```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY 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:      496,375
COMMITMENTS
 107,769   82,076   78,510  268,841  278,420  455,120  439,006   41,255   57,369

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -2,163)
  -2,427   -1,568    5,611   -4,313   -6,084   -1,129   -2,041   -1,034     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     16.5     15.8     54.2     56.1     91.7     88.4      8.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
     143      131      137       83      128      317      320
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,553,651
COMMITMENTS
 587,467  126,516  167,671  644,154  1021248  1399292  1315435  154,359  238,216

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      7,496)
   3,211   -1,270   23,763  -20,654  -10,379    6,320   12,114    1,176   -4,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8      8.1     10.8     41.5     65.7     90.1     84.7      9.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      879)
     272      127      190      222      385      578      655
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:       12,073
COMMITMENTS
   3,997      197      398    4,923   10,462    9,318   11,057    2,755    1,016

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -490)
  -1,131      -31      196      281     -497     -654     -332      164     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1      1.6      3.3     40.8     86.7     77.2     91.6     22.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      22        3        6       17       12       42       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      619,456
COMMITMENTS
 253,146   34,369   55,872  256,053  448,442  565,071  538,683   54,385   80,773

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -3,155)
     809      448   -6,728    3,632    3,904   -2,287   -2,376     -868     -779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9      5.5      9.0     41.3     72.4     91.2     87.0      8.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      569)
     233       74      120      103      221      387      389
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      366,728
COMMITMENTS
 103,692   26,964   35,678  192,528  285,068  331,898  347,710   34,830   19,018

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      7,512)
     179    1,764     -520    9,013    8,933    8,672   10,177   -1,160   -2,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      7.4      9.7     52.5     77.7     90.5     94.8      9.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      99       48       64       60       61      196      149
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:      548,390
COMMITMENTS
  51,280   69,696    3,689  373,840  331,624  428,809  405,009  119,581  143,381

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      9,760)
 -12,460      284      400    9,125    3,878   -2,935    4,562   12,695    5,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     12.7      0.7     68.2     60.5     78.2     73.9     21.8     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      19       31        9       66       69       90      104
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY 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:      306,139
COMMITMENTS
  42,865   51,609      250  203,323  208,588  246,438  260,447   59,701   45,692

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -699)
   1,020    2,664        0   -2,622   -4,664   -1,602   -2,000      903    1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     16.9      0.1     66.4     68.1     80.5     85.1     19.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6       10        1       25       30       31       41
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      192,977
COMMITMENTS
  65,155   10,735   11,716   78,280  156,393  155,151  178,844   37,826   14,133

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      2,942)
   1,363      795      -20    2,404    3,270    3,747    4,045     -805   -1,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      5.6      6.1     40.6     81.0     80.4     92.7     19.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      75       20       35       65       53      162       99
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:       18,281
COMMITMENTS
   5,285    2,681    1,482    6,526   12,814   13,293   16,977    4,988    1,304

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -487)
    -149     -219     -260      -97     -176     -506     -655       19      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     14.7      8.1     35.7     70.1     72.7     92.9     27.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      34       12       15       20       15       63       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:      686,782
COMMITMENTS
 104,685  134,930    5,819  482,710  419,986  593,214  560,735   93,568  126,047

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     41,674)
  28,016   14,960    3,409     -840   18,763   30,585   37,132   11,089    4,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     19.6      0.8     70.3     61.2     86.4     81.6     13.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      24       40       14       72      100      105      145
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    1,350,022
COMMITMENTS
 160,460  241,156   15,862  912,230  772,895  1088552  1029913  261,470  320,109

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -7,088)
   4,756    9,059     -855  -21,949  -31,770  -18,048  -23,566   10,960   16,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     17.9      1.2     67.6     57.3     80.6     76.3     19.4     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      44       46       33      100      120      158      185
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY 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:    1,051,652
COMMITMENTS
 240,403   79,783    8,625  635,075  724,630  884,103  813,038  167,549  238,614

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     63,226)
  34,906   13,378      268   22,949   47,423   58,123   61,069    5,103    2,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      7.6      0.8     60.4     68.9     84.1     77.3     15.9     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      29       30       11       79       75      113      111
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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:      549,865
COMMITMENTS
 126,876   36,570   61,042  332,666  409,443  520,584  507,055   29,281   42,810

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     35,653)
   9,238      788    4,887   18,871   24,710   32,996   30,385    2,657    5,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      6.7     11.1     60.5     74.5     94.7     92.2      5.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      23       21       30       46       46       84       84
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY 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:       42,612
COMMITMENTS
  15,079    3,129        0   20,959   35,748   36,038   38,877    6,575    3,735

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      2,593)
   1,725     -223     -187      845    3,246    2,383    2,836      210     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4      7.3      0.0     49.2     83.9     84.6     91.2     15.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      25       13        0       27       32       52       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:       85,224
COMMITMENTS
  30,158    6,258        0   41,917   71,496   72,075   77,754   13,149    7,470

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      5,185)
   3,450     -446     -374    1,689    6,492    4,765    5,672      420     -487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4      7.3      0.0     49.2     83.9     84.6     91.2     15.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      25       13        0       27       32       52       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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