```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      498,538
COMMITMENTS
 110,196   83,644   72,899  273,154  284,504  456,249  441,047   42,289   57,491

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     10,204)
  -3,157   -2,098    7,280    3,940    3,601    8,063    8,783    2,141    1,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     16.8     14.6     54.8     57.1     91.5     88.5      8.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     148      126      129       80      129      315      308
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,546,155
COMMITMENTS
 584,256  127,786  143,908  664,808  1031627  1392972  1303321  153,183  242,834

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      3,708)
 -15,949    8,016    9,420   16,678  -11,056   10,149    6,380   -6,441   -2,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8      8.3      9.3     43.0     66.7     90.1     84.3      9.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      869)
     268      132      173      221      385      570      634
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,563
COMMITMENTS
   5,128      228      202    4,642   10,959    9,972   11,389    2,591    1,174

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        793)
     555       92      129      -77      418      607      639      186      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8      1.8      1.6     36.9     87.2     79.4     90.7     20.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      26        3        4       17       13       44       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      622,611
COMMITMENTS
 252,337   33,921   62,600  252,421  444,538  567,358  541,059   55,253   81,552

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -23,745)
  -7,194    2,663   -7,962   -1,487  -12,585  -16,643  -17,884   -7,102   -5,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5      5.4     10.1     40.5     71.4     91.1     86.9      8.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      590)
     228       85      140      105      219      402      415
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,096
COMMITMENTS
  19,136    1,756       44       28    4,578   19,208    6,378    2,888   15,718

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -388)
    -465      512        8        0      179     -457      699       69   -1,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.6      7.9      0.2      0.1     20.7     86.9     28.9     13.1     71.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      17        6        4        2       11       20       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      359,216
COMMITMENTS
 103,513   25,200   36,198  183,515  276,135  323,226  337,533   35,990   21,683

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      8,144)
   4,370   -1,038      909    4,457    9,347    9,736    9,218   -1,592   -1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      7.0     10.1     51.1     76.9     90.0     94.0     10.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      97       48       66       61       58      196      144
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      538,630
COMMITMENTS
  63,740   69,412    3,289  364,715  327,746  431,744  400,447  106,886  138,183

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      9,033)
  19,514   -1,813   -1,658    1,677    8,073   19,533    4,602  -10,500    4,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     12.9      0.6     67.7     60.8     80.2     74.3     19.8     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      20       25       11       62       63       89       92
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      306,838
COMMITMENTS
  41,845   48,945      250  205,945  213,252  248,040  262,447   58,798   44,391

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -723)
   1,531     -261        0     -681   -3,413      850   -3,674   -1,573    2,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     16.0      0.1     67.1     69.5     80.8     85.5     19.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6       10        1       24       28       30       39
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,038
COMMITMENTS
     894      454      517    5,432    5,870    6,843    6,841      195      197

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -217)
     -75       74      -29      -87      -68     -191      -23      -26     -194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      6.5      7.3     77.2     83.4     97.2     97.2      2.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        5        5       20       22       29       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      190,035
COMMITMENTS
  63,792    9,940   11,736   75,876  153,123  151,404  174,799   38,631   15,236

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -6,228)
   1,221      343   -5,577   -3,786     -288   -8,142   -5,522    1,914     -706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      5.2      6.2     39.9     80.6     79.7     92.0     20.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      75       19       38       63       54      165      101
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,768
COMMITMENTS
   5,434    2,900    1,742    6,623   12,990   13,799   17,632    4,969    1,136

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -313)
     739      440     -634     -507       11     -402     -183       89     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     15.5      9.3     35.3     69.2     73.5     93.9     26.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      35       15       17       21       15       68       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      645,108
COMMITMENTS
  76,669  119,970    2,410  483,550  401,223  562,629  523,603   82,479  121,505

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,337)
  10,522   10,025     -420  -12,727   -4,735   -2,625    4,870    1,288   -6,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     18.6      0.4     75.0     62.2     87.2     81.2     12.8     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      22       32       11       74       89      102      126
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,357,110
COMMITMENTS
 155,704  232,097   16,717  934,179  804,665  1106600  1053479  250,510  303,631

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     22,408)
   8,150  -21,050    7,165   18,633   27,952   33,948   14,067  -11,540    8,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     17.1      1.2     68.8     59.3     81.5     77.6     18.5     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      49       43       26      105      111      166      168
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      988,426
COMMITMENTS
 205,497   66,405    8,357  612,126  677,207  825,980  751,969  162,446  236,457

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -13,666)
  32,251  -16,817   -5,181  -30,134     -304   -3,064  -22,302  -10,602    8,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      6.7      0.8     61.9     68.5     83.6     76.1     16.4     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      29       26       11       70       73      104      105
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      514,212
COMMITMENTS
 117,638   35,782   56,155  313,795  384,733  487,588  476,670   26,624   37,542

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -61,066)
 -52,823    2,601   -4,560   -3,673  -57,694  -61,056  -59,653      -10   -1,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      7.0     10.9     61.0     74.8     94.8     92.7      5.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      26       17       27       44       42       81       78
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,020
COMMITMENTS
  13,354    3,352      187   20,114   32,502   33,655   36,041    6,365    3,979

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      3,474)
   3,510      711      141     -333    2,599    3,318    3,450      156       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4      8.4      0.5     50.3     81.2     84.1     90.1     15.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30        9        1       24       31       54       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       80,039
COMMITMENTS
  26,708    6,704      374   40,228   65,004   67,310   72,082   12,729    7,957

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      6,947)
   7,020    1,421      281     -666    5,198    6,635    6,900      312       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4      8.4      0.5     50.3     81.2     84.1     90.1     15.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30        9        1       24       31       54       41
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,784
COMMITMENTS
   1,046    1,896        0   12,688   11,665   13,734   13,561       50      223

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -388)
    -729      -58        0      335     -355     -394     -413        6       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     13.8      0.0     92.0     84.6     99.6     98.4      0.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2       10        0       10       15       12       25
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       44,016
COMMITMENTS
   4,137    1,185        0   39,804   42,627   43,941   43,812       75      204

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      2,858)
    -141      130        0    3,231    2,703    3,090    2,833     -232       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      2.7      0.0     90.4     96.8     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        5        0        7       16       10       21
```

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Updated January 7, 2011