```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      488,334
COMMITMENTS
 113,353   85,742   65,619  269,214  280,903  448,186  432,264   40,148   56,070

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      8,093)
   5,851     -793    1,840      -70    7,895    7,621    8,942      472     -849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     17.6     13.4     55.1     57.5     91.8     88.5      8.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     153      121      121       79      126      310      297
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,542,447
COMMITMENTS
 600,205  119,770  134,488  648,130  1042683  1382823  1296941  159,624  245,506

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     24,028)
  12,461   -5,211   -6,492    7,303   29,872   13,272   18,169   10,756    5,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      7.8      8.7     42.0     67.6     89.7     84.1     10.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      863)
     278      120      166      214      389      566      623
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,770
COMMITMENTS
   4,573      136       73    4,719   10,541    9,365   10,750    2,405    1,020

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:         -1)
    -326      -30       11      142      203     -173      184      172     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      1.2      0.6     40.1     89.6     79.6     91.3     20.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      23        2        3       17       11       40       16
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      646,356
COMMITMENTS
 259,531   31,258   70,562  253,908  457,123  584,001  558,943   62,355   87,413

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -14,507)
   1,973  -10,271  -16,267   -4,444   11,969  -18,738  -14,569    4,231       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2      4.8     10.9     39.3     70.7     90.4     86.5      9.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      588)
     234       71      161      122      215      437      412
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,484
COMMITMENTS
  19,601    1,244       36       28    4,399   19,665    5,679    2,819   16,805

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      2,192)
   2,386      581       30      -11      696    2,405    1,307     -213      885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.2      5.5      0.2      0.1     19.6     87.5     25.3     12.5     74.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      17        4        4        2        9       20       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      351,072
COMMITMENTS
  99,143   26,238   35,289  179,058  266,788  313,490  328,315   37,582   22,757

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     -3,923)
   2,434     -595  -11,193    3,892    7,804   -4,867   -3,984      944       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      7.5     10.1     51.0     76.0     89.3     93.5     10.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      97       45       70       62       57      199      151
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      529,597
COMMITMENTS
  44,226   71,225    4,947  363,038  319,673  412,211  395,845  117,386  133,752

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:     -7,523)
  -4,225   -3,744    1,818  -13,131     -202  -15,538   -2,128    8,015   -5,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     13.4      0.9     68.5     60.4     77.8     74.7     22.2     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      19       24       11       68       58       93       87
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      307,561
COMMITMENTS
  40,314   49,206      250  206,626  216,665  247,190  266,121   60,371   41,440

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      2,293)
   1,635      703      -44   -1,600    3,312       -9    3,971    2,302   -1,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     16.0      0.1     67.2     70.4     80.4     86.5     19.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        9        1       25       28       30       38
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,255
COMMITMENTS
     969      380      546    5,519    5,938    7,034    6,864      221      391

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        166)
      27       10        7       89       57      123       74       43       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      5.2      7.5     76.1     81.8     97.0     94.6      3.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        5        5       17       20       26       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      196,263
COMMITMENTS
  62,571    9,597   17,313   79,662  153,411  159,546  180,321   36,717   15,942

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      2,132)
    -142       25    1,742    2,690    1,169    4,290    2,936   -2,158     -804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      4.9      8.8     40.6     78.2     81.3     91.9     18.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      80       16       40       65       52      171       99
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,081
COMMITMENTS
   4,695    2,460    2,376    7,130   12,979   14,201   17,815    4,880    1,266

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        573)
    -173      -40      794      290      275      911    1,029     -338     -456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     12.9     12.5     37.4     68.0     74.4     93.4     25.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      33       14       21       28       18       78       46
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      646,445
COMMITMENTS
  66,147  109,945    2,830  496,277  405,958  565,254  518,733   81,191  127,712

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -36,846)
  -7,996  -30,119   -2,655  -32,146  -17,563  -42,797  -50,337    5,951   13,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     17.0      0.4     76.8     62.8     87.4     80.2     12.6     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      21       29       11       68       89       95      123
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,334,702
COMMITMENTS
 147,554  253,147    9,552  915,546  776,713  1072652  1039412  262,050  295,290

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -21,092)
 -26,821      849   -1,629  -16,439  -15,527  -44,889  -16,307   23,797   -4,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     19.0      0.7     68.6     58.2     80.4     77.9     19.6     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      46       42       18       98      109      154      159
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,002,092
COMMITMENTS
 173,246   83,222   13,538  642,260  677,511  829,044  774,271  173,048  227,821

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -31,947)
   7,889  -17,535   -3,369  -44,210  -14,111  -39,690  -35,015    7,743    3,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      8.3      1.4     64.1     67.6     82.7     77.3     17.3     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      27       23       14       75       77      108      108
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      575,278
COMMITMENTS
 170,461   33,181   60,715  317,468  442,427  548,644  536,323   26,634   38,955

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        873)
    -427   -2,710     -983    3,543    5,520    2,133    1,827   -1,260     -954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      5.8     10.6     55.2     76.9     95.4     93.2      4.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      28       18       28       49       46       88       83
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       36,546
COMMITMENTS
   9,844    2,642       47   20,447   29,903   30,338   32,591    6,209    3,955

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:       -334)
    -251     -477       38     -158     -567     -371   -1,006       37      672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      7.2      0.1     55.9     81.8     83.0     89.2     17.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      21        8        2       24       28       45       38
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       73,092
COMMITMENTS
  19,688    5,283       93   40,894   59,806   60,675   65,182   12,417    7,910

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:       -668)
    -501     -953       76     -316   -1,134     -741   -2,011       73    1,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      7.2      0.1     55.9     81.8     83.0     89.2     17.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      21        8        2       24       28       45       38
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,172
COMMITMENTS
   1,775    1,954        0   12,353   12,020   14,128   13,974       44      198

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        305)
     -53      191        0      373      135      320      326      -15      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     13.8      0.0     87.2     84.8     99.7     98.6      0.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2       10        0       10       15       12       25
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       41,158
COMMITMENTS
   4,278    1,055        0   36,573   39,924   40,851   40,979      307      179

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      2,178)
   1,022      220        0    1,328    2,064    2,350    2,284     -172     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      2.6      0.0     88.9     97.0     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        6        0        6       16        8       22
```

----

Updated January 3, 2011