```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY 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:      535,944
COMMITMENTS
 122,304   87,913   88,620  277,548  298,521  488,472  475,054   47,472   60,890

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     29,838)
  11,105    2,136    6,807    7,537   18,699   25,449   27,642    4,389    2,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     16.4     16.5     51.8     55.7     91.1     88.6      8.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      454)
     163      139      150       84      131      344      338
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,623,752
COMMITMENTS
 603,395  121,475  199,378  648,014  1035169  1450787  1356022  172,965  267,730

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     13,563)
  -3,345   -5,546   16,953   -5,438  -14,495    8,170   -3,088    5,393   16,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2      7.5     12.3     39.9     63.8     89.3     83.5     10.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      874)
     271      125      198      228      381      598      646
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:       13,624
COMMITMENTS
   3,745      207    1,349    5,538   11,166   10,632   12,722    2,992      902

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:       -216)
    -494       98       13      118     -211     -363     -100      147     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      1.5      9.9     40.6     82.0     78.0     93.4     22.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      20        4        6       15       13       39       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      650,122
COMMITMENTS
 250,683   37,487   79,835  259,499  446,198  590,017  563,520   60,105   86,602

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -4,256)
 -12,929     -537   15,872   -6,835  -23,396   -3,892   -8,061     -364    3,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6      5.8     12.3     39.9     68.6     90.8     86.7      9.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      576)
     225       93      149      110      208      405      409
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      384,603
COMMITMENTS
 101,880   33,092   41,137  209,848  291,360  352,865  365,589   31,738   19,014

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     11,355)
  -4,970    5,391    6,691   11,927   -1,221   13,648   10,861   -2,293      494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      8.6     10.7     54.6     75.8     91.7     95.1      8.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      97       54       82       64       61      205      173
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:      567,906
COMMITMENTS
  60,222   70,020    4,176  371,297  352,099  435,695  426,295  132,211  141,611

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      7,916)
     311     -916   -2,098    1,012   16,984     -775   13,970    8,691   -6,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     12.3      0.7     65.4     62.0     76.7     75.1     23.3     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      21       31       10       63       68       89      104
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY 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:      302,284
COMMITMENTS
  43,223   56,459      250  195,145  197,119  238,618  253,828   63,666   48,456

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -3,008)
     -30     -958        0   -3,263   -6,272   -3,293   -7,230      285    4,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     18.7      0.1     64.6     65.2     78.9     84.0     21.1     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5       11        1       26       28       31       40
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      211,803
COMMITMENTS
  65,938   14,165   18,407   87,907  161,405  172,252  193,977   39,551   17,826

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      4,039)
   1,283    3,627      418    2,410   -1,987    4,111    2,058      -72    1,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      6.7      8.7     41.5     76.2     81.3     91.6     18.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      73       24       40       69       56      168      108
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:       20,292
COMMITMENTS
   6,788    2,384      952    6,260   15,679   14,000   19,015    6,292    1,277

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      1,334)
     836     -287     -397      173    2,048      612    1,364      722      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     11.7      4.7     30.8     77.3     69.0     93.7     31.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      44       10       13       23       18       74       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:      743,230
COMMITMENTS
 141,718  120,940    9,627  488,948  484,812  640,293  615,379  102,937  127,851

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     22,578)
   1,697   -8,214    4,860   15,202   27,515   21,759   24,161      819   -1,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     16.3      1.3     65.8     65.2     86.2     82.8     13.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      31       33       15       77      102      117      141
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    1,370,848
COMMITMENTS
 130,886  245,204   15,969  959,321  785,172  1106176  1046345  264,672  324,503

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     44,149)
 -19,364    8,392      366   57,057   31,857   38,059   40,615    6,090    3,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     17.9      1.2     70.0     57.3     80.7     76.3     19.3     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      41       51       29       95      114      150      180
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY 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:    1,132,961
COMMITMENTS
 259,763   87,777   12,619  677,810  786,195  950,192  886,591  182,769  246,370

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     34,813)
  14,964   18,215     -437   10,027    9,832   24,554   27,610   10,259    7,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      7.7      1.1     59.8     69.4     83.9     78.3     16.1     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      33       33       17       79       86      120      128
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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:      582,416
COMMITMENTS
 127,039   37,557   58,790  365,535  440,910  551,364  537,257   31,052   45,159

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     20,029)
   5,706    3,700   -4,105   17,734   21,368   19,335   20,963      694     -934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      6.4     10.1     62.8     75.7     94.7     92.2      5.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      25       19       29       50       51       88       89
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY 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:       49,782
COMMITMENTS
  18,658    6,530      252   23,700   37,763   42,609   44,545    7,173    5,237

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      4,363)
   2,513    1,496      238    1,602    2,289    4,352    4,022       11      342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     13.1      0.5     47.6     75.9     85.6     89.5     14.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      28       16        2       25       34       54       51
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:       99,563
COMMITMENTS
  37,315   13,059      504   47,399   75,526   85,218   89,089   14,345   10,474

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:      8,726)
   5,025    2,991      475    3,204    4,577    8,704    8,043       22      683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     13.1      0.5     47.6     75.9     85.6     89.5     14.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      28       16        2       25       34       54       51
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
```

----

Updated January 28, 2011