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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   498,538:   110,196     83,644     72,899    273,154    284,504    456,249    441,047:    42,289     57,491
Old  :   296,251:    96,394     82,972     10,933    159,587    177,074    266,914    270,979:    29,337     25,272
Other:   202,287:    48,512     35,382     27,256    113,567    107,430    189,335    170,068:    12,952     32,219
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    10,204:    -3,157     -2,098      7,280      3,940      3,601      8,063      8,783:     2,141      1,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       16.8       14.6       54.8       57.1       91.5       88.5:       8.5       11.5
Old  :     100.0:      32.5       28.0        3.7       53.9       59.8       90.1       91.5:       9.9        8.5
Other:     100.0:      24.0       17.5       13.5       56.1       53.1       93.6       84.1:       6.4       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       421:       148        126        129         80        129        315        308:
Old  :       401:       156        115         61         59        109        251        250:
Other:       283:        76         77         51         63        117        168        221:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       24.1       35.7       30.7       20.7       20.6       34.1       25.1
Old  :                 27.9       31.8       40.3       40.1       27.9       31.2       40.3       38.8
Other:                 31.4       17.4       43.8       26.0       29.4       16.2       40.4       22.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,546,155:   584,256    127,786    143,908    664,808  1,031,627  1,392,972  1,303,321:   153,183    242,834
Old  : 1,207,310:   463,787    122,378     87,793    537,591    822,358  1,089,171  1,032,529:   118,139    174,781
Other:   338,845:   152,526     37,465     24,058    127,217    209,269    303,801    270,792:    35,044     68,053
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     3,708:   -15,949      8,016      9,420     16,678    -11,056     10,149      6,380:    -6,441     -2,672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8        8.3        9.3       43.0       66.7       90.1       84.3:       9.9       15.7
Old  :     100.0:      38.4       10.1        7.3       44.5       68.1       90.2       85.5:       9.8       14.5
Other:     100.0:      45.0       11.1        7.1       37.5       61.8       89.7       79.9:      10.3       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       869:       268        132        173        221        385        570        634:
Old  :       849:       264        138        133        197        372        517        595:
Other:       618:       126        101         45        113        330        263        458:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       12.5       22.3       19.5       12.7       10.2       19.2       16.0
Old  :                 16.2       14.1       24.8       20.5       15.3       12.2       21.7       17.4
Other:                 23.2       12.6       33.7       18.8       23.2       11.7       31.7       17.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,563:     5,128        228        202      4,642     10,959      9,972     11,389:     2,591      1,174
Old  :    10,995:     4,907        350         54      3,663      9,653      8,624     10,057:     2,371        938
Other:     1,568:       345          2         24        979      1,306      1,348      1,332:       220        236
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :       793:       555         92        129        -77        418        607        639:       186        154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8        1.8        1.6       36.9       87.2       79.4       90.7:      20.6        9.3
Old  :     100.0:      44.6        3.2        0.5       33.3       87.8       78.4       91.5:      21.6        8.5
Other:     100.0:      22.0        0.1        1.5       62.4       83.3       86.0       84.9:      14.0       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        26          3          4         17         13         44         19:
Old  :        48:        23          4          3         11         13         35         19:
Other:        20:         6          1          1          8         10         15         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       68.7       47.7       82.9       30.1       63.1       47.0       77.1
Old  :                 32.4       73.5       51.7       84.4       32.4       71.7       51.7       82.6
Other:                 60.8       65.6       80.2       81.5       53.4       64.6       68.4       68.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   622,611:   252,337     33,921     62,600    252,421    444,538    567,358    541,059:    55,253     81,552
Old  :   481,864:   208,743     25,037     37,666    190,439    363,588    436,848    426,291:    45,016     55,573
Other:   140,747:    61,866     27,156      6,662     61,982     80,950    130,510    114,768:    10,237     25,979
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :   -23,745:    -7,194      2,663     -7,962     -1,487    -12,585    -16,643    -17,884:    -7,102     -5,861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5        5.4       10.1       40.5       71.4       91.1       86.9:       8.9       13.1
Old  :     100.0:      43.3        5.2        7.8       39.5       75.5       90.7       88.5:       9.3       11.5
Other:     100.0:      44.0       19.3        4.7       44.0       57.5       92.7       81.5:       7.3       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       590:       228         85        140        105        219        402        415:
Old  :       570:       223         87        110         90        210        362        383:
Other:       373:        94         73         30         61        168        176        257:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       25.5       23.1       34.5       12.3       23.4       19.9       31.1
Old  :                 18.2       30.2       27.6       40.8       17.2       29.1       26.3       39.5
Other:                 28.2       23.7       42.0       32.8       27.1       23.7       39.1       31.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    22,096:    19,136      1,756         44         28      4,578     19,208      6,378:     2,888     15,718
Old  :     9,023:     6,892      1,122          3         28      1,673      6,923      2,798:     2,100      6,225
Other:    13,073:    12,279        669          6          0      2,905     12,285      3,580:       788      9,493
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :      -388:      -465        512          8          0        179       -457        699:        69     -1,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.6        7.9        0.2        0.1       20.7       86.9       28.9:      13.1       71.1
Old  :     100.0:      76.4       12.4        0.0        0.3       18.5       76.7       31.0:      23.3       69.0
Other:     100.0:      93.9        5.1        0.0        0.0       22.2       94.0       27.4:       6.0       72.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        17          6          4          2         11         20         20:
Old  :        32:        15          6          1          2         11         17         18:
Other:        29:        13          5          2          0         11         14         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.9       13.5       75.9       19.4       56.9       13.5       75.9       19.3
Old  :                 47.2       15.8       62.5       24.0       47.2       15.8       62.5       24.0
Other:                 66.4       13.8       87.3       20.1       66.4       13.8       87.2       20.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   359,216:   103,513     25,200     36,198    183,515    276,135    323,226    337,533:    35,990     21,683
Old  :   324,172:   104,292     29,366     23,404    163,113    251,621    290,809    304,391:    33,363     19,781
Other:    35,044:     6,516      3,129      5,499     20,402     24,514     32,417     33,142:     2,627      1,902
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     8,144:     4,370     -1,038        909      4,457      9,347      9,736      9,218:    -1,592     -1,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        7.0       10.1       51.1       76.9       90.0       94.0:      10.0        6.0
Old  :     100.0:      32.2        9.1        7.2       50.3       77.6       89.7       93.9:      10.3        6.1
Other:     100.0:      18.6        8.9       15.7       58.2       70.0       92.5       94.6:       7.5        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        97         48         66         61         58        196        144:
Old  :       238:        95         57         62         59         57        191        140:
Other:        68:        19         10          6         29         17         51         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       37.0       25.3       52.8       13.3       29.3       21.9       43.6
Old  :                 14.7       36.8       25.6       52.6       14.6       32.3       24.3       45.3
Other:                 48.6       60.7       68.4       78.8       41.1       58.0       56.0       70.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   538,630:    63,740     69,412      3,289    364,715    327,746    431,744    400,447:   106,886    138,183
Old  :   538,630:    63,740     69,412      3,289    364,715    327,746    431,744    400,447:   106,886    138,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     9,033:    19,514     -1,813     -1,658      1,677      8,073     19,533      4,602:   -10,500      4,431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       12.9        0.6       67.7       60.8       80.2       74.3:      19.8       25.7
Old  :     100.0:      11.8       12.9        0.6       67.7       60.8       80.2       74.3:      19.8       25.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        20         25         11         62         63         89         92:
Old  :       133:        20         25         11         62         63         89         92:
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  :                 25.0       17.0       36.3       27.9       22.2       16.4       33.4       26.4
Old  :                 25.0       17.0       36.3       27.9       22.2       16.4       33.4       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   306,838:    41,845     48,945        250    205,945    213,252    248,040    262,447:    58,798     44,391
Old  :   306,838:    41,845     48,945        250    205,945    213,252    248,040    262,447:    58,798     44,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :      -723:     1,531       -261          0       -681     -3,413        850     -3,674:    -1,573      2,951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       16.0        0.1       67.1       69.5       80.8       85.5:      19.2       14.5
Old  :     100.0:      13.6       16.0        0.1       67.1       69.5       80.8       85.5:      19.2       14.5
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  :        55:         6         10          1         24         28         30         39:
Old  :        55:         6         10          1         24         28         30         39:
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  :                 27.8       47.7       48.6       63.0       27.6       47.5       47.2       62.3
Old  :                 27.8       47.7       48.6       63.0       27.6       47.5       47.2       62.3
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 - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     7,038:       894        454        517      5,432      5,870      6,843      6,841:       195        197
Old  :     7,038:       894        454        517      5,432      5,870      6,843      6,841:       195        197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :      -217:       -75         74        -29        -87        -68       -191        -23:       -26       -194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        6.5        7.3       77.2       83.4       97.2       97.2:       2.8        2.8
Old  :     100.0:      12.7        6.5        7.3       77.2       83.4       97.2       97.2:       2.8        2.8
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  :        35:         5          5          5         20         22         29         28:
Old  :        35:         5          5          5         20         22         29         28:
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  :                 61.2       49.8       73.1       67.4       49.4       38.6       55.9       48.1
Old  :                 61.2       49.8       73.1       67.4       49.4       38.6       55.9       48.1
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 - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   190,035:    63,792      9,940     11,736     75,876    153,123    151,404    174,799:    38,631     15,236
Old  :   161,374:    59,981     11,406      6,673     59,931    129,221    126,585    147,300:    34,789     14,074
Other:    28,661:     6,437      1,160      2,437     15,945     23,902     24,819     27,499:     3,842      1,162
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    -6,228:     1,221        343     -5,577     -3,786       -288     -8,142     -5,522:     1,914       -706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        5.2        6.2       39.9       80.6       79.7       92.0:      20.3        8.0
Old  :     100.0:      37.2        7.1        4.1       37.1       80.1       78.4       91.3:      21.6        8.7
Other:     100.0:      22.5        4.0        8.5       55.6       83.4       86.6       95.9:      13.4        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        75         19         38         63         54        165        101:
Old  :       183:        75         23         37         60         51        158         98:
Other:        84:        28          7          8         41         20         75         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       48.9       20.1       58.8        9.1       45.6       15.8       54.5
Old  :                 11.6       46.0       19.2       57.1       10.0       42.6       17.2       51.9
Other:                 38.3       65.6       50.1       81.0       37.2       63.3       48.2       77.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    18,768:     5,434      2,900      1,742      6,623     12,990     13,799     17,632:     4,969      1,136
Old  :    17,638:     5,671      2,903      1,375      5,763     12,421     12,809     16,699:     4,829        939
Other:     1,130:        15        249        115        860        569        990        933:       140        197
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :      -313:       739        440       -634       -507         11       -402       -183:        89       -130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       15.5        9.3       35.3       69.2       73.5       93.9:      26.5        6.1
Old  :     100.0:      32.2       16.5        7.8       32.7       70.4       72.6       94.7:      27.4        5.3
Other:     100.0:       1.3       22.0       10.2       76.1       50.4       87.6       82.6:      12.4       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        35         15         17         21         15         68         41:
Old  :        84:        37         16         15         20         14         67         38:
Other:        24:         1          7          5          7          8         12         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       51.8       31.7       67.8       20.1       50.2       31.3       64.3
Old  :                 20.5       52.8       32.4       69.2       20.3       52.7       32.0       67.7
Other:                 73.0       60.6       85.7       75.4       72.6       60.6       77.2       70.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   645,108:    76,669    119,970      2,410    483,550    401,223    562,629    523,603:    82,479    121,505
Old  :   645,108:    76,669    119,970      2,410    483,550    401,223    562,629    523,603:    82,479    121,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    -1,337:    10,522     10,025       -420    -12,727     -4,735     -2,625      4,870:     1,288     -6,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       18.6        0.4       75.0       62.2       87.2       81.2:      12.8       18.8
Old  :     100.0:      11.9       18.6        0.4       75.0       62.2       87.2       81.2:      12.8       18.8
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  :       171:        22         32         11         74         89        102        126:
Old  :       171:        22         32         11         74         89        102        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       19.8       45.7       30.0       28.8       18.9       40.7       28.1
Old  :                 33.7       19.8       45.7       30.0       28.8       18.9       40.7       28.1
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 - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,357,110:   155,704    232,097     16,717    934,179    804,665  1,106,600  1,053,479:   250,510    303,631
Old  : 1,357,110:   155,704    232,097     16,717    934,179    804,665  1,106,600  1,053,479:   250,510    303,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    22,408:     8,150    -21,050      7,165     18,633     27,952     33,948     14,067:   -11,540      8,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       17.1        1.2       68.8       59.3       81.5       77.6:      18.5       22.4
Old  :     100.0:      11.5       17.1        1.2       68.8       59.3       81.5       77.6:      18.5       22.4
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  :       245:        49         43         26        105        111        166        168:
Old  :       245:        49         43         26        105        111        166        168:
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  :                 27.3       16.3       34.4       25.2       24.0       12.6       29.8       18.7
Old  :                 27.3       16.3       34.4       25.2       24.0       12.6       29.8       18.7
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 - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   988,426:   205,497     66,405      8,357    612,126    677,207    825,980    751,969:   162,446    236,457
Old  :   988,426:   205,497     66,405      8,357    612,126    677,207    825,980    751,969:   162,446    236,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :   -13,666:    32,251    -16,817     -5,181    -30,134       -304     -3,064    -22,302:   -10,602      8,636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        6.7        0.8       61.9       68.5       83.6       76.1:      16.4       23.9
Old  :     100.0:      20.8        6.7        0.8       61.9       68.5       83.6       76.1:      16.4       23.9
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  :       161:        29         26         11         70         73        104        105:
Old  :       161:        29         26         11         70         73        104        105:
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  :                 17.4       23.7       28.0       36.0       16.0       19.6       24.3       29.7
Old  :                 17.4       23.7       28.0       36.0       16.0       19.6       24.3       29.7
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 - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   514,212:   117,638     35,782     56,155    313,795    384,733    487,588    476,670:    26,624     37,542
Old  :   514,212:   117,638     35,782     56,155    313,795    384,733    487,588    476,670:    26,624     37,542
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :   -61,066:   -52,823      2,601     -4,560     -3,673    -57,694    -61,056    -59,653:       -10     -1,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        7.0       10.9       61.0       74.8       94.8       92.7:       5.2        7.3
Old  :     100.0:      22.9        7.0       10.9       61.0       74.8       94.8       92.7:       5.2        7.3
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  :        96:        26         17         27         44         42         81         78:
Old  :        96:        26         17         27         44         42         81         78:
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  :                 35.9       39.3       53.6       54.2       23.6       19.6       30.5       27.2
Old  :                 35.9       39.3       53.6       54.2       23.6       19.6       30.5       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    40,020:    13,354      3,352        187     20,114     32,502     33,655     36,041:     6,365      3,979
Old  :    40,020:    13,354      3,352        187     20,114     32,502     33,655     36,041:     6,365      3,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     3,474:     3,510        711        141       -333      2,599      3,318      3,450:       156         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        8.4        0.5       50.3       81.2       84.1       90.1:      15.9        9.9
Old  :     100.0:      33.4        8.4        0.5       50.3       81.2       84.1       90.1:      15.9        9.9
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  :        90:        30          9          1         24         31         54         41:
Old  :        90:        30          9          1         24         31         54         41:
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  :                 26.4       41.0       40.5       57.0       26.1       41.0       40.2       57.0
Old  :                 26.4       41.0       40.5       57.0       26.1       41.0       40.2       57.0
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 - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    80,039:    26,708      6,704        374     40,228     65,004     67,310     72,082:    12,729      7,957
Old  :    80,039:    26,708      6,704        374     40,228     65,004     67,310     72,082:    12,729      7,957
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     6,947:     7,020      1,421        281       -666      5,198      6,635      6,900:       312         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        8.4        0.5       50.3       81.2       84.1       90.1:      15.9        9.9
Old  :     100.0:      33.4        8.4        0.5       50.3       81.2       84.1       90.1:      15.9        9.9
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  :        90:        30          9          1         24         31         54         41:
Old  :        90:        30          9          1         24         31         54         41:
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  :                 26.4       41.0       40.5       57.0       26.1       41.0       40.2       57.0
Old  :                 26.4       41.0       40.5       57.0       26.1       41.0       40.2       57.0
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 - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    13,784:     1,046      1,896          0     12,688     11,665     13,734     13,561:        50        223
Old  :    13,784:     1,046      1,896          0     12,688     11,665     13,734     13,561:        50        223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :      -388:      -729        -58          0        335       -355       -394       -413:         6         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       13.8        0.0       92.0       84.6       99.6       98.4:       0.4        1.6
Old  :     100.0:       7.6       13.8        0.0       92.0       84.6       99.6       98.4:       0.4        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2         10          0         10         15         12         25:
Old  :        34:         2         10          0         10         15         12         25:
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  :                 82.8       62.9       98.2       80.8       82.8       62.1       97.3       80.0
Old  :                 82.8       62.9       98.2       80.8       82.8       62.1       97.3       80.0
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 - Futures Only, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    44,016:     4,137      1,185          0     39,804     42,627     43,941     43,812:        75        204
Old  :    44,016:     4,137      1,185          0     39,804     42,627     43,941     43,812:        75        204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     2,858:      -141        130          0      3,231      2,703      3,090      2,833:      -232         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        2.7        0.0       90.4       96.8       99.8       99.5:       0.2        0.5
Old  :     100.0:       9.4        2.7        0.0       90.4       96.8       99.8       99.5:       0.2        0.5
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  :        29:         3          5          0          7         16         10         21:
Old  :        29:         3          5          0          7         16         10         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  :                 97.3       75.4       99.7       91.8       97.3       75.4       99.6       91.8
Old  :                 97.3       75.4       99.7       91.8       97.3       75.4       99.6       91.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 7, 2011