```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      478,364
COMMITMENTS
 108,341   90,384   63,308  269,288  268,615  440,937  422,307   37,427   56,057

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:       -823)
   4,083   -5,386      802   -3,267    7,180    1,618    2,596   -2,441   -3,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     18.9     13.2     56.3     56.2     92.2     88.3      7.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     151      125      125       83      126      307      312
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,490,016
COMMITMENTS
 563,746  122,119  146,946  629,368  981,618  1340060  1250683  149,956  239,333

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        154)
  23,502    3,463  -16,273    6,589   18,481   13,818    5,671  -13,664   -5,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8      8.2      9.9     42.2     65.9     89.9     83.9     10.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      851)
     260      116      165      211      395      536      634
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,869
COMMITMENTS
   4,368       75       71    5,271   10,508    9,710   10,654    2,159    1,215

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:         -9)
     711      -89      -82     -565      315       64      144      -73     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      0.6      0.6     44.4     88.5     81.8     89.8     18.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      23        1        3       15       12       38       16
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      643,173
COMMITMENTS
 249,065   37,466   82,654  251,305  434,415  583,024  554,535   60,149   88,638

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     11,386)
   2,958     -112   11,001   -2,483      825   11,476   11,714      -90     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      5.8     12.9     39.1     67.5     90.6     86.2      9.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      566)
     216       85      155      110      205      406      407
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,414
COMMITMENTS
  18,531    2,574        6       39    3,389   18,576    5,969    2,838   15,445

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -1,139)
    -724      -23     -146       -4     -764     -874     -933     -265     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.5     12.0      0.0      0.2     15.8     86.7     27.9     13.3     72.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      18       11        2        2        6       20       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      352,735
COMMITMENTS
  93,207   26,647   44,075  178,483  256,942  315,765  327,664   36,970   25,071

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      9,371)
     810   -1,493    1,675    8,780   10,922   11,265   11,104   -1,894   -1,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      7.6     12.5     50.6     72.8     89.5     92.9     10.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      89       49       79       62       55      203      154
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      579,262
COMMITMENTS
  75,173   68,716    3,164  383,414  370,081  461,751  441,961  117,511  137,301

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -14,207)
   1,376   14,427     -204  -15,485  -23,516  -14,313   -9,293      106   -4,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     11.9      0.5     66.2     63.9     79.7     76.3     20.3     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      26       25        9       67       70       98       99
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      303,256
COMMITMENTS
  38,634   48,605      764  205,599  209,357  244,997  258,726   58,259   44,530

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -12,003)
     978    1,101      138  -10,214  -13,992   -9,098  -12,753   -2,905      750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     16.0      0.3     67.8     69.0     80.8     85.3     19.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        9        4       27       27       34       37
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,416
COMMITMENTS
   1,040      387      472    5,746    6,271    7,258    7,130      158      286

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:         99)
     -91       43      -32      222      107       99      118        0      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      5.2      6.4     77.5     84.6     97.9     96.1      2.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        5       17       20       26       25
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      193,466
COMMITMENTS
  57,810    9,295   16,041   84,755  154,558  158,606  179,894   34,860   13,572

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        188)
    -788   -1,527    1,071    1,017    1,722    1,300    1,266   -1,112   -1,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      4.8      8.3     43.8     79.9     82.0     93.0     18.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      78       15       39       64       55      159      102
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,095
COMMITMENTS
   4,733    2,401    1,552    6,767   12,776   13,052   16,729    5,043    1,366

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        211)
     -86     -114      287     -185      155       16      328      195     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     13.3      8.6     37.4     70.6     72.1     92.5     27.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      37       11       15       26       16       73       37
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      655,916
COMMITMENTS
  71,836  126,602    6,783  498,040  415,210  576,659  548,595   79,257  107,321

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -8,776)
 -19,754    5,513    2,094   32,266  -22,356   14,606  -14,749  -23,382    5,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     19.3      1.0     75.9     63.3     87.9     83.6     12.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      24       36       16       76       90      109      133
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,350,733
COMMITMENTS
 190,452  198,556   13,529  876,307  835,103  1080288  1047188  270,445  303,545

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     32,339)
  32,666   -4,604   -2,733    1,991   58,476   31,924   51,139      415  -18,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     14.7      1.0     64.9     61.8     80.0     77.5     20.0     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      50       40       22      104      113      167      162
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,005,813
COMMITMENTS
 167,157   99,012   16,078  628,363  654,048  811,598  769,138  194,215  236,675

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -6,373)
  34,131    9,924   -5,129  -38,119   -5,568   -9,117     -773    2,744   -5,600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      9.8      1.6     62.5     65.0     80.7     76.5     19.3     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      25       25       11       70       77      100      108
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      562,535
COMMITMENTS
 169,887   29,363   61,611  299,998  423,202  531,496  514,176   31,039   48,359

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     19,212)
  15,045   -1,866    2,938    1,751   19,593   19,734   20,665     -522   -1,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      5.2     11.0     53.3     75.2     94.5     91.4      5.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      29       14       27       45       44       83       79
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,633
COMMITMENTS
  13,260    3,165      846   25,941   37,142   40,047   41,153    7,586    6,480

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:       -557)
  -4,968     -773      180    3,221   -1,206   -1,568   -1,799    1,011    1,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      6.6      1.8     54.5     78.0     84.1     86.4     15.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      34        9        9       35       38       71       54
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       95,265
COMMITMENTS
  26,519    6,330    1,692   51,882   74,283   80,093   82,305   15,172   12,960

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -1,113)
  -9,936   -1,546      360    6,441   -2,411   -3,135   -3,597    2,022    2,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      6.6      1.8     54.5     78.0     84.1     86.4     15.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      34        9        9       35       38       71       54
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,879
COMMITMENTS
   3,269    3,283       41    3,155    3,209    6,465    6,533      414      346

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      1,332)
    -128      144        4    1,172      895    1,048    1,043      284      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5     47.7      0.6     45.9     46.6     94.0     95.0      6.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        4        2        4        2       16        7
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,834
COMMITMENTS
   1,790    1,241        0   10,858   11,335   12,648   12,576      186      258

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -8,528)
     872     -535   -1,541   -7,926   -6,540   -8,595   -8,616       67       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      9.7      0.0     84.6     88.3     98.6     98.0      1.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        7        0        9       15       11       22
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       40,088
COMMITMENTS
   3,184    1,391        0   36,771   38,390   39,955   39,781      133      307

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -24,220)
   2,557     -746   -3,027  -23,660  -20,604  -24,130  -24,377      -90      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      3.5      0.0     91.7     95.8     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        5        0        7       15       11       20
```

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Updated December 17, 2010