```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      609,012
COMMITMENTS
 104,321   77,411  150,262  306,504  316,947  561,087  544,620   47,926   64,392

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     12,113)
  -2,653   -2,436    8,337    4,538    4,893   10,223   10,794    1,890    1,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     12.7     24.7     50.3     52.0     92.1     89.4      7.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      452)
     166      129      171       93      142      355      356
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,225,065
COMMITMENTS
 516,095  116,251  652,428  851,013  1169185  2019536  1937864  205,530  287,202

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      4,484)
 -25,557    1,352   19,843   16,762  -12,926   11,047    8,269   -6,563   -3,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      5.2     29.3     38.2     52.5     90.8     87.1      9.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      904)
     283      147      286      285      416      684      749
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,675
COMMITMENTS
   4,897      305      822    5,311   11,319   11,030   12,446    2,645    1,229

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      1,066)
     565       91      260       83      568      908      919      158      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.8      2.2      6.0     38.8     82.8     80.7     91.0     19.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      24        6        8       19       15       46       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      910,214
COMMITMENTS
 198,659   26,473  303,831  342,935  489,792  845,424  820,096   64,790   90,118

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -17,283)
 -14,093      334    1,931    2,006  -13,426  -10,156  -11,161   -7,127   -6,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      2.9     33.4     37.7     53.8     92.9     90.1      7.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      609)
     219      114      218      133      235      457      496
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,096
COMMITMENTS
  19,136    1,756       44       28    4,578   19,208    6,378    2,888   15,718

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -388)
    -465      512        8        0      179     -457      699       69   -1,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    86.6      7.9      0.2      0.1     20.7     86.9     28.9     13.1     71.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      17        6        4        2       11       20       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      438,899
COMMITMENTS
  90,796   24,050   92,103  218,741  299,955  401,640  416,108   37,259   22,791

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      9,491)
   2,455      205    1,747    7,031    8,527   11,233   10,480   -1,743     -989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      5.5     21.0     49.8     68.3     91.5     94.8      8.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
     101       48       80       66       70      208      167
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      596,357
COMMITMENTS
  62,176   65,010   30,072  385,391  350,819  477,639  445,901  118,718  150,456

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     16,536)
  18,681   -2,463    1,285    7,761   13,817   27,727   12,639  -11,192    3,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     10.9      5.0     64.6     58.8     80.1     74.8     19.9     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      23       28       29       71       69      109      111
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      308,729
COMMITMENTS
  41,845   48,949      430  206,658  213,273  248,934  262,652   59,795   46,077

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        -76)
   1,531     -217      106     -925   -3,392      713   -3,503     -789    3,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     15.9      0.1     66.9     69.1     80.6     85.1     19.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6       10        2       25       28       32       39
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,038
COMMITMENTS
     894      454      517    5,432    5,870    6,843    6,841      195      197

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -217)
     -75       74      -29      -87      -68     -191      -23      -26     -194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      6.5      7.3     77.2     83.4     97.2     97.2      2.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        5        5       20       22       29       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      227,659
COMMITMENTS
  54,789   11,231   37,316   93,217  162,567  185,322  211,114   42,337   16,546

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -4,918)
   1,277      269   -4,637   -3,458      356   -6,818   -4,013    1,900     -905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      4.9     16.4     40.9     71.4     81.4     92.7     18.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      70       25       52       70       63      174      123
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,316
COMMITMENTS
   5,556    2,827    2,565    7,064   13,692   15,184   19,084    5,132    1,232

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -281)
     753      492     -642     -493       -9     -383     -159      103     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     13.9     12.6     34.8     67.4     74.7     93.9     25.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      43       13       23       28       19       82       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      670,689
COMMITMENTS
  76,929  117,090   20,109  489,076  408,670  586,114  545,869   84,575  124,820

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      1,948)
  10,680    8,694    2,678  -12,782   -4,053      577    7,319    1,371   -5,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     17.5      3.0     72.9     60.9     87.4     81.4     12.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      21       37       23       77       92      113      137
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,754,686
COMMITMENTS
 133,706  232,163  187,483  1161168  1013181  1482358  1432827  272,329  321,860

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     17,513)
  19,781  -20,731   -9,131   14,233   36,018   24,883    6,157   -7,371   11,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     13.2     10.7     66.2     57.7     84.5     81.7     15.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      47       53       67      128      139      211      223
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,091,741
COMMITMENTS
 198,581   64,189   63,319  653,117  714,404  915,016  841,912  176,725  249,830

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -17,842)
  28,880  -21,231   -6,167  -32,012   -2,224   -9,299  -29,621   -8,543   11,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      5.9      5.8     59.8     65.4     83.8     77.1     16.2     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      27       29       28       81       81      124      122
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      750,602
COMMITMENTS
 113,779   36,696  264,873  342,644  408,984  721,296  710,553   29,306   40,049

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:   -232,162)
 -38,124    3,379 -163,532  -30,759  -71,099 -232,414 -231,253      252     -909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      4.9     35.3     45.6     54.5     96.1     94.7      3.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      32       17       31       46       48       89       86
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,494
COMMITMENTS
  13,314    3,351      640   21,096   33,384   35,050   37,374    6,444    4,119

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      3,557)
   3,508      719      164     -300    2,622    3,371    3,505      186       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      8.1      1.5     50.8     80.5     84.5     90.1     15.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      31        8        4       28       32       59       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,987
COMMITMENTS
  26,627    6,701    1,280   42,191   66,767   70,099   74,749   12,888    8,238

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      7,115)
   7,015    1,438      328     -601    5,243    6,743    7,009      372      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      8.1      1.5     50.8     80.5     84.5     90.1     15.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      31        8        4       28       32       59       44
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,784
COMMITMENTS
   1,046    1,896        0   12,688   11,665   13,734   13,561       50      223

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -388)
    -729      -58        0      335     -355     -394     -413        6       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     13.8      0.0     92.0     84.6     99.6     98.4      0.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2       10        0       10       15       12       25
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       44,016
COMMITMENTS
   4,137    1,185        0   39,804   42,627   43,941   43,812       75      204

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      2,858)
    -141      130        0    3,231    2,703    3,090    2,833     -232       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      2.7      0.0     90.4     96.8     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        5        0        7       16       10       21
```

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Updated January 7, 2011