```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   609,012:   104,321     77,411    150,262    306,504    316,947    561,087    544,620:    47,926     64,392
Old  :   361,559:    88,233     76,023     66,833    172,315    189,716    327,381    332,572:    34,179     28,987
Other:   247,453:    47,702     33,002     51,815    134,189    127,231    233,706    212,048:    13,747     35,405
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    12,113:    -2,653     -2,436      8,337      4,538      4,893     10,223     10,794:     1,890      1,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       12.7       24.7       50.3       52.0       92.1       89.4:       7.9       10.6
Old  :     100.0:      24.4       21.0       18.5       47.7       52.5       90.5       92.0:       9.5        8.0
Other:     100.0:      19.3       13.3       20.9       54.2       51.4       94.4       85.7:       5.6       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       452:       166        129        171         93        142        355        356:
Old  :       433:       170        120        123         81        129        308        316:
Other:       296:        73         90         91         68        122        201        248:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       20.3       31.1       26.4       17.0       16.7       27.9       20.7
Old  :                 23.2       26.5       33.5       33.9       23.0       25.6       33.2       32.1
Other:                 28.7       16.1       40.0       24.0       24.2       13.4       32.9       18.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,225,065:   516,095    116,251    652,428    851,013  1,169,185  2,019,536  1,937,864:   205,530    287,202
Old  : 1,743,743:   411,112    109,268    507,034    663,740    919,512  1,581,885  1,535,813:   161,858    207,930
Other:   481,322:   136,987     38,987    113,390    187,273    249,673    437,650    402,051:    43,672     79,272
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     4,484:   -25,557      1,352     19,843     16,762    -12,926     11,047      8,269:    -6,563     -3,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        5.2       29.3       38.2       52.5       90.8       87.1:       9.2       12.9
Old  :     100.0:      23.6        6.3       29.1       38.1       52.7       90.7       88.1:       9.3       11.9
Other:     100.0:      28.5        8.1       23.6       38.9       51.9       90.9       83.5:       9.1       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       904:       283        147        286        285        416        684        749:
Old  :       886:       267        158        250        264        405        636        714:
Other:       651:       130        120        112        157        352        343        533:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.1       11.2       19.5       17.2        9.6        7.1       14.4       11.2
Old  :                 11.8       12.2       20.3       17.8       10.8        8.6       15.5       12.1
Other:                 17.7       12.5       28.3       19.1       17.2        8.7       25.1       13.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,675:     4,897        305        822      5,311     11,319     11,030     12,446:     2,645      1,229
Old  :    11,507:     4,889        270        344      3,853      9,933      9,086     10,548:     2,421        959
Other:     2,168:        11         38        474      1,458      1,386      1,944      1,898:       224        270
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     1,066:       565         91        260         83        568        908        919:       158        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8        2.2        6.0       38.8       82.8       80.7       91.0:      19.3        9.0
Old  :     100.0:      42.5        2.3        3.0       33.5       86.3       79.0       91.7:      21.0        8.3
Other:     100.0:       0.5        1.8       21.9       67.3       63.9       89.7       87.6:      10.3       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        24          6          8         19         15         46         26:
Old  :        51:        21          8          5         15         15         40         24:
Other:        21:         5          2          6          9         12         16         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       63.2       45.9       78.3       27.6       55.9       43.5       69.0
Old  :                 30.9       70.3       50.0       82.2       30.9       68.4       49.7       79.8
Other:                 62.0       54.8       80.9       74.2       52.1       48.1       55.1       53.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   910,214:   198,659     26,473    303,831    342,935    489,792    845,424    820,096:    64,790     90,118
Old  :   716,671:   164,628     20,258    236,945    261,794    397,553    663,367    654,756:    53,304     61,915
Other:   193,544:    57,436     29,621     43,481     81,140     92,239    182,057    165,340:    11,486     28,203
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :   -17,283:   -14,093        334      1,931      2,006    -13,426    -10,156    -11,161:    -7,127     -6,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        2.9       33.4       37.7       53.8       92.9       90.1:       7.1        9.9
Old  :     100.0:      23.0        2.8       33.1       36.5       55.5       92.6       91.4:       7.4        8.6
Other:     100.0:      29.7       15.3       22.5       41.9       47.7       94.1       85.4:       5.9       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       609:       219        114        218        133        235        457        496:
Old  :       591:       210        116        194        119        228        420        471:
Other:       382:        95         81         69         76        174        202        297:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       19.2       21.1       27.6       10.6       13.6       15.7       18.9
Old  :                 14.3       21.9       23.2       30.0       12.8       16.7       18.6       23.4
Other:                 21.5       18.6       34.3       28.6       18.3       17.1       27.4       22.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    22,096:    19,136      1,756         44         28      4,578     19,208      6,378:     2,888     15,718
Old  :     9,023:     6,892      1,122          3         28      1,673      6,923      2,798:     2,100      6,225
Other:    13,073:    12,279        669          6          0      2,905     12,285      3,580:       788      9,493
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :      -388:      -465        512          8          0        179       -457        699:        69     -1,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.6        7.9        0.2        0.1       20.7       86.9       28.9:      13.1       71.1
Old  :     100.0:      76.4       12.4        0.0        0.3       18.5       76.7       31.0:      23.3       69.0
Other:     100.0:      93.9        5.1        0.0        0.0       22.2       94.0       27.4:       6.0       72.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        17          6          4          2         11         20         20:
Old  :        32:        15          6          1          2         11         17         18:
Other:        29:        13          5          2          0         11         14         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       13.5       75.9       19.4       56.9       13.5       75.9       19.3
Old  :                 47.2       15.8       62.5       24.0       47.2       15.8       62.5       24.0
Other:                 66.4       13.8       87.3       20.1       66.4       13.8       87.2       20.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   438,899:    90,796     24,050     92,103    218,741    299,955    401,640    416,108:    37,259     22,791
Old  :   403,438:    90,175     27,134     80,317    198,313    275,098    368,806    382,550:    34,632     20,888
Other:    35,461:     6,639      2,934      5,768     20,428     24,857     32,834     33,558:     2,627      1,903
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     9,491:     2,455        205      1,747      7,031      8,527     11,233     10,480:    -1,743       -989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        5.5       21.0       49.8       68.3       91.5       94.8:       8.5        5.2
Old  :     100.0:      22.4        6.7       19.9       49.2       68.2       91.4       94.8:       8.6        5.2
Other:     100.0:      18.7        8.3       16.3       57.6       70.1       92.6       94.6:       7.4        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:       101         48         80         66         70        208        167:
Old  :       243:        98         58         76         65         69        204        163:
Other:        72:        23          8         10         30         19         57         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       32.7       26.1       48.5       11.3       23.3       18.6       34.1
Old  :                 14.9       32.9       26.1       47.7       12.3       25.2       20.0       34.6
Other:                 48.0       60.0       67.6       78.0       40.6       57.3       55.3       69.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   596,357:    62,176     65,010     30,072    385,391    350,819    477,639    445,901:   118,718    150,456
Old  :   596,357:    62,176     65,010     30,072    385,391    350,819    477,639    445,901:   118,718    150,456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    16,536:    18,681     -2,463      1,285      7,761     13,817     27,727     12,639:   -11,192      3,897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       10.9        5.0       64.6       58.8       80.1       74.8:      19.9       25.2
Old  :     100.0:      10.4       10.9        5.0       64.6       58.8       80.1       74.8:      19.9       25.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        23         28         29         71         69        109        111:
Old  :       140:        23         28         29         71         69        109        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       15.9       32.8       25.7       20.0       15.0       30.2       24.2
Old  :                 22.6       15.9       32.8       25.7       20.0       15.0       30.2       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   308,729:    41,845     48,949        430    206,658    213,273    248,934    262,652:    59,795     46,077
Old  :   308,729:    41,845     48,949        430    206,658    213,273    248,934    262,652:    59,795     46,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :       -76:     1,531       -217        106       -925     -3,392        713     -3,503:      -789      3,427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       15.9        0.1       66.9       69.1       80.6       85.1:      19.4       14.9
Old  :     100.0:      13.6       15.9        0.1       66.9       69.1       80.6       85.1:      19.4       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         6         10          2         25         28         32         39:
Old  :        55:         6         10          2         25         28         32         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       47.4       48.3       62.7       27.4       47.0       46.9       61.7
Old  :                 27.7       47.4       48.3       62.7       27.4       47.0       46.9       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     7,038:       894        454        517      5,432      5,870      6,843      6,841:       195        197
Old  :     7,038:       894        454        517      5,432      5,870      6,843      6,841:       195        197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :      -217:       -75         74        -29        -87        -68       -191        -23:       -26       -194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        6.5        7.3       77.2       83.4       97.2       97.2:       2.8        2.8
Old  :     100.0:      12.7        6.5        7.3       77.2       83.4       97.2       97.2:       2.8        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         5          5          5         20         22         29         28:
Old  :        35:         5          5          5         20         22         29         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       49.8       73.1       67.4       49.4       38.6       55.9       48.1
Old  :                 61.2       49.8       73.1       67.4       49.4       38.6       55.9       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   227,659:    54,789     11,231     37,316     93,217    162,567    185,322    211,114:    42,337     16,546
Old  :   192,085:    53,511     12,220     27,303     73,369    137,200    154,183    176,722:    37,902     15,362
Other:    35,575:     3,455      1,188      7,836     19,847     25,367     31,139     34,391:     4,436      1,183
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    -4,918:     1,277        269     -4,637     -3,458        356     -6,818     -4,013:     1,900       -905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        4.9       16.4       40.9       71.4       81.4       92.7:      18.6        7.3
Old  :     100.0:      27.9        6.4       14.2       38.2       71.4       80.3       92.0:      19.7        8.0
Other:     100.0:       9.7        3.3       22.0       55.8       71.3       87.5       96.7:      12.5        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        70         25         52         70         63        174        123:
Old  :       190:        73         26         51         67         60        167        120:
Other:        88:        18         17         20         45         27         80         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       41.9       20.5       53.4        7.5       36.9       13.3       44.3
Old  :                 10.6       39.6       18.6       51.6        8.5       35.2       14.8       43.5
Other:                 33.9       54.2       47.7       71.8       30.4       49.8       37.0       58.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    20,316:     5,556      2,827      2,565      7,064     13,692     15,184     19,084:     5,132      1,232
Old  :    19,135:     5,770      2,843      2,176      6,204     13,083     14,151     18,102:     4,984      1,032
Other:     1,181:        28        227        146        860        609      1,034        982:       147        199
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :      -281:       753        492       -642       -493         -9       -383       -159:       103       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       13.9       12.6       34.8       67.4       74.7       93.9:      25.3        6.1
Old  :     100.0:      30.2       14.9       11.4       32.4       68.4       74.0       94.6:      26.0        5.4
Other:     100.0:       2.4       19.2       12.3       72.8       51.6       87.5       83.1:      12.5       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        43         13         23         28         19         82         50:
Old  :        93:        44         14         22         28         18         81         48:
Other:        28:         6          5          7          7          9         17         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       48.7       29.6       63.6       18.6       46.9       28.8       60.1
Old  :                 19.2       49.3       30.2       64.7       18.7       49.1       29.4       62.9
Other:                 70.1       58.0       82.2       72.8       69.4       58.0       74.3       69.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   670,689:    76,929    117,090     20,109    489,076    408,670    586,114    545,869:    84,575    124,820
Old  :   670,689:    76,929    117,090     20,109    489,076    408,670    586,114    545,869:    84,575    124,820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     1,948:    10,680      8,694      2,678    -12,782     -4,053        577      7,319:     1,371     -5,371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       17.5        3.0       72.9       60.9       87.4       81.4:      12.6       18.6
Old  :     100.0:      11.5       17.5        3.0       72.9       60.9       87.4       81.4:      12.6       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        21         37         23         77         92        113        137:
Old  :       175:        21         37         23         77         92        113        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       19.1       44.0       29.0       27.7       18.2       39.2       27.1
Old  :                 32.4       19.1       44.0       29.0       27.7       18.2       39.2       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,754,686:   133,706    232,163    187,483  1,161,168  1,013,181  1,482,358  1,432,827:   272,329    321,860
Old  : 1,754,686:   133,706    232,163    187,483  1,161,168  1,013,181  1,482,358  1,432,827:   272,329    321,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :    17,513:    19,781    -20,731     -9,131     14,233     36,018     24,883      6,157:    -7,371     11,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       13.2       10.7       66.2       57.7       84.5       81.7:      15.5       18.3
Old  :     100.0:       7.6       13.2       10.7       66.2       57.7       84.5       81.7:      15.5       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        47         53         67        128        139        211        223:
Old  :       258:        47         53         67        128        139        211        223:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       13.1       28.0       19.9       18.7        9.0       23.2       13.7
Old  :                 21.7       13.1       28.0       19.9       18.7        9.0       23.2       13.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,091,741:   198,581     64,189     63,319    653,117    714,404    915,016    841,912:   176,725    249,830
Old  : 1,091,741:   198,581     64,189     63,319    653,117    714,404    915,016    841,912:   176,725    249,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :   -17,842:    28,880    -21,231     -6,167    -32,012     -2,224     -9,299    -29,621:    -8,543     11,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        5.9        5.8       59.8       65.4       83.8       77.1:      16.2       22.9
Old  :     100.0:      18.2        5.9        5.8       59.8       65.4       83.8       77.1:      16.2       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        27         29         28         81         81        124        122:
Old  :       165:        27         29         28         81         81        124        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       21.7       26.1       32.9       15.2       17.8       22.7       27.0
Old  :                 16.4       21.7       26.1       32.9       15.2       17.8       22.7       27.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   750,602:   113,779     36,696    264,873    342,644    408,984    721,296    710,553:    29,306     40,049
Old  :   750,602:   113,779     36,696    264,873    342,644    408,984    721,296    710,553:    29,306     40,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :  -232,162:   -38,124      3,379   -163,532    -30,759    -71,099   -232,414   -231,253:       252       -909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        4.9       35.3       45.6       54.5       96.1       94.7:       3.9        5.3
Old  :     100.0:      15.2        4.9       35.3       45.6       54.5       96.1       94.7:       3.9        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        32         17         31         46         48         89         86:
Old  :       103:        32         17         31         46         48         89         86:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       28.3       50.7       46.6       17.8       13.4       21.0       18.5
Old  :                 33.4       28.3       50.7       46.6       17.8       13.4       21.0       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    41,494:    13,314      3,351        640     21,096     33,384     35,050     37,374:     6,444      4,119
Old  :    41,494:    13,314      3,351        640     21,096     33,384     35,050     37,374:     6,444      4,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     3,557:     3,508        719        164       -300      2,622      3,371      3,505:       186         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        8.1        1.5       50.8       80.5       84.5       90.1:      15.5        9.9
Old  :     100.0:      32.1        8.1        1.5       50.8       80.5       84.5       90.1:      15.5        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        31          8          4         28         32         59         44:
Old  :        90:        31          8          4         28         32         59         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       39.6       39.1       55.4       25.1       39.6       38.8       53.4
Old  :                 25.5       39.6       39.1       55.4       25.1       39.6       38.8       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    82,987:    26,627      6,701      1,280     42,191     66,767     70,099     74,749:    12,888      8,238
Old  :    82,987:    26,627      6,701      1,280     42,191     66,767     70,099     74,749:    12,888      8,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     7,115:     7,015      1,438        328       -601      5,243      6,743      7,009:       372        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        8.1        1.5       50.8       80.5       84.5       90.1:      15.5        9.9
Old  :     100.0:      32.1        8.1        1.5       50.8       80.5       84.5       90.1:      15.5        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        31          8          4         28         32         59         44:
Old  :        90:        31          8          4         28         32         59         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       39.6       39.1       55.4       25.1       39.6       38.8       53.4
Old  :                 25.5       39.6       39.1       55.4       25.1       39.6       38.8       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,784:     1,046      1,896          0     12,688     11,665     13,734     13,561:        50        223
Old  :    13,784:     1,046      1,896          0     12,688     11,665     13,734     13,561:        50        223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :      -388:      -729        -58          0        335       -355       -394       -413:         6         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       13.8        0.0       92.0       84.6       99.6       98.4:       0.4        1.6
Old  :     100.0:       7.6       13.8        0.0       92.0       84.6       99.6       98.4:       0.4        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2         10          0         10         15         12         25:
Old  :        34:         2         10          0         10         15         12         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.8       62.9       98.2       80.8       82.8       62.1       97.3       80.0
Old  :                 82.8       62.9       98.2       80.8       82.8       62.1       97.3       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    44,016:     4,137      1,185          0     39,804     42,627     43,941     43,812:        75        204
Old  :    44,016:     4,137      1,185          0     39,804     42,627     43,941     43,812:        75        204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2010                    :
     :     2,858:      -141        130          0      3,231      2,703      3,090      2,833:      -232         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        2.7        0.0       90.4       96.8       99.8       99.5:       0.2        0.5
Old  :     100.0:       9.4        2.7        0.0       90.4       96.8       99.8       99.5:       0.2        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          5          0          7         16         10         21:
Old  :        29:         3          5          0          7         16         10         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.3       75.4       99.7       91.8       97.3       75.4       99.6       91.8
Old  :                 97.3       75.4       99.7       91.8       97.3       75.4       99.6       91.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 7, 2011