```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      596,899
COMMITMENTS
 106,973   79,847  141,925  301,965  312,054  550,864  533,827   46,035   63,073

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      4,926)
   7,503      922   -3,538       67    8,499    4,032    5,884      894     -957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     13.4     23.8     50.6     52.3     92.3     89.4      7.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      443)
     151      141      160       92      138      344      345
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,220,581
COMMITMENTS
 541,652  114,899  632,585  834,252  1182111  2008488  1929594  212,093  290,987

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     22,569)
   7,474   -4,564   -8,448   11,239   28,314   10,265   15,302   12,304    7,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      5.2     28.5     37.6     53.2     90.4     86.9      9.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      905)
     267      164      271      280      422      678      742
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,609
COMMITMENTS
   4,332      214      562    5,228   10,751   10,122   11,527    2,487    1,082

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:          9)
    -325       26      -21      184      187     -162      192      171     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4      1.7      4.5     41.5     85.3     80.3     91.4     19.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      20        6        7       18       13       41       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      927,497
COMMITMENTS
 212,751   26,139  301,901  340,928  503,218  855,581  831,258   71,916   96,239

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -57,223)
   6,827   -1,341  -60,563   -7,826    4,468  -61,563  -57,436    4,340      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      2.8     32.6     36.8     54.3     92.2     89.6      7.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      609)
     226      101      223      144      231      480      487
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,484
COMMITMENTS
  19,601    1,244       36       28    4,399   19,665    5,679    2,819   16,805

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      2,192)
   2,386      581       30      -11      696    2,405    1,307     -213      885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    87.2      5.5      0.2      0.1     19.6     87.5     25.3     12.5     74.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      17        4        4        2        9       20       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      429,409
COMMITMENTS
  88,342   23,845   90,355  211,710  291,428  390,407  405,629   39,002   23,780

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -14,558)
    -205     -852  -17,349    2,107    2,522  -15,446  -15,679      888    1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      5.6     21.0     49.3     67.9     90.9     94.5      9.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
     101       45       82       67       65      211      168
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      579,821
COMMITMENTS
  43,495   67,474   28,787  377,630  337,002  449,912  433,263  129,910  146,559

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -40,513)
    -339   -2,056  -19,478  -24,591  -13,585  -44,408  -35,119    3,895   -5,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     11.6      5.0     65.1     58.1     77.6     74.7     22.4     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      25       24       27       72       66      108      106
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      308,805
COMMITMENTS
  40,314   49,166      324  207,583  216,665  248,221  266,155   60,584   42,650

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      2,174)
   1,635      623      -18   -1,444    2,660      173    3,265    2,001   -1,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     15.9      0.1     67.2     70.2     80.4     86.2     19.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        9        2       25       28       31       38
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,255
COMMITMENTS
     969      380      546    5,519    5,938    7,034    6,864      221      391

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        166)
      27       10        7       89       57      123       74       43       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      5.2      7.5     76.1     81.8     97.0     94.6      3.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        5        5       17       20       26       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      232,577
COMMITMENTS
  53,512   10,962   41,953   96,675  162,211  192,140  215,126   40,437   17,451

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      1,189)
      26      170    1,065    2,154      759    3,245    1,994   -2,057     -806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      4.7     18.0     41.6     69.7     82.6     92.5     17.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      74       23       54       70       59      179      118
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,597
COMMITMENTS
   4,803    2,335    3,207    7,557   13,701   15,568   19,243    5,029    1,353

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:       -232)
    -175       65      285      100     -101      210      248     -442     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     11.3     15.6     36.7     66.5     75.6     93.4     24.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      43        9       25       31       22       87       53
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      668,741
COMMITMENTS
  66,249  108,396   17,431  501,858  412,723  585,537  538,550   83,203  130,191

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -52,706)
  -7,810  -21,787  -16,005  -33,577  -27,491  -57,391  -65,283    4,685   12,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     16.2      2.6     75.0     61.7     87.6     80.5     12.4     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      21       31       19       72       89      104      128
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,737,174
COMMITMENTS
 113,926  252,894  196,614  1146935  977,162  1457474  1426670  279,699  310,504

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:   -215,395)
 -20,012   -1,491 -100,753 -110,422 -103,906 -231,187 -206,150   15,792   -9,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     14.6     11.3     66.0     56.3     83.9     82.1     16.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      37       62       55      123      136      196      217
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,109,583
COMMITMENTS
 169,700   85,419   69,486  685,129  716,628  924,315  871,533  185,268  238,050

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -52,260)
   9,195  -12,444  -16,191  -53,969  -26,387  -60,966  -55,022    8,706    2,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      7.7      6.3     61.7     64.6     83.3     78.5     16.7     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      25       27       29       85       85      126      125
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      982,764
COMMITMENTS
 151,903   33,318  428,405  373,403  480,083  953,711  941,806   29,053   40,958

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        974)
     -43   -2,667     -688    3,067    5,450    2,336    2,095   -1,362   -1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      3.4     43.6     38.0     48.9     97.0     95.8      3.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      32       21       38       53       53      101       97
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       37,936
COMMITMENTS
   9,806    2,631      476   21,396   30,762   31,678   33,870    6,258    4,067

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:       -170)
    -300     -519      163      -75     -501     -211     -856       41      686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      6.9      1.3     56.4     81.1     83.5     89.3     16.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      21        8        5       28       29       50       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       75,872
COMMITMENTS
  19,612    5,263      952   42,792   61,524   63,356   67,739   12,516    8,133

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:       -339)
    -599   -1,037      327     -150   -1,002     -422   -1,712       83    1,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      6.9      1.3     56.4     81.1     83.5     89.3     16.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      21        8        5       28       29       50       41
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,172
COMMITMENTS
   1,775    1,954        0   12,353   12,020   14,128   13,974       44      198

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        305)
     -53      191        0      373      135      320      326      -15      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     13.8      0.0     87.2     84.8     99.7     98.6      0.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2       10        0       10       15       12       25
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       41,158
COMMITMENTS
   4,278    1,055        0   36,573   39,924   40,851   40,979      307      179

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      2,178)
   1,022      220        0    1,328    2,064    2,350    2,284     -172     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      2.6      0.0     88.9     97.0     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        6        0        6       16        8       22
```

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Updated January 3, 2011