```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      649,033
COMMITMENTS
  90,266  106,349  175,155  337,031  301,490  602,452  582,994   46,581   66,039

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     24,201)
   1,444    7,884   14,647    7,231    3,071   23,323   25,602      879   -1,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     16.4     27.0     51.9     46.5     92.8     89.8      7.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      483)
     157      164      190      105      143      376      395
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,357,123
COMMITMENTS
 549,402   99,568  817,706  768,431  1134977  2135538  2052251  221,585  304,872

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:    246,336)
  20,330    5,046  157,029   50,023   83,044  227,382  245,119   18,954    1,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      4.2     34.7     32.6     48.2     90.6     87.1      9.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      947)
     293      176      304      273      429      687      799
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,427
COMMITMENTS
   3,314      203      868    7,056   11,765   11,238   12,837    3,189    1,590

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:         47)
    -593      -78      -28      222      172     -398       67      445      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      1.4      6.0     48.9     81.5     77.9     89.0     22.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      19        4        7       16       13       39       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      882,934
COMMITMENTS
 189,561   26,882  277,568  351,834  482,246  818,963  786,697   63,971   96,237

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     80,631)
   6,500   -6,497   40,819   31,556   42,222   78,875   76,544    1,756    4,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      3.0     31.4     39.8     54.6     92.8     89.1      7.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      615)
     214      132      222      135      224      471      491
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       30,040
COMMITMENTS
  25,401    3,409    2,032       32    6,485   27,465   11,926    2,575   18,114

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,682)
   1,224      824      559       13     -283    1,796    1,100     -114      582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    84.6     11.3      6.8      0.1     21.6     91.4     39.7      8.6     60.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      17       11       10        2       13       22       31
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      407,654
COMMITMENTS
 105,176   24,567   88,599  172,831  273,832  366,606  386,998   41,048   20,656

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     24,515)
  -8,632   -1,752   15,184   13,936    9,100   20,488   22,532    4,027    1,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      6.0     21.7     42.4     67.2     89.9     94.9     10.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
     120       50       82       64       75      229      177
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      790,917
COMMITMENTS
  97,425  105,686   49,510  473,550  494,227  620,485  649,423  170,432  141,494

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     14,845)
  15,142    9,959   -3,248   -4,877      766    7,017    7,478    7,828    7,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     13.4      6.3     59.9     62.5     78.5     82.1     21.5     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      34       31       42       89       91      144      143
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      232,943
COMMITMENTS
  37,984   26,310      284  148,546  170,939  186,814  197,533   46,129   35,411

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      6,581)
   2,039    2,940      -41    6,489    1,965    8,488    4,864   -1,906    1,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     11.3      0.1     63.8     73.4     80.2     84.8     19.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        6        2       20       25       28       32
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,449
COMMITMENTS
     822    1,377      341    8,028    7,563    9,191    9,281      258      168

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:       -202)
     -39      134       27     -234     -356     -246     -195       44       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     14.6      3.6     85.0     80.0     97.3     98.2      2.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        6        5       18       18       27       24
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      233,016
COMMITMENTS
  63,265   13,366   42,168   90,134  159,129  195,567  214,663   37,449   18,353

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     11,837)
   4,173   -1,356    5,171    3,387    9,993   12,731   13,808     -894   -1,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      5.7     18.1     38.7     68.3     83.9     92.1     16.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      76       30       55       75       70      176      137
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,090
COMMITMENTS
   4,941    2,293    3,573    6,637   12,736   15,152   18,602    4,938    1,488

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:        476)
     -26     -349      216      227    1,029      418      897       58     -421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6     11.4     17.8     33.0     63.4     75.4     92.6     24.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      47        9       15       28       22       82       45
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      773,585
COMMITMENTS
 188,080  123,562   35,936  433,715  491,069  657,732  650,568  115,853  123,017

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     15,610)
 -14,931   -3,200    8,382   16,791    1,887   10,242    7,069    5,368    8,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     16.0      4.6     56.1     63.5     85.0     84.1     15.0     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      36       43       29       84      103      138      158
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,313,493
COMMITMENTS
 247,911  182,956  302,783  1415243  1478643  1965936  1964382  347,556  349,110

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     37,093)
   9,024  -28,007   27,894  -26,815   18,467   10,103   18,354   26,989   18,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      7.9     13.1     61.2     63.9     85.0     84.9     15.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      54       56       82      156      165      253      260
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,140,360
COMMITMENTS
 212,982   85,113   76,845  619,801  720,035  909,628  881,993  230,732  258,367

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     70,816)
   1,349    3,939   13,630   53,940   44,436   68,919   62,005    1,897    8,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      7.5      6.7     54.4     63.1     79.8     77.3     20.2     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      34       32       33       75       89      126      137
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,313,146
COMMITMENTS
 121,130   22,424  736,280  420,521  504,648  1277931  1263352   35,215   49,795

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     36,387)
     905     -633   17,522   20,951   21,864   39,377   38,752   -2,990   -2,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      1.7     56.1     32.0     38.4     97.3     96.2      2.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      33       17       40       57       57      104      101
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,098
COMMITMENTS
  17,240    4,668      794   22,532   36,596   40,566   42,058    6,532    5,040

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -3,456)
  -4,131      775      114    1,510   -3,659   -2,507   -2,769     -949     -687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6      9.9      1.7     47.8     77.7     86.1     89.3     13.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      27       11       10       29       39       59       57
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       94,196
COMMITMENTS
  34,479    9,336    1,589   45,065   73,191   81,133   84,116   13,063   10,080

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -6,912)
  -8,262    1,550      228    3,020   -7,317   -5,013   -5,539   -1,899   -1,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6      9.9      1.7     47.8     77.7     86.1     89.3     13.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      27       11       10       29       39       59       57
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        4,679
COMMITMENTS
   2,814    2,449       46    1,720    2,147    4,580    4,642       99       37

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:        118)
     168      125        5      142      -12      315      118     -197        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.1     52.3      1.0     36.8     45.9     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        5        1        2        3       13        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,094
COMMITMENTS
   1,188    3,460        0   10,572    8,558   11,760   12,018      334       76

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:        931)
      73      761        0      865      197      938      958       -7      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     28.6      0.0     87.4     70.8     97.2     99.4      2.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        7        0       12       12       16       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       41,014
COMMITMENTS
   2,229    1,000        0   38,516   39,888   40,745   40,888      269      126

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      1,934)
      85   -1,513        0    1,940    3,398    2,025    1,885      -91       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      2.4      0.0     93.9     97.3     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        4        0        6       18       12       22
```

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Updated October 15, 2010