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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   459,440:    79,245     90,316    106,651    240,360    209,366    426,255    406,333:    33,185     53,107
Old  :   293,477:    65,734     84,871     53,820    151,795    122,136    271,349    260,828:    22,129     32,649
Other:   165,962:    35,736     27,670     30,606     88,565     87,229    154,907    145,505:    11,056     20,457
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    23,111:     4,307      6,250      2,463     14,232      8,155     21,003     16,869:     2,108      6,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       19.7       23.2       52.3       45.6       92.8       88.4:       7.2       11.6
Old  :     100.0:      22.4       28.9       18.3       51.7       41.6       92.5       88.9:       7.5       11.1
Other:     100.0:      21.5       16.7       18.4       53.4       52.6       93.3       87.7:       6.7       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       385:       115        141        132         83        102        289        296:
Old  :       360:       103        143         98         74         91        243        269:
Other:       235:        74         58         77         51         87        161        191:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.1       18.7       36.9       25.8       20.5       15.6       34.3       21.2
Old  :                 29.7       19.3       41.7       27.1       29.6       17.3       41.3       24.5
Other:                 33.2       25.3       44.2       35.4       29.4       22.7       38.2       28.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,384,055:   326,717     70,306    309,416    615,840    717,497  1,251,973  1,097,218:   132,082    286,836
Old  : 1,051,325:   252,160     99,345    215,259    475,952    542,711    943,371    857,315:   107,954    194,010
Other:   332,730:   122,618     19,022     46,096    139,888    174,785    308,602    239,903:    24,128     92,827
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    84,487:    16,163      9,862     29,427     35,052     28,385     80,642     67,674:     3,845     16,813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        5.1       22.4       44.5       51.8       90.5       79.3:       9.5       20.7
Old  :     100.0:      24.0        9.4       20.5       45.3       51.6       89.7       81.5:      10.3       18.5
Other:     100.0:      36.9        5.7       13.9       42.0       52.5       92.7       72.1:       7.3       27.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       709:       216        125        231        221        300        546        581:
Old  :       696:       191        162        212        212        292        524        555:
Other:       475:       113         77         90         91        252        242        385:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       14.3       21.8       19.8       12.7       12.6       20.1       16.9
Old  :                 15.9       14.6       24.4       20.1       15.6       12.5       23.4       16.9
Other:                 21.9       15.8       33.9       23.1       21.2       14.6       33.1       20.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    13,757:     2,869        160        977      7,567     11,332     11,412     12,469:     2,344      1,288
Old  :    11,750:     2,847        203        729      5,907      9,715      9,483     10,647:     2,267      1,103
Other:     2,007:        65          0        205      1,660      1,617      1,930      1,822:        77        185
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :       888:       259         -6        250        768        394      1,278        639:      -389        250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        1.2        7.1       55.0       82.4       83.0       90.6:      17.0        9.4
Old  :     100.0:      24.2        1.7        6.2       50.3       82.7       80.7       90.6:      19.3        9.4
Other:     100.0:       3.2        0.0       10.2       82.7       80.6       96.1       90.8:       3.9        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        13          3          2         14         16         28         20:
Old  :        38:        12          4          2         14         14         28         18:
Other:        15:         2          0          2          6         10          8         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.4       58.7       54.2       80.6       31.7       51.1       44.5       65.2
Old  :                 36.0       61.2       53.8       83.1       36.0       55.8       51.0       72.5
Other:                 89.6       65.6       96.1       88.8       79.6       65.5       81.2       75.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   554,547:   115,523     56,347    143,491    244,631    256,190    503,644    456,028:    50,902     98,519
Old  :   442,567:    95,838     51,382    109,028    196,538    214,498    401,404    374,909:    41,163     67,658
Other:   111,980:    34,185     19,464     19,963     48,093     41,692    102,241     81,119:     9,739     30,860
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    20,549:   -15,142     13,762      5,084     26,219     -6,841     16,161     12,005:     4,388      8,544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       10.2       25.9       44.1       46.2       90.8       82.2:       9.2       17.8
Old  :     100.0:      21.7       11.6       24.6       44.4       48.5       90.7       84.7:       9.3       15.3
Other:     100.0:      30.5       17.4       17.8       42.9       37.2       91.3       72.4:       8.7       27.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       468:       156        128        172        106        163        361        376:
Old  :       462:       161        122        156        103        160        344        365:
Other:       257:        53         63         50         52        123        139        204:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       16.2       25.2       24.8       12.7       12.7       20.1       17.9
Old  :                 16.5       18.1       27.7       26.8       16.2       14.0       24.4       20.1
Other:                 29.4       16.6       43.4       26.8       28.2       15.3       38.9       23.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,014:    11,735      1,267        509          0      1,491     12,244      3,267:     2,770     11,747
Old  :     7,143:     4,615      1,517        237          0        397      4,852      2,151:     2,291      4,992
Other:     7,871:     7,375          5         17          0      1,094      7,392      1,116:       479      6,755
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.2        8.4        3.4        0.0        9.9       81.6       21.8:      18.4       78.2
Old  :     100.0:      64.6       21.2        3.3        0.0        5.6       67.9       30.1:      32.1       69.9
Other:     100.0:      93.7        0.1        0.2        0.0       13.9       93.9       14.2:       6.1       85.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        14          3         10          0          4         15         16:
Old  :        21:        13          4          6          0          4         13         14:
Other:        16:        11          1          4          0          4         12          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 49.5       15.2       68.3       21.1       48.3       13.6       66.7       18.4
Old  :                 40.9       23.9       59.6       29.4       38.6       23.8       57.2       26.8
Other:                 60.4       13.9       84.6       14.2       60.4       13.9       84.6       14.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   247,076:    49,955     25,658     48,123    117,342    152,171    215,420    225,952:    31,655     21,124
Old  :   227,940:    43,091     29,355     41,453    114,054    136,822    198,598    207,630:    29,341     20,310
Other:    19,136:    12,329      1,768      1,205      3,288     15,349     16,822     18,322:     2,314        814
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :     6,828:    -3,998      3,577       -430     14,395      2,326      9,967      5,473:    -3,139      1,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       10.4       19.5       47.5       61.6       87.2       91.5:      12.8        8.5
Old  :     100.0:      18.9       12.9       18.2       50.0       60.0       87.1       91.1:      12.9        8.9
Other:     100.0:      64.4        9.2        6.3       17.2       80.2       87.9       95.7:      12.1        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        67         61         68         56         57        168        150:
Old  :       208:        67         63         67         54         54        163        147:
Other:        53:        13          8          8         19         21         35         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       27.8       28.2       38.5       16.4       24.0       22.8       33.4
Old  :                 18.9       26.9       29.5       37.7       18.3       23.1       25.3       33.0
Other:                 61.9       44.7       79.4       66.3       56.8       44.1       73.0       64.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   743,633:    55,736    148,912     52,453    513,534    378,743    621,722    580,107:   121,910    163,526
Old  :   743,633:    55,736    148,912     52,453    513,534    378,743    621,722    580,107:   121,910    163,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    19,316:     3,002     -3,550     16,731       -530    -12,376     19,203        805:       113     18,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       20.0        7.1       69.1       50.9       83.6       78.0:      16.4       22.0
Old  :     100.0:       7.5       20.0        7.1       69.1       50.9       83.6       78.0:      16.4       22.0
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  :       169:        29         42         44         68         77        126        134:
Old  :       169:        29         42         44         68         77        126        134:
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  :                 18.5       18.0       30.4       26.0       14.2       17.8       25.1       25.1
Old  :                 18.5       18.0       30.4       26.0       14.2       17.8       25.1       25.1
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 with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,401:         0        229         65      6,876      6,819      6,941      7,113:       460        288
Old  :     7,401:         0        229         65      6,876      6,819      6,941      7,113:       460        288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :       391:         0        -91          0        242        410        242        319:       149         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.1        0.9       92.9       92.1       93.8       96.1:       6.2        3.9
Old  :     100.0:       0.0        3.1        0.9       92.9       92.1       93.8       96.1:       6.2        3.9
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  :        20:         0          2          1         15         18         16         20:
Old  :        20:         0          2          1         15         18         16         20:
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  :                 69.5       72.4       83.9       84.9       29.4       28.2       33.8       33.8
Old  :                 69.5       72.4       83.9       84.9       29.4       28.2       33.8       33.8
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 with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   185,815:    51,581     20,083     30,676     72,683    112,217    154,940    162,976:    30,874     22,838
Old  :   165,231:    49,157     17,068     26,234     61,656    100,572    137,047    143,874:    28,184     21,357
Other:    20,584:     4,323      4,914      2,543     11,027     11,645     17,894     19,103:     2,690      1,481
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :     2,019:    -3,573        433      4,903      2,296     -7,310      3,626     -1,974:    -1,607      3,993
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       10.8       16.5       39.1       60.4       83.4       87.7:      16.6       12.3
Old  :     100.0:      29.8       10.3       15.9       37.3       60.9       82.9       87.1:      17.1       12.9
Other:     100.0:      21.0       23.9       12.4       53.6       56.6       86.9       92.8:      13.1        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        54         35         46         58         53        144        111:
Old  :       167:        57         34         46         58         52        143        110:
Other:        52:         6         12         11         28         14         43         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       38.0       27.1       49.2       15.6       32.4       24.6       41.0
Old  :                 16.6       36.7       27.5       48.5       14.9       32.6       24.2       41.5
Other:                 42.5       58.0       55.6       78.7       42.1       56.2       54.3       68.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    16,445:     5,573      1,069        918      6,146     13,298     12,638     15,285:     3,807      1,160
Old  :    14,912:     5,384        968        826      5,257     12,222     11,467     14,016:     3,445        896
Other:     1,533:       197        109         84        889      1,076      1,171      1,269:       362        263
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :       148:      -462        114         24        415       -323        -23       -185:       172        334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        6.5        5.6       37.4       80.9       76.8       92.9:      23.2        7.1
Old  :     100.0:      36.1        6.5        5.5       35.3       82.0       76.9       94.0:      23.1        6.0
Other:     100.0:      12.9        7.1        5.5       58.0       70.2       76.4       82.8:      23.6       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        34          9          9         30         20         69         33:
Old  :        79:        34          8          9         29         19         68         31:
Other:        23:         2          4          4          5         11         11         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.7       64.1       33.6       77.4       23.7       60.5       32.4       73.3
Old  :                 20.9       67.5       30.8       79.7       20.7       63.8       29.7       75.6
Other:                 69.7       52.9       76.0       73.3       68.6       52.9       70.9       70.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   926,645:   278,395    135,154     58,311    499,429    598,365    836,136    791,830:    90,509    134,815
Old  :   926,645:   278,395    135,154     58,311    499,429    598,365    836,136    791,830:    90,509    134,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    55,857:    40,337     -9,798      4,865     13,032     48,462     58,234     43,529:    -2,377     12,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       14.6        6.3       53.9       64.6       90.2       85.5:       9.8       14.5
Old  :     100.0:      30.0       14.6        6.3       53.9       64.6       90.2       85.5:       9.8       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  :       220:        37         52         34         75        115        129        184:
Old  :       220:        37         52         34         75        115        129        184:
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  :                 37.8       20.2       45.8       26.9       35.7       18.1       42.7       23.9
Old  :                 37.8       20.2       45.8       26.9       35.7       18.1       42.7       23.9
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 with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,671,970:   113,402    324,917    226,429  1,060,619    802,965  1,400,450  1,354,311:   271,519    317,659
Old  : 1,671,970:   113,402    324,917    226,429  1,060,619    802,965  1,400,450  1,354,311:   271,519    317,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    31,440:   -31,703     -3,325      2,521     41,312     37,982     12,130     37,178:    19,310     -5,738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       19.4       13.5       63.4       48.0       83.8       81.0:      16.2       19.0
Old  :     100.0:       6.8       19.4       13.5       63.4       48.0       83.8       81.0:      16.2       19.0
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  :       243:        43         55         64        120        125        197        210:
Old  :       243:        43         55         64        120        125        197        210:
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  :                 19.8       19.4       27.5       27.0       14.1       15.7       19.1       18.8
Old  :                 19.8       19.4       27.5       27.0       14.1       15.7       19.1       18.8
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 with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   839,037:    64,389     74,719     57,319    553,150    498,625    674,857    630,662:   164,180    208,375
Old  :   839,037:    64,389     74,719     57,319    553,150    498,625    674,857    630,662:   164,180    208,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    36,785:   -30,768    -15,009     23,985     49,533     47,385     42,750     56,362:    -5,965    -19,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        8.9        6.8       65.9       59.4       80.4       75.2:      19.6       24.8
Old  :     100.0:       7.7        8.9        6.8       65.9       59.4       80.4       75.2:      19.6       24.8
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  :       145:        24         24         26         74         80        109        119:
Old  :       145:        24         24         26         74         80        109        119:
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  :                 24.0       17.1       34.9       27.2       15.6       13.9       24.8       20.1
Old  :                 24.0       17.1       34.9       27.2       15.6       13.9       24.8       20.1
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 with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   850,681:    64,571     63,848    268,658    477,574    471,106    810,803    803,612:    39,878     47,069
Old  :   850,681:    64,571     63,848    268,658    477,574    471,106    810,803    803,612:    39,878     47,069
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    66,520:    15,430     11,915     16,923     33,531     34,602     65,884     63,440:       635      3,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        7.5       31.6       56.1       55.4       95.3       94.5:       4.7        5.5
Old  :     100.0:       7.6        7.5       31.6       56.1       55.4       95.3       94.5:       4.7        5.5
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  :       128:        29         32         46         54         60        104        120:
Old  :       128:        29         32         46         54         60        104        120:
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  :                 32.0       26.3       49.9       40.3       18.8        7.4       23.5       12.8
Old  :                 32.0       26.3       49.9       40.3       18.8        7.4       23.5       12.8
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 with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    66,318:    24,683      7,630      1,207     25,776     43,538     51,665     52,375:    14,653     13,943
Old  :    66,318:    24,683      7,630      1,207     25,776     43,538     51,665     52,375:    14,653     13,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :    -2,771:    -2,841        988        506     -1,383     -8,374     -3,719     -6,880:       947      4,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       11.5        1.8       38.9       65.7       77.9       79.0:      22.1       21.0
Old  :     100.0:      37.2       11.5        1.8       38.9       65.7       77.9       79.0:      22.1       21.0
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  :        84:        27         13          4         24         31         51         48:
Old  :        84:        27         13          4         24         31         51         48:
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  :                 15.2       29.9       27.3       48.5       15.2       29.9       26.6       43.9
Old  :                 15.2       29.9       27.3       48.5       15.2       29.9       26.6       43.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,842:     9,495     12,102          0      1,970        640     11,465     12,742:     1,377        100
Old  :    12,842:     9,495     12,102          0      1,970        640     11,465     12,742:     1,377        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :      -167:      -219       -229          0         42         63       -177       -166:        10         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.9       94.2        0.0       15.3        5.0       89.3       99.2:      10.7        0.8
Old  :     100.0:      73.9       94.2        0.0       15.3        5.0       89.3       99.2:      10.7        0.8
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  :        20:        10          6          0          2          2         12          8:
Old  :        20:        10          6          0          2          2         12          8:
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  :                 73.5       96.0       86.1       99.2       73.5       96.0       86.1       99.2
Old  :                 73.5       96.0       86.1       99.2       73.5       96.0       86.1       99.2
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 with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,655:       213      2,564        174      8,923      6,327      9,310      9,065:       345        590
Old  :     9,655:       213      2,564        174      8,923      6,327      9,310      9,065:       345        590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :        70:        86        294         -3         51       -123        134        168:       -64        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       26.6        1.8       92.4       65.5       96.4       93.9:       3.6        6.1
Old  :     100.0:       2.2       26.6        1.8       92.4       65.5       96.4       93.9:       3.6        6.1
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  :        41:         4         12          2         13         13         18         26:
Old  :        41:         4         12          2         13         13         18         26:
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  :                 69.2       46.8       87.2       68.5       69.2       46.8       81.7       66.3
Old  :                 69.2       46.8       87.2       68.5       69.2       46.8       81.7       66.3
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 with Delta-adjusted Options and Futures Combined, January 12, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    18,427:     1,982        651          0     16,370     17,701     18,352     18,352:        75         75
Old  :    18,427:     1,982        651          0     16,370     17,701     18,352     18,352:        75         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 5, 2010                      :
     :     3,873:      -355        568          0      4,237      3,338      3,882      3,906:        -9        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        3.5        0.0       88.8       96.1       99.6       99.6:       0.4        0.4
Old  :     100.0:      10.8        3.5        0.0       88.8       96.1       99.6       99.6:       0.4        0.4
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  :        30:         7          4          0          9         11         16         15:
Old  :        30:         7          4          0          9         11         16         15:
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  :                 75.5       80.6       95.6       93.3       75.5       80.6       94.6       91.6
Old  :                 75.5       80.6       95.6       93.3       75.5       80.6       94.6       91.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 15, 2010