```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      506,106
COMMITMENTS
 111,199   85,777   81,813  270,011  279,822  463,023  447,412   43,083   58,694

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      9,731)
   3,430    3,701    3,303    1,170    1,402    7,903    8,406    1,828    1,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     16.9     16.2     53.4     55.3     91.5     88.4      8.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      449)
     159      136      145       83      132      336      335
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,610,189
COMMITMENTS
 606,740  127,021  182,425  653,452  1049664  1442617  1359110  167,572  251,079

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     56,538)
  19,273      505   14,754    9,298   28,416   43,325   43,675   13,213   12,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      7.9     11.3     40.6     65.2     89.6     84.4     10.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      902)
     285      127      189      227      390      601      655
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,840
COMMITMENTS
   4,239      109    1,336    5,420   11,377   10,995   12,822    2,845    1,018

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      1,767)
     242      -88      938      497      915    1,677    1,765       90        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      0.8      9.7     39.2     82.2     79.4     92.6     20.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      22        3        7       16       13       42       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      654,378
COMMITMENTS
 263,612   38,024   63,963  266,334  469,594  593,909  571,581   60,469   82,797

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     34,922)
  10,466    3,655    8,091   10,281   21,152   28,838   32,898    6,084    2,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3      5.8      9.8     40.7     71.8     90.8     87.3      9.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      579)
     243       80      129      106      213      399      391
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,357
COMMITMENTS
  22,704    2,355       12       21    5,729   22,737    8,096    2,620   17,261

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      2,093)
   2,125      659        6       -7      663    2,124    1,328      -31      765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.5      9.3      0.0      0.1     22.6     89.7     31.9     10.3     68.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19        8        3        2       13       22       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      373,248
COMMITMENTS
 106,850   27,701   34,446  197,921  292,581  339,217  354,728   34,031   18,520

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      6,520)
   3,158      737   -1,232    5,393    7,513    7,319    7,018     -799     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      7.4      9.2     53.0     78.4     90.9     95.0      9.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
     104       45       66       64       60      207      149
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      559,990
COMMITMENTS
  59,911   70,936    6,274  370,285  335,115  436,470  412,325  123,520  147,665

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     11,600)
   8,631    1,240    2,585   -3,555    3,491    7,661    7,316    3,939    4,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     12.7      1.1     66.1     59.8     77.9     73.6     22.1     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      23       33       13       63       70       94      108
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      305,292
COMMITMENTS
  43,253   57,417      250  198,408  203,391  241,911  261,058   63,381   44,234

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:       -847)
     388    5,808        0   -4,915   -5,197   -4,527      611    3,680   -1,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     18.8      0.1     65.0     66.6     79.2     85.5     20.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5       12        1       26       30       31       43
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,773
COMMITMENTS
   1,357      497      459    5,759    6,623    7,575    7,579      198      194

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        602)
     390     -196       22      227      736      639      562      -37       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      6.4      5.9     74.1     85.2     97.5     97.5      2.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        6        6       21       23       32       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      207,764
COMMITMENTS
  64,655   10,538   17,989   85,497  163,392  168,141  191,919   39,623   15,845

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     14,787)
    -500     -197    6,273    7,217    6,999   12,990   13,075    1,797    1,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      5.1      8.7     41.2     78.6     80.9     92.4     19.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      78       19       39       64       54      163      104
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,958
COMMITMENTS
   5,952    2,671    1,349    6,087   13,631   13,388   17,651    5,570    1,307

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        677)
     667      -10     -133     -439      817       95      674      582        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     14.1      7.1     32.1     71.9     70.6     93.1     29.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      34       14       17       23       16       68       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      720,652
COMMITMENTS
 140,021  129,154    4,767  473,746  457,297  618,534  591,218  102,118  129,434

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     33,870)
  35,336   -5,776   -1,052   -8,964   37,311   25,320   30,483    8,550    3,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     17.9      0.7     65.7     63.5     85.8     82.0     14.2     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      34       37       17       67       98      110      143
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,326,699
COMMITMENTS
 150,250  236,812   15,603  902,264  753,315  1068117  1005730  258,582  320,969

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:    -23,323)
 -10,210   -4,344     -259   -9,966  -19,580  -20,435  -24,183   -2,888      860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     17.8      1.2     68.0     56.8     80.5     75.8     19.5     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      44       48       29      102      109      159      173
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,098,148
COMMITMENTS
 244,799   69,562   13,056  667,783  776,363  925,638  858,981  172,510  239,167

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     46,496)
   4,396  -10,221    4,431   32,708   51,733   41,535   45,943    4,961      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      6.3      1.2     60.8     70.7     84.3     78.2     15.7     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      31       28       16       82       83      119      121
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      562,387
COMMITMENTS
 121,333   33,857   62,895  347,801  419,542  532,029  516,294   30,358   46,093

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     12,522)
  -5,543   -2,713    1,853   15,135   10,099   11,445    9,239    1,077    3,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      6.0     11.2     61.8     74.6     94.6     91.8      5.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      24       19       30       48       48       87       86
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,419
COMMITMENTS
  16,145    5,034       15   22,098   35,475   38,257   40,523    7,162    4,896

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      2,807)
   1,066    1,905       15    1,139     -274    2,220    1,646      587    1,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     11.1      0.0     48.7     78.1     84.2     89.2     15.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      30       16        2       26       33       56       51
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       90,837
COMMITMENTS
  32,290   10,068       29   44,195   70,949   76,514   81,046   14,323    9,791

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      5,613)
   2,132    3,810       29    2,278     -547    4,439    3,292    1,174    2,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     11.1      0.0     48.7     78.1     84.2     89.2     15.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      30       16        2       26       33       56       51
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        5,092
COMMITMENTS
   3,464    1,776       37    1,510    3,260    5,011    5,073       81       19

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:         27)
     228        0        0      -14       22      214       22     -187        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0     34.9      0.7     29.7     64.0     98.4     99.6      1.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        5        1        1        3       13        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,645
COMMITMENTS
   1,448    1,594       17   13,095   12,809   14,560   14,420       85      225

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        535)
    -127     -148       17      746      790      636      659     -101     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     10.9      0.1     89.4     87.5     99.4     98.5      0.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        9        1        9       14       12       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       48,263
COMMITMENTS
   3,213    1,934        0   44,480   45,908   47,693   47,842      570      421

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      5,709)
     583      210        0    4,638    5,516    5,221    5,726      488      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      4.0      0.0     92.2     95.1     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        9        0        7       17       10       26
```

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Updated January 21, 2011