```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      616,244
COMMITMENTS
 102,682   76,303  157,846  308,919  318,065  569,447  552,214   46,796   64,030

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      7,231)
  -1,638   -1,108    7,584    2,415    1,118    8,361    7,593   -1,130     -362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     12.4     25.6     50.1     51.6     92.4     89.6      7.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      457)
     155      143      178       95      140      358      366
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,293,704
COMMITMENTS
 505,557  113,158  716,955  860,945  1177448  2083457  2007561  210,247  286,143

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     68,639)
 -10,538   -3,093   64,527    9,932    8,264   63,921   69,698    4,718   -1,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      4.9     31.3     37.5     51.3     90.8     87.5      9.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      927)
     286      157      303      292      423      706      775
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,170
COMMITMENTS
   3,640      199    1,110    5,607   10,785   10,357   12,094    2,813    1,076

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -505)
  -1,256     -106      287      296     -533     -673     -352      168     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      1.5      8.4     42.6     81.9     78.6     91.8     21.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21        6        9       18       14       43       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      909,097
COMMITMENTS
 196,565   25,989  302,082  346,448  492,610  845,096  820,681   64,001   88,416

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -1,117)
  -2,093     -484   -1,749    3,514    2,818     -328      585     -788   -1,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      2.9     33.2     38.1     54.2     93.0     90.3      7.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      597)
     231      103      207      136      238      447      486
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,264
COMMITMENTS
  20,579    1,696        6       28    5,066   20,613    6,768    2,651   16,496

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      1,168)
   1,443      -60      -38        0      488    1,405      390     -237      778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    88.5      7.3      0.0      0.1     21.8     88.6     29.1     11.4     70.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      17        5        2        2       12       20       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      448,075
COMMITMENTS
  89,257   26,573   93,322  229,146  308,219  411,725  428,114   36,350   19,961

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      9,176)
  -1,540    2,523    1,219   10,405    8,264   10,085   12,006     -909   -2,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      5.9     20.8     51.1     68.8     91.9     95.5      8.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      90       60       79       67       72      209      172
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      609,964
COMMITMENTS
  49,860   64,422   33,412  395,618  356,435  478,890  454,270  131,074  155,695

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     13,607)
 -12,316     -588    3,340   10,227    5,617    1,251    8,368   12,356    5,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     10.6      5.5     64.9     58.4     78.5     74.5     21.5     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      25       30       29       76       74      114      120
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      308,099
COMMITMENTS
  42,865   51,457      570  204,350  209,380  247,785  261,408   60,313   46,691

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -630)
   1,020    2,508      140   -2,309   -3,893   -1,149   -1,245      518      614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     16.7      0.2     66.3     68.0     80.4     84.8     19.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6       10        3       26       31       34       42
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,171
COMMITMENTS
     967      693      437    5,532    5,887    6,936    7,017      235      154

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        133)
      73      239      -80      100       17       93      176       40      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      9.7      6.1     77.1     82.1     96.7     97.9      3.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        7        6       22       22       32       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      233,313
COMMITMENTS
  55,414   12,842   39,198   96,682  165,287  191,295  217,327   42,018   15,986

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      5,653)
     625    1,611    1,882    3,466    2,720    5,973    6,213     -319     -560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8      5.5     16.8     41.4     70.8     82.0     93.1     18.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      70       27       49       71       63      171      122
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,920
COMMITMENTS
   5,355    2,646    2,397    6,992   13,472   14,744   18,515    5,176    1,406

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -396)
    -200     -181     -168      -72     -221     -440     -570       45      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     13.3     12.0     35.1     67.6     74.0     92.9     26.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      39       13       21       26       18       76       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      716,111
COMMITMENTS
 104,373  133,222   25,068  491,046  428,332  620,487  586,623   95,623  129,488

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     45,422)
  27,444   16,132    4,959    1,970   19,663   34,373   40,754   11,049    4,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     18.6      3.5     68.6     59.8     86.6     81.9     13.4     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      26       39       24       79      102      120      150
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,776,443
COMMITMENTS
 144,089  234,760  199,337  1146826  998,106  1490252  1432203  286,190  344,239

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     21,756)
  10,383    2,597   11,854  -14,342  -15,075    7,895     -623   13,862   22,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     13.2     11.2     64.6     56.2     83.9     80.6     16.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      39       58       67      131      142      210      227
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,160,208
COMMITMENTS
 235,213   75,639   63,064  680,239  768,124  978,516  906,826  181,693  253,382

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     68,467)
  36,632   11,450     -255   27,122   53,719   63,499   64,915    4,967    3,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      6.5      5.4     58.6     66.2     84.3     78.2     15.7     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      28       32       27       88       86      132      129
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      795,316
COMMITMENTS
 126,329   41,896  274,417  362,961  433,971  763,707  750,284   31,608   45,032

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     44,714)
  12,550    5,199    9,544   20,317   24,987   42,411   39,731    2,302    4,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      5.3     34.5     45.6     54.6     96.0     94.3      4.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      26       23       32       48       51       92       89
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       44,227
COMMITMENTS
  15,073    3,185      536   21,976   36,651   37,586   40,371    6,641    3,855

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      2,733)
   1,759     -166     -104      881    3,267    2,536    2,997      197     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1      7.2      1.2     49.7     82.9     85.0     91.3     15.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      26       13        4       31       33       59       48
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       88,454
COMMITMENTS
  30,146    6,369    1,072   43,953   73,301   75,171   80,743   13,282    7,711

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      5,467)
   3,519     -332     -208    1,762    6,534    5,072    5,994      394     -527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1      7.2      1.2     49.7     82.9     85.0     91.3     15.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      26       13        4       31       33       59       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        5,065
COMMITMENTS
   3,236    1,776       37    1,524    3,238    4,797    5,051      268       14

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.9     35.1      0.7     30.1     63.9     94.7     99.7      5.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        5        1        1        3       12        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,110
COMMITMENTS
   1,575    1,742        0   12,349   12,019   13,924   13,761      186      349

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        326)
     529     -154        0     -339      354      190      200      136      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     12.3      0.0     87.5     85.2     98.7     97.5      1.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        9        0        9       15       11       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       42,554
COMMITMENTS
   2,630    1,724        0   39,842   40,392   42,472   42,116       82      438

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -1,462)
  -1,507      539        0       38   -2,235   -1,469   -1,696        7      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      4.1      0.0     93.6     94.9     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        7        0        6       18        9       25
```

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Updated January 14, 2011