9.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      34       55       30       72      111      126      176
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,577,970
COMMITMENTS
 145,953  309,739  202,736  968,665  771,976  1317354  1284452  260,616  293,518

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:    -63,440)
 -16,455   33,354  -16,618  -15,094  -81,258  -48,167  -64,522  -15,273    1,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     19.6     12.8     61.4     48.9     83.5     81.4     16.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      36       47       53      107      109      173      179
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      797,191
COMMITMENTS
 106,138   75,591   32,532  491,978  468,940  630,648  577,063  166,543  220,128

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:    -65,525)
 -25,471    5,870    3,321  -25,774  -81,026  -47,924  -71,836  -17,601    6,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      9.5      4.1     61.7     58.8     79.1     72.4     20.9     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      20       22       16       72       75      100      105
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      929,783
COMMITMENTS
  77,282   48,900  317,467  499,712  520,844  894,461  887,211   35,322   42,572

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:     23,355)
  -1,136       83   10,562   14,011   12,820   23,436   23,465      -81     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      5.3     34.1     53.7     56.0     96.2     95.4      3.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      38       26       48       55       62      112      120
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       66,837
COMMITMENTS
  26,476    6,712      997   27,391   50,083   54,864   57,792   11,973    9,045

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:      1,955)
     644   -1,789     -103      674    4,060    1,215    2,168      740     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6     10.0      1.5     41.0     74.9     82.1     86.5     17.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      29       13        6       24       29       56       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,802
COMMITMENTS
   9,904   12,066        0    1,531      635   11,435   12,701    1,367      101

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        -67)
     -31       14        0      -37      -80      -68      -66        1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.4     94.3      0.0     12.0      5.0     89.3     99.2     10.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        5        0        1        3       12        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,226
COMMITMENTS
     104    2,364      175    8,411    6,012    8,690    8,551      536      675

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:        263)
     -41      237        0      498      116      457      353     -194      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     25.6      1.9     91.2     65.2     94.2     92.7      5.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        9        2       12       13       16       22
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,303
COMMITMENTS
   2,389    1,010        0   10,632   12,073   13,021   13,083      282      220

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:       -701)
    -686      -42        0       93     -568     -593     -610     -108      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      7.6      0.0     79.9     90.8     97.9     98.3      2.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        4        0        8       10       14       14
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Updated January 7, 2010