```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      633,208
COMMITMENTS
 103,950   78,874  166,454  314,328  323,400  584,732  568,729   48,476   64,480

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     16,965)
   1,267    2,571    8,608    5,409    5,336   15,284   16,515    1,680      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     12.5     26.3     49.6     51.1     92.3     89.8      7.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      479)
     156      159      192       95      142      379      381
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    2,441,969
COMMITMENTS
 541,711  111,218  799,804  873,896  1229558  2215411  2140579  226,558  301,389

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:    148,265)
  36,154   -1,940   82,849   12,951   52,110  131,954  133,018   16,311   15,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      4.6     32.8     35.8     50.4     90.7     87.7      9.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      948)
     277      174      311      296      430      723      792
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       14,921
COMMITMENTS
   4,059       77    1,976    5,975   11,796   12,011   13,850    2,910    1,071

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      1,751)
     419     -122      867      369    1,011    1,654    1,756       97       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      0.5     13.2     40.0     79.1     80.5     92.8     19.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      23        4        9       17       14       43       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      965,579
COMMITMENTS
 208,482   25,200  334,602  352,428  514,067  895,512  873,869   70,068   91,710

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     56,482)
  11,917     -789   32,519    5,979   21,457   50,416   53,188    6,066    3,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      2.6     34.7     36.5     53.2     92.7     90.5      7.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      605)
     232      114      216      135      232      459      484
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      460,591
COMMITMENTS
  89,393   25,664   99,881  235,616  315,665  424,890  441,210   35,701   19,381

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     12,516)
     136     -909    6,559    6,470    7,446   13,165   13,096     -649     -580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      5.6     21.7     51.2     68.5     92.2     95.8      7.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
     104       51       81       69       72      221      173
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      622,506
COMMITMENTS
  56,932   66,044   37,474  392,490  360,479  486,896  463,997  135,610  158,509

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     12,542)
   7,072    1,622    4,062   -3,128    4,043    8,006    9,727    4,536    2,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     10.6      6.0     63.1     57.9     78.2     74.5     21.8     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      31       30       34       73       76      117      127
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      307,633
COMMITMENTS
  43,253   57,123      648  199,728  204,261  243,629  262,033   64,004   45,601

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:       -465)
     388    5,665       78   -4,622   -5,119   -4,156      625    3,691   -1,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     18.6      0.2     64.9     66.4     79.2     85.2     20.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5       12        3       27       31       34       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      251,314
COMMITMENTS
  55,171   11,402   48,295  103,511  173,213  206,978  232,910   44,336   18,404

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     18,001)
    -244   -1,440    9,097    6,829    7,926   15,683   15,584    2,318    2,418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      4.5     19.2     41.2     68.9     82.4     92.7     17.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      74       25       53       70       65      174      126
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       20,797
COMMITMENTS
   6,077    2,632    2,365    6,584   14,366   15,027   19,364    5,770    1,433

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        877)
     722      -14      -32     -408      895      282      849      594       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2     12.7     11.4     31.7     69.1     72.3     93.1     27.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      42       12       23       28       19       80       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      750,673
COMMITMENTS
 138,451  125,699   25,309  482,518  466,748  646,279  617,756  104,394  132,917

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     34,562)
  34,078   -7,524      241   -8,528   38,415   25,792   31,133    8,770    3,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     16.7      3.4     64.3     62.2     86.1     82.3     13.9     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      36       36       27       76      100      127      148
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    1,746,039
COMMITMENTS
 136,873  235,197  194,437  1132810  973,723  1464120  1403357  281,918  342,682

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:    -30,404)
  -7,217      437   -4,900  -14,016  -24,383  -26,132  -28,846   -4,272   -1,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     13.5     11.1     64.9     55.8     83.9     80.4     16.1     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      40       60       66      128      139      208      225
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,208,462
COMMITMENTS
 240,073   61,307   68,878  714,096  823,303  1023048  953,488  185,414  254,974

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     48,254)
   4,860  -14,332    5,815   33,857   55,179   44,532   46,662    3,722    1,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      5.1      5.7     59.1     68.1     84.7     78.9     15.3     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      36       25       32       95       93      144      137
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      826,707
COMMITMENTS
 116,629   37,937  295,479  381,439  444,382  793,547  777,798   33,160   48,908

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     31,391)
  -9,701   -3,958   21,062   18,478   10,411   29,839   27,514    1,552    3,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      4.6     35.7     46.1     53.8     96.0     94.1      4.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      26       23       31       51       52       95       90
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       47,149
COMMITMENTS
  16,100    5,025      654   23,177   36,446   39,931   42,126    7,218    5,024

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      2,923)
   1,027    1,841      118    1,201     -204    2,345    1,754      577    1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     10.7      1.4     49.2     77.3     84.7     89.3     15.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      30       17        6       30       34       63       54
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       94,299
COMMITMENTS
  32,200   10,051    1,308   46,354   72,893   79,862   84,252   14,437   10,047

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      5,845)
   2,054    3,681      236    2,401     -409    4,691    3,509    1,154    2,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     10.7      1.4     49.2     77.3     84.7     89.3     15.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      30       17        6       30       34       63       54
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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