```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      669,836
COMMITMENTS
 116,817   82,111  176,027  323,606  344,345  616,450  602,483   53,385   67,352

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     36,627)
  12,868    3,237    9,573    9,278   20,945   31,719   33,755    4,909    2,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     12.3     26.3     48.3     51.4     92.0     89.9      8.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      483)
     167      156      187       95      141      382      377
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,381,171
COMMITMENTS
 520,116  106,426  766,025  866,466  1195964  2152607  2068415  228,564  312,756

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:    -60,798)
 -21,595   -4,792  -33,779   -7,430  -33,594  -62,804  -72,164    2,006   11,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      4.5     32.2     36.4     50.2     90.4     86.9      9.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      923)
     290      147      308      300      419      723      770
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,727
COMMITMENTS
   3,426      179    2,065    6,192   11,530   11,683   13,774    3,044      953

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:       -194)
    -633      102       89      217     -267     -328      -76      134     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      1.2     14.0     42.0     78.3     79.3     93.5     20.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      20        6        9       16       14       40       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      935,166
COMMITMENTS
 198,223   27,284  323,776  344,481  489,652  866,480  840,712   68,686   94,454

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:    -30,413)
 -10,259    2,083  -10,825   -7,947  -24,415  -29,032  -33,157   -1,381    2,744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      2.9     34.6     36.8     52.4     92.7     89.9      7.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      595)
     235      102      225      134      226      458      487
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,012
COMMITMENTS
  22,114    2,566       86       26    5,545   22,226    8,197    2,786   16,815

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:       -345)
    -590      211       74        5     -184     -511      101      166     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    88.4     10.3      0.3      0.1     22.2     88.9     32.8     11.1     67.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      19       10        5        3       13       22       28
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      466,701
COMMITMENTS
  82,551   30,430  102,995  248,065  313,315  433,611  446,739   33,091   19,962

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      6,111)
  -6,841    4,766    3,114   12,448   -2,350    8,721    5,529   -2,610      581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      6.5     22.1     53.2     67.1     92.9     95.7      7.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      93       64       93       67       74      217      194
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      620,475
COMMITMENTS
  60,079   64,567   27,537  390,361  375,427  477,977  467,532  142,498  152,943

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -2,031)
   3,147   -1,477   -9,937   -2,130   14,948   -8,919    3,535    6,888   -5,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     10.4      4.4     62.9     60.5     77.0     75.4     23.0     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      25       30       26       73       76      111      119
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      303,965
COMMITMENTS
  43,223   56,308      438  195,802  197,275  239,463  254,021   64,502   49,944

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -3,669)
     -30     -815     -210   -3,926   -6,987   -4,166   -8,012      498    4,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     18.5      0.1     64.4     64.9     78.8     83.6     21.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5       11        2       27       28       33       40
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,100
COMMITMENTS
   1,378      431      393    6,146    7,044    7,917    7,868      183      232

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        327)
      21      -66      -66      387      421      342      289      -15       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      5.3      4.9     75.9     87.0     97.7     97.1      2.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        4        5       20       23       30       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      251,553
COMMITMENTS
  54,584   14,960   46,957  105,709  169,799  207,250  231,715   44,303   19,838

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        239)
    -587    3,558   -1,339    2,198   -3,414      272   -1,195      -33    1,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      5.9     18.7     42.0     67.5     82.4     92.1     17.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      72       28       54       72       66      176      130
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,208
COMMITMENTS
   6,905    2,393    2,019    6,722   16,368   15,646   20,780    6,562    1,429

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,411)
     828     -239     -346      138    2,002      619    1,416      792       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1     10.8      9.1     30.3     73.7     70.5     93.6     29.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      46       13       20       27       22       84       49
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      765,146
COMMITMENTS
 142,045  119,335   22,929  494,973  492,032  659,946  634,296  105,200  130,850

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     14,473)
   3,593   -6,364   -2,381   12,454   25,284   13,667   16,540      806   -2,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     15.6      3.0     64.7     64.3     86.3     82.9     13.7     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      33       31       23       79      105      125      146
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,699,653
COMMITMENTS
 122,378  232,819  148,958  1144173  969,783  1415509  1351560  284,144  348,092

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:    -46,386)
 -14,495   -2,378  -45,480   11,363   -3,939  -48,612  -51,797    2,225    5,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     13.7      8.8     67.3     57.1     83.3     79.5     16.7     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      46       52       63      121      133      197      218
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,229,991
COMMITMENTS
 256,794   78,884   63,758  714,730  826,324  1035282  968,966  194,709  261,025

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     21,529)
  16,721   17,578   -5,120      634    3,021   12,234   15,478    9,295    6,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      6.4      5.2     58.1     67.2     84.2     78.8     15.8     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      39       30       31       92       95      143      144
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      851,742
COMMITMENTS
 120,272   39,979  296,947  400,183  466,800  817,401  803,726   34,341   48,016

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     25,035)
   3,643    2,042    1,468   18,744   22,418   23,855   25,928    1,181     -893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      4.7     34.9     47.0     54.8     96.0     94.4      4.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      26       24       30       53       55       97       93
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,533
COMMITMENTS
  18,569    6,502      928   24,802   38,754   44,298   46,184    7,235    5,349

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      4,384)
   2,469    1,477      273    1,625    2,308    4,367    4,058       16      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     12.6      1.8     48.1     75.2     86.0     89.6     14.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      28       17        6       29       35       60       55
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,066
COMMITMENTS
  37,138   13,004    1,855   49,603   77,508   88,597   92,368   14,469   10,698

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      8,767)
   4,939    2,954      547    3,249    4,616    8,735    8,116       32      651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     12.6      1.8     48.1     75.2     86.0     89.6     14.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      28       17        6       29       35       60       55
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        5,126
COMMITMENTS
   3,450    1,766       37    1,588    3,290    5,075    5,093       51       33

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:         34)
     -14      -10        0       78       30       64       20      -30       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.3     34.5      0.7     31.0     64.2     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      12        5        1        1        2       13        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,296
COMMITMENTS
   1,580    1,549       17   13,640   13,511   15,237   15,077       59      219

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:        651)
     132      -45        0      545      702      677      657      -26       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     10.1      0.1     89.2     88.3     99.6     98.6      0.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        9        1       10       14       13       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       50,580
COMMITMENTS
   3,184    1,698        0   47,153   48,392   50,337   50,090      243      490

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      2,317)
     -29     -236        0    2,673    2,484    2,644    2,248     -327       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      3.4      0.0     93.2     95.7     99.5     99.0      0.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        7        0        7       17       12       24
```

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Updated January 28, 2011