```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      459,440
COMMITMENTS
  79,245   90,316  106,651  240,360  209,366  426,255  406,333   33,185   53,107

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     23,111)
   4,307    6,250    2,463   14,232    8,155   21,003   16,869    2,108    6,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     19.7     23.2     52.3     45.6     92.8     88.4      7.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     115      141      132       83      102      289      296
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,384,055
COMMITMENTS
 326,717   70,306  309,416  615,840  717,497  1251973  1097218  132,082  286,836

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     84,487)
  16,163    9,862   29,427   35,052   28,385   80,642   67,674    3,845   16,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      5.1     22.4     44.5     51.8     90.5     79.3      9.5     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      709)
     216      125      231      221      300      546      581
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,757
COMMITMENTS
   2,869      160      977    7,567   11,332   11,412   12,469    2,344    1,288

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:        888)
     259       -6      250      768      394    1,278      639     -389      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      1.2      7.1     55.0     82.4     83.0     90.6     17.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        3        2       14       16       28       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      554,547
COMMITMENTS
 115,523   56,347  143,491  244,631  256,190  503,644  456,028   50,902   98,519

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     20,549)
 -15,142   13,762    5,084   26,219   -6,841   16,161   12,005    4,388    8,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     10.2     25.9     44.1     46.2     90.8     82.2      9.2     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      468)
     156      128      172      106      163      361      376
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,014
COMMITMENTS
  11,735    1,267      509        0    1,491   12,244    3,267    2,770   11,747

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.2      8.4      3.4      0.0      9.9     81.6     21.8     18.4     78.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      14        3       10        0        4       15       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      247,076
COMMITMENTS
  49,955   25,658   48,123  117,342  152,171  215,420  225,952   31,655   21,124

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      6,828)
  -3,998    3,577     -430   14,395    2,326    9,967    5,473   -3,139    1,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     10.4     19.5     47.5     61.6     87.2     91.5     12.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      67       61       68       56       57      168      150
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      743,633
COMMITMENTS
  55,736  148,912   52,453  513,534  378,743  621,722  580,107  121,910  163,526

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     19,316)
   3,002   -3,550   16,731     -530  -12,376   19,203      805      113   18,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     20.0      7.1     69.1     50.9     83.6     78.0     16.4     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      29       42       44       68       77      126      134
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,401
COMMITMENTS
       0      229       65    6,876    6,819    6,941    7,113      460      288

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:        391)
       0      -91        0      242      410      242      319      149       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      0.9     92.9     92.1     93.8     96.1      6.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       15       18       16       20
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      185,815
COMMITMENTS
  51,581   20,083   30,676   72,683  112,217  154,940  162,976   30,874   22,838

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      2,019)
  -3,573      433    4,903    2,296   -7,310    3,626   -1,974   -1,607    3,993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     10.8     16.5     39.1     60.4     83.4     87.7     16.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      54       35       46       58       53      144      111
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,445
COMMITMENTS
   5,573    1,069      918    6,146   13,298   12,638   15,285    3,807    1,160

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:        148)
    -462      114       24      415     -323      -23     -185      172      334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9      6.5      5.6     37.4     80.9     76.8     92.9     23.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      34        9        9       30       20       69       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      926,645
COMMITMENTS
 278,395  135,154   58,311  499,429  598,365  836,136  791,830   90,509  134,815

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     55,857)
  40,337   -9,798    4,865   13,032   48,462   58,234   43,529   -2,377   12,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0     14.6      6.3     53.9     64.6     90.2     85.5      9.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      37       52       34       75      115      129      184
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,671,970
COMMITMENTS
 113,402  324,917  226,429  1060619  802,965  1400450  1354311  271,519  317,659

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     31,440)
 -31,703   -3,325    2,521   41,312   37,982   12,130   37,178   19,310   -5,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     19.4     13.5     63.4     48.0     83.8     81.0     16.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      43       55       64      120      125      197      210
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      839,037
COMMITMENTS
  64,389   74,719   57,319  553,150  498,625  674,857  630,662  164,180  208,375

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     36,785)
 -30,768  -15,009   23,985   49,533   47,385   42,750   56,362   -5,965  -19,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      8.9      6.8     65.9     59.4     80.4     75.2     19.6     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      24       24       26       74       80      109      119
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      850,681
COMMITMENTS
  64,571   63,848  268,658  477,574  471,106  810,803  803,612   39,878   47,069

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     66,520)
  15,430   11,915   16,923   33,531   34,602   65,884   63,440      635    3,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      7.5     31.6     56.1     55.4     95.3     94.5      4.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      29       32       46       54       60      104      120
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       66,318
COMMITMENTS
  24,683    7,630    1,207   25,776   43,538   51,665   52,375   14,653   13,943

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:     -2,771)
  -2,841      988      506   -1,383   -8,374   -3,719   -6,880      947    4,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2     11.5      1.8     38.9     65.7     77.9     79.0     22.1     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      27       13        4       24       31       51       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,842
COMMITMENTS
   9,495   12,102        0    1,970      640   11,465   12,742    1,377      100

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:       -167)
    -219     -229        0       42       63     -177     -166       10       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.9     94.2      0.0     15.3      5.0     89.3     99.2     10.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        6        0        2        2       12        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,655
COMMITMENTS
     213    2,564      174    8,923    6,327    9,310    9,065      345      590

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:         70)
      86      294       -3       51     -123      134      168      -64      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     26.6      1.8     92.4     65.5     96.4     93.9      3.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4       12        2       13       13       18       26
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       18,427
COMMITMENTS
   1,982      651        0   16,370   17,701   18,352   18,352       75       75

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      3,873)
    -355      568        0    4,237    3,338    3,882    3,906       -9      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      3.5      0.0     88.8     96.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        4        0        9       11       16       15
```

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Updated January 15, 2010