```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      583,067
COMMITMENTS
 100,787   83,125  141,378  298,096  295,523  540,260  520,026   42,806   63,041

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:        290)
   3,500   -5,487     -494     -473    9,923    2,533    3,941   -2,243   -3,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     14.3     24.2     51.1     50.7     92.7     89.2      7.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      444)
     142      151      163       94      136      342      351
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    2,118,708
COMMITMENTS
 508,024  118,081  619,972  791,966  1101788  1919962  1839842  198,746  278,866

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     37,045)
  26,774    3,466    9,570   13,217   27,495   49,561   40,531  -12,516   -3,486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      5.6     29.3     37.4     52.0     90.6     86.8      9.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      890)
     256      153      267      280      426      653      743
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       12,579
COMMITMENTS
   3,966       91      602    5,754   10,605   10,323   11,299    2,257    1,281

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:         -2)
     735      -80      -96     -579      333       60      158      -62     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5      0.7      4.8     45.7     84.3     82.1     89.8     17.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      18        7        7       16       13       39       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      955,765
COMMITMENTS
 197,820   25,498  350,223  338,435  482,999  886,478  858,720   69,287   97,046

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     20,573)
   2,931   -1,332   18,878   -1,413    3,107   20,396   20,653      177      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      2.7     36.6     35.4     50.5     92.8     89.8      7.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      593)
     228      101      229      134      219      464      482
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      439,474
COMMITMENTS
  85,796   24,908  103,595  211,647  285,250  401,037  413,752   38,437   25,722

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     14,880)
   3,963   -1,398    3,115    9,299   14,778   16,377   16,495   -1,496   -1,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      5.7     23.6     48.2     64.9     91.3     94.1      8.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      94       48       90       66       62      214      168
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      666,429
COMMITMENTS
  70,912   63,461   49,642  409,477  402,655  530,032  515,759  136,397  150,671

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      5,474)
    -550   12,803   13,402   -9,339  -15,286    3,513   10,919    1,961   -5,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      9.5      7.4     61.4     60.4     79.5     77.4     20.5     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      28       27       33       79       76      123      120
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      304,935
COMMITMENTS
  38,634   48,658      844  206,581  209,357  246,059  258,859   58,877   46,077

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    -11,661)
     978    1,088      165  -10,000  -14,005   -8,857  -12,753   -2,804    1,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     16.0      0.3     67.7     68.7     80.7     84.9     19.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        9        4       27       27       34       37
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      228,335
COMMITMENTS
  48,863   10,972   39,881  101,433  162,432  190,177  213,285   38,158   15,050

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:       -254)
    -803     -248       -3    1,399    1,049      593      798     -846   -1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      4.8     17.5     44.4     71.1     83.3     93.4     16.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      77       18       52       69       65      168      123
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       20,575
COMMITMENTS
   4,826    2,113    2,995    7,434   13,966   15,255   19,074    5,320    1,501

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:         77)
    -110     -168      221     -207      155      -96      207      173     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     10.3     14.6     36.1     67.9     74.1     92.7     25.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      44       10       19       29       20       83       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      695,351
COMMITMENTS
  73,348  116,740   35,073  504,219  433,068  612,640  584,881   82,710  110,470

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -1,728)
 -17,968    5,264    5,125   33,564  -19,544   20,721   -9,155  -22,449    7,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     16.8      5.0     72.5     62.3     88.1     84.1     11.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      27       34       22       79       93      116      139
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    1,951,995
COMMITMENTS
 149,575  199,753  302,735  1193340  1117806  1645650  1620293  306,345  331,701

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    215,552)
  -6,880   -4,788  106,820  104,563  126,927  204,503  228,959   11,049  -13,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     10.2     15.5     61.1     57.3     84.3     83.0     15.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      49       49       62      131      144      213      222
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,132,345
COMMITMENTS
 161,763   96,333   85,109  674,720  700,058  921,592  881,500  210,754  250,846

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     26,768)
  28,915   11,288   15,375  -20,924    3,201   23,366   29,864    3,402   -3,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      8.5      7.5     59.6     61.8     81.4     77.8     18.6     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      26       27       30       85       86      127      127
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      981,153
COMMITMENTS
 144,643   29,803  440,468  362,650  460,612  947,761  930,882   33,392   50,271

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     29,648)
   9,917   -2,096   12,056    8,213   21,028   30,185   30,988     -537   -1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      3.0     44.9     37.0     46.9     96.6     94.9      3.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      34       17       38       51       50       98       93
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       49,518
COMMITMENTS
  13,349    3,195    1,217   27,236   38,424   41,802   42,837    7,716    6,681

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:       -428)
  -4,891     -710      141    3,297   -1,127   -1,453   -1,696    1,026    1,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      6.5      2.5     55.0     77.6     84.4     86.5     15.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      34       10       12       37       39       74       58
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       99,035
COMMITMENTS
  26,697    6,390    2,435   54,471   76,848   83,603   85,673   15,432   13,362

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:       -855)
  -9,782   -1,420      281    6,594   -2,253   -2,906   -3,392    2,051    2,537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      6.5      2.5     55.0     77.6     84.4     86.5     15.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      34       10       12       37       39       74       58
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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