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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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  :   482,540:    78,022     97,115    114,774    255,066    213,071    447,862    424,960:    34,678     57,580
Old  :   307,446:    66,673     86,677     59,234    158,889    125,136    284,796    271,048:    22,649     36,397
Other:   175,094:    32,909     31,997     33,980     96,177     87,934    163,066    153,911:    12,028     21,183
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    23,100:    -1,222      6,799      8,123     14,706      3,705     21,607     18,627:     1,493      4,473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       20.1       23.8       52.9       44.2       92.8       88.1:       7.2       11.9
Old  :     100.0:      21.7       28.2       19.3       51.7       40.7       92.6       88.2:       7.4       11.8
Other:     100.0:      18.8       18.3       19.4       54.9       50.2       93.1       87.9:       6.9       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       119        133        137         84        102        288        301:
Old  :       356:       118        124        105         74         92        243        273:
Other:       242:        62         73         77         56         91        164        200:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.5       17.9       37.4       24.8       21.3       15.0       35.0       20.5
Old  :                 30.4       19.1       41.9       26.5       30.4       17.1       41.3       24.3
Other:                 32.2       22.8       43.3       33.3       29.3       20.2       37.9       25.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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  : 1,410,976:   269,266    102,381    332,039    678,776    671,530  1,280,081  1,105,950:   130,895    305,026
Old  : 1,062,864:   203,602    147,015    222,265    531,120    487,030    956,986    856,310:   105,878    206,554
Other:   348,112:   127,211     16,913     48,227    147,657    184,500    323,095    249,640:    25,017     98,472
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    26,921:   -57,451     32,074     22,624     62,936    -45,966     28,108      8,731:    -1,187     18,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        7.3       23.5       48.1       47.6       90.7       78.4:       9.3       21.6
Old  :     100.0:      19.2       13.8       20.9       50.0       45.8       90.0       80.6:      10.0       19.4
Other:     100.0:      36.5        4.9       13.9       42.4       53.0       92.8       71.7:       7.2       28.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       681:       191        137        224        232        293        530        574:
Old  :       666:       157        177        203        226        282        507        546:
Other:       456:       118         61         92         92        240        241        367:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       13.0       23.7       18.3       14.6       10.7       22.2       14.7
Old  :                 18.3       12.3       27.0       18.0       18.0        9.8       26.3       13.8
Other:                 22.1       16.5       33.9       23.3       21.4       15.2       33.1       20.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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  :    14,226:     1,414      1,341      1,792      8,422      9,498     11,628     12,631:     2,598      1,595
Old  :    11,772:     1,277      1,341      1,448      6,659      7,594      9,383     10,383:     2,389      1,389
Other:     2,453:       177         39        305      1,763      1,904      2,245      2,248:       209        205
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :       469:    -1,455      1,181        816        855     -1,835        216        162:       253        307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        9.4       12.6       59.2       66.8       81.7       88.8:      18.3       11.2
Old  :     100.0:      10.8       11.4       12.3       56.6       64.5       79.7       88.2:      20.3       11.8
Other:     100.0:       7.2        1.6       12.4       71.9       77.6       91.5       91.6:       8.5        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        12          7          3         18         16         30         26:
Old  :        41:        11          8          3         16         12         28         22:
Other:        17:         1          2          2          7         10          9         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 44.7       52.6       61.9       74.4       34.2       46.2       44.9       57.7
Old  :                 44.8       58.0       62.5       77.0       38.4       49.1       49.9       61.4
Other:                 82.0       61.5       91.5       87.1       67.1       61.5       74.4       74.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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  :   578,356:   106,054     61,180    159,859    263,039    258,404    528,952    479,443:    49,404     98,913
Old  :   459,644:    87,918     56,500    121,518    210,161    215,361    419,597    393,379:    40,047     66,265
Other:   118,712:    34,466     21,010     22,011     52,878     43,043    109,355     86,064:     9,357     32,648
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    23,809:    -9,469      4,833     16,368     18,408      2,214     25,307     23,415:    -1,498        394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       10.6       27.6       45.5       44.7       91.5       82.9:       8.5       17.1
Old  :     100.0:      19.1       12.3       26.4       45.7       46.9       91.3       85.6:       8.7       14.4
Other:     100.0:      29.0       17.7       18.5       44.5       36.3       92.1       72.5:       7.9       27.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       478:       155        130        193        112        164        378        396:
Old  :       470:       159        129        174        110        157        361        377:
Other:       270:        68         60         65         51        122        155        215:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       16.3       25.0       24.4       13.1       12.7       20.3       18.0
Old  :                 16.9       18.3       27.1       26.8       16.5       13.9       25.0       20.1
Other:                 28.7       17.0       44.2       27.0       27.4       15.6       39.9       22.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,206:    11,654      1,137        627          0      1,544     12,281      3,308:     2,925     11,898
Old  :     7,264:     4,479      1,382        354          0        437      4,833      2,173:     2,431      5,091
Other:     7,942:     7,420          0         28          0      1,107      7,448      1,135:       494      6,807
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :       192:       -81       -130        118          0         53         37         41:       155        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.6        7.5        4.1        0.0       10.2       80.8       21.8:      19.2       78.2
Old  :     100.0:      61.7       19.0        4.9        0.0        6.0       66.5       29.9:      33.5       70.1
Other:     100.0:      93.4        0.0        0.4        0.0       13.9       93.8       14.3:       6.2       85.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        15          3          8          0          4         16         14:
Old  :        22:        14          4          5          0          4         14         13:
Other:        16:        12          0          4          0          4         12          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       14.2       67.8       21.1       47.5       12.6       65.5       17.6
Old  :                 40.7       23.3       56.6       29.2       36.9       21.7       52.7       25.0
Other:                 60.5       13.9       84.6       14.3       60.5       13.9       84.3       13.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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  :   253,047:    38,619     30,189     51,197    134,770    148,088    224,586    229,473:    28,462     23,574
Old  :   232,662:    33,194     36,142     42,477    130,711    131,676    206,382    210,295:    26,280     22,368
Other:    20,385:    12,908      1,530      1,237      4,058     16,412     18,204     19,179:     2,181      1,206
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :     5,972:   -11,336      4,531      3,073     17,428     -4,083      9,165      3,521:    -3,194      2,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       11.9       20.2       53.3       58.5       88.8       90.7:      11.2        9.3
Old  :     100.0:      14.3       15.5       18.3       56.2       56.6       88.7       90.4:      11.3        9.6
Other:     100.0:      63.3        7.5        6.1       19.9       80.5       89.3       94.1:      10.7        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        54         65         62         55         58        153        153:
Old  :       202:        54         70         62         54         56        150        151:
Other:        58:        14         12         11         18         22         38         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       26.1       29.3       36.2       17.2       22.7       24.3       31.6
Old  :                 20.2       24.7       31.7       34.9       19.1       21.6       27.0       30.8
Other:                 58.8       48.7       77.3       68.0       54.0       47.3       71.2       65.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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  :   734,644:    53,736    148,960     42,544    515,579    378,963    611,858    570,467:   122,786    164,177
Old  :   734,644:    53,736    148,960     42,544    515,579    378,963    611,858    570,467:   122,786    164,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    -8,989:    -2,001         48     -9,909      2,045        220     -9,864     -9,640:       875        651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       20.3        5.8       70.2       51.6       83.3       77.7:      16.7       22.3
Old  :     100.0:       7.3       20.3        5.8       70.2       51.6       83.3       77.7:      16.7       22.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        27         42         39         76         81        130        135:
Old  :       171:        27         42         39         76         81        130        135:
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  :                 17.7       18.0       30.5       26.3       13.8       17.8       25.3       25.5
Old  :                 17.7       18.0       30.5       26.3       13.8       17.8       25.3       25.5
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 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     6,570:         0        221         54      6,196      6,071      6,250      6,346:       320        224
Old  :     6,570:         0        221         54      6,196      6,071      6,250      6,346:       320        224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :      -831:         0         -8        -11       -680       -748       -691       -767:      -140        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.4        0.8       94.3       92.4       95.1       96.6:       4.9        3.4
Old  :     100.0:       0.0        3.4        0.8       94.3       92.4       95.1       96.6:       4.9        3.4
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  :        21:         0          3          2         14         18         16         21:
Old  :        21:         0          3          2         14         18         16         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       69.8       84.0       82.6       20.5       19.8       26.7       25.1
Old  :                 67.2       69.8       84.0       82.6       20.5       19.8       26.7       25.1
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 19, 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  :   189,823:    50,228     18,755     31,315     75,104    116,040    156,648    166,110:    33,175     23,713
Old  :   166,516:    49,181     18,027     23,739     63,395    102,915    136,315    144,681:    30,200     21,834
Other:    23,307:     6,033      5,713      2,591     11,709     13,125     20,333     21,429:     2,975      1,879
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :     4,008:    -1,353     -1,328        639      2,421      3,822      1,708      3,133:     2,301        875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        9.9       16.5       39.6       61.1       82.5       87.5:      17.5       12.5
Old  :     100.0:      29.5       10.8       14.3       38.1       61.8       81.9       86.9:      18.1       13.1
Other:     100.0:      25.9       24.5       11.1       50.2       56.3       87.2       91.9:      12.8        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        51         36         47         57         54        140        113:
Old  :       163:        55         34         46         57         53        138        112:
Other:        60:         9         13         14         32         14         51         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  :                 16.5       39.6       26.4       50.9       15.7       34.5       24.2       43.2
Old  :                 16.3       39.4       26.9       50.8       15.2       35.3       24.4       45.0
Other:                 40.2       59.8       51.9       76.5       40.2       57.4       51.2       67.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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  :    17,077:     5,243      1,513      1,128      6,846     12,932     13,217     15,573:     3,860      1,503
Old  :    15,352:     5,047      1,413      1,045      5,843     11,700     11,934     14,158:     3,418      1,194
Other:     1,725:       197        101         83      1,003      1,232      1,283      1,415:       442        309
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :       632:      -331        444        210        700       -366        579        288:        52        344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        8.9        6.6       40.1       75.7       77.4       91.2:      22.6        8.8
Old  :     100.0:      32.9        9.2        6.8       38.1       76.2       77.7       92.2:      22.3        7.8
Other:     100.0:      11.4        5.8        4.8       58.2       71.4       74.4       82.1:      25.6       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        32          9          7         32         18         67         32:
Old  :        79:        32          8          7         32         17         67         30:
Other:        22:         2          2          3          7         11         11         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  :                 21.1       60.1       31.9       73.1       21.1       56.1       30.9       68.2
Old  :                 19.9       62.9       30.8       75.1       19.9       58.9       29.8       70.4
Other:                 61.5       49.1       73.2       70.2       60.9       47.4       66.4       66.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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  :   954,471:   271,506    131,435     73,517    517,000    617,818    862,023    822,770:    92,448    131,701
Old  :   954,471:   271,506    131,435     73,517    517,000    617,818    862,023    822,770:    92,448    131,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    27,826:    -6,889     -3,718     15,205     17,570     19,453     25,887     30,941:     1,939     -3,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       13.8        7.7       54.2       64.7       90.3       86.2:       9.7       13.8
Old  :     100.0:      28.4       13.8        7.7       54.2       64.7       90.3       86.2:       9.7       13.8
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  :       230:        36         53         33         81        121        136        188:
Old  :       230:        36         53         33         81        121        136        188:
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  :                 34.8       19.9       43.3       27.1       31.7       17.7       39.5       23.6
Old  :                 34.8       19.9       43.3       27.1       31.7       17.7       39.5       23.6
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 19, 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  : 1,692,290:   108,890    255,730    225,359  1,079,983    889,041  1,414,233  1,370,130:   278,058    322,160
Old  : 1,692,290:   108,890    255,730    225,359  1,079,983    889,041  1,414,233  1,370,130:   278,058    322,160
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    20,321:    -4,511    -69,187     -1,070     19,364     86,076     13,782     15,819:     6,538      4,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       15.1       13.3       63.8       52.5       83.6       81.0:      16.4       19.0
Old  :     100.0:       6.4       15.1       13.3       63.8       52.5       83.6       81.0:      16.4       19.0
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  :       246:        41         55         63        124        131        202        212:
Old  :       246:        41         55         63        124        131        202        212:
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  :                 19.4       17.2       27.3       25.2       13.4       13.1       18.1       16.7
Old  :                 19.4       17.2       27.3       25.2       13.4       13.1       18.1       16.7
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 19, 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  :   851,314:    58,803     75,944     54,306    554,316    504,120    667,425    634,370:   183,889    216,944
Old  :   851,314:    58,803     75,944     54,306    554,316    504,120    667,425    634,370:   183,889    216,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    12,277:    -5,586      1,226     -3,012      1,166      5,495     -7,433      3,708:    19,710      8,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        8.9        6.4       65.1       59.2       78.4       74.5:      21.6       25.5
Old  :     100.0:       6.9        8.9        6.4       65.1       59.2       78.4       74.5:      21.6       25.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        22         21         26         74         79        106        116:
Old  :       140:        22         21         26         74         79        106        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       15.7       34.2       26.3       15.2       12.4       23.9       19.9
Old  :                 23.8       15.7       34.2       26.3       15.2       12.4       23.9       19.9
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 19, 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  :   889,053:    68,386     69,011    273,612    496,918    491,982    838,916    834,605:    50,137     54,448
Old  :   889,053:    68,386     69,011    273,612    496,918    491,982    838,916    834,605:    50,137     54,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :    38,372:     3,815      5,163      4,954     19,344     20,875     28,113     30,993:    10,259      7,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        7.8       30.8       55.9       55.3       94.4       93.9:       5.6        6.1
Old  :     100.0:       7.7        7.8       30.8       55.9       55.3       94.4       93.9:       5.6        6.1
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  :       134:        29         33         45         61         66        111        125:
Old  :       134:        29         33         45         61         66        111        125:
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  :                 32.5       26.1       51.3       39.8       19.2        6.6       22.8       11.5
Old  :                 32.5       26.1       51.3       39.8       19.2        6.6       22.8       11.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    12,614:     2,440      2,035          0      7,533      6,856      9,973      8,891:     2,641      3,723
Old  :    12,614:     2,440      2,035          0      7,533      6,856      9,973      8,891:     2,641      3,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       16.1        0.0       59.7       54.4       79.1       70.5:      20.9       29.5
Old  :     100.0:      19.3       16.1        0.0       59.7       54.4       79.1       70.5:      20.9       29.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          4          0          6          6         10         10:
Old  :        20:         4          4          0          6          6         10         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       51.7       73.7       66.4       55.9       51.7       73.7       66.4
Old  :                 55.9       51.7       73.7       66.4       55.9       51.7       73.7       66.4
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 19, 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  :    72,654:    28,334      8,648        530     28,334     50,412     57,199     59,591:    15,455     13,063
Old  :    72,654:    28,334      8,648        530     28,334     50,412     57,199     59,591:    15,455     13,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :     6,336:     3,651      1,018       -676      2,558      6,874      5,533      7,216:       803       -880
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       11.9        0.7       39.0       69.4       78.7       82.0:      21.3       18.0
Old  :     100.0:      39.0       11.9        0.7       39.0       69.4       78.7       82.0:      21.3       18.0
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  :        94:        31         17          4         26         33         60         51:
Old  :        94:        31         17          4         26         33         60         51:
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  :                 17.3       29.6       28.6       47.0       17.3       27.9       28.0       44.5
Old  :                 17.3       29.6       28.6       47.0       17.3       27.9       28.0       44.5
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 19, 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  :    12,502:     9,337     11,818          0      2,174        584     11,511     12,402:       991        100
Old  :    12,502:     9,337     11,818          0      2,174        584     11,511     12,402:       991        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :      -340:      -158       -284          0        204        -56         46       -340:      -386          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7       94.5        0.0       17.4        4.7       92.1       99.2:       7.9        0.8
Old  :     100.0:      74.7       94.5        0.0       17.4        4.7       92.1       99.2:       7.9        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:         9          6          0          3          2         12          8:
Old  :        20:         9          6          0          3          2         12          8:
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  :                 76.5       96.2       88.8       99.2       76.5       96.2       88.8       99.2
Old  :                 76.5       96.2       88.8       99.2       76.5       96.2       88.8       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 19, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,361:       252      2,697        250      9,509      6,841     10,011      9,788:       350        573
Old  :    10,361:       252      2,697        250      9,509      6,841     10,011      9,788:       350        573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :       706:        39        133         76        586        514        701        723:         5        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       26.0        2.4       91.8       66.0       96.6       94.5:       3.4        5.5
Old  :     100.0:       2.4       26.0        2.4       91.8       66.0       96.6       94.5:       3.4        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         5         12          2         11         16         17         29:
Old  :        42:         5         12          2         11         16         17         29:
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  :                 72.5       41.5       89.1       63.8       72.5       41.4       80.0       60.9
Old  :                 72.5       41.5       89.1       63.8       72.5       41.4       80.0       60.9
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 19, 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  :    23,950:     3,186        166          0     20,571     23,687     23,757     23,853:       193         97
Old  :    23,950:     3,186        166          0     20,571     23,687     23,757     23,853:       193         97
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 12, 2010                     :
     :     5,523:     1,204       -485          0      4,201      5,986      5,405      5,501:       118         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        0.7        0.0       85.9       98.9       99.2       99.6:       0.8        0.4
Old  :     100.0:      13.3        0.7        0.0       85.9       98.9       99.2       99.6:       0.8        0.4
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  :        31:        10          2          0          9         11         19         13:
Old  :        31:        10          2          0          9         11         19         13:
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  :                 75.6       81.3       92.2       95.6       75.6       81.3       92.2       94.3
Old  :                 75.6       81.3       92.2       95.6       75.6       81.3       92.2       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 22, 2010