```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      436,329
COMMITMENTS
  74,937   84,066  104,188  226,128  201,210  405,252  389,464   31,077   46,865

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,442)
   2,038   -2,624   -1,494   -1,697    5,844   -1,153    1,726     -289   -3,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     19.3     23.9     51.8     46.1     92.9     89.3      7.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     114      132      133       79      100      280      290
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,299,567
COMMITMENTS
 310,554   60,444  279,989  580,788  689,111  1171331  1029544  128,236  270,023

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     52,342)
  27,169     -185   19,312    5,386   34,391   51,866   53,518      475   -1,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      4.7     21.5     44.7     53.0     90.1     79.2      9.9     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      666)
     195      115      200      219      297      510      540
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,868
COMMITMENTS
   2,610      166      726    6,798   10,938   10,135   11,830    2,734    1,038

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:        -36)
     559     -927     -106     -772    1,262     -318      230      283     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      1.3      5.6     52.8     85.0     78.8     91.9     21.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      14        3        2       14       16       29       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      533,998
COMMITMENTS
 130,665   42,584  138,407  218,412  263,031  487,484  444,023   46,514   89,975

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      7,422)
  18,019    2,626    2,088   -8,547    4,395   11,560    9,109   -4,137   -1,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5      8.0     25.9     40.9     49.3     91.3     83.2      8.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      467)
     157      129      160      103      161      363      358
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      240,248
COMMITMENTS
  53,953   22,081   48,554  102,947  149,844  205,454  220,479   34,794   19,769

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,076)
  10,870    1,616  -11,398   -5,373    8,190   -5,902   -1,593    4,826      517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5      9.2     20.2     42.9     62.4     85.5     91.8     14.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      82       62       76       52       58      187      156
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      724,317
COMMITMENTS
  52,734  152,461   35,722  514,064  391,119  602,519  579,302  121,798  145,015

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:        -83)
   5,132    3,386    6,331   -6,486  -16,477    4,977   -6,760   -5,060    6,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     21.0      4.9     71.0     54.0     83.2     80.0     16.8     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      33       33       33       67       77      117      126
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,010
COMMITMENTS
       0      320       65    6,634    6,409    6,699    6,794      311      216

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:        284)
       0      -56      -90      299      409      209      263       75       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      0.9     94.6     91.4     95.6     96.9      4.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       15       18       16       20
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      183,795
COMMITMENTS
  55,154   19,650   25,773   70,387  119,527  151,314  164,950   32,481   18,845

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      6,492)
   4,911     -341    1,636     -993    4,954    5,554    6,249      938      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0     10.7     14.0     38.3     65.0     82.3     89.7     17.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      65       25       41       55       50      145      100
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,296
COMMITMENTS
   6,036      955      894    5,731   13,621   12,661   15,471    3,635      826

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -525)
      74      108     -161        3     -170      -85     -222     -440     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0      5.9      5.5     35.2     83.6     77.7     94.9     22.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      35        9        9       30       20       72       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      870,789
COMMITMENTS
 238,059  144,952   53,446  486,398  549,903  777,903  748,301   92,886  122,488

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -13,412)
 -48,466   13,602   15,685    8,959  -49,921  -23,822  -20,635   10,409    7,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     16.6      6.1     55.9     63.2     89.3     85.9     10.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      32       55       35       68      109      121      178
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,640,529
COMMITMENTS
 145,104  328,242  223,908  1019308  764,983  1388320  1317133  252,209  323,396

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     62,560)
    -849   18,503   21,172   50,643   -6,994   70,966   32,681   -8,407   29,878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     20.0     13.6     62.1     46.6     84.6     80.3     15.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      46       46       61      120      119      193      199
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      802,252
COMMITMENTS
  95,157   89,727   33,334  503,617  451,240  632,107  574,301  170,145  227,952

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      5,061)
 -10,981   14,136      802   11,639  -17,700    1,459   -2,762    3,602    7,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     11.2      4.2     62.8     56.2     78.8     71.6     21.2     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      20       20       19       70       70       96      103
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      784,161
COMMITMENTS
  49,142   51,933  251,734  444,042  436,505  744,919  740,172   39,242   43,989

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:   -145,622)
 -28,140    3,033  -65,733  -55,670  -84,339 -149,542 -147,039    3,920    1,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      6.6     32.1     56.6     55.7     95.0     94.4      5.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      32       29       47       53       59      106      118
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       69,090
COMMITMENTS
  27,524    6,642      701   27,159   51,912   55,384   59,255   13,705    9,835

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      2,252)
   1,048      -70     -296     -232    1,829      520    1,463    1,732      789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8      9.6      1.0     39.3     75.1     80.2     85.8     19.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      30       13        4       29       32       60       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,009
COMMITMENTS
   9,714   12,331        0    1,928      577   11,642   12,908    1,367      101

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:        207)
    -190      265        0      397      -58      207      207        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.7     94.8      0.0     14.8      4.4     89.5     99.2     10.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        6        0        3        1       13        7
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,585
COMMITMENTS
     127    2,270      177    8,872    6,450    9,176    8,897      409      688

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:        359)
      23      -94        2      461      438      486      346     -127       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     23.7      1.8     92.6     67.3     95.7     92.8      4.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3       10        2       12       12       16       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,554
COMMITMENTS
   2,337       83        0   12,133   14,363   14,470   14,446       84      108

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      1,251)
     -52     -927        0    1,501    2,290    1,449    1,363     -198     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      0.6      0.0     83.4     98.7     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        3        0        8       11       17       14
```

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Updated January 8, 2010