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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   423,126:    74,418    116,462     69,453    246,983    184,712    390,854    370,627:    32,272     52,499
Old  :   191,561:    47,107     91,170      9,933    116,848     63,000    173,888    164,103:    17,673     27,458
Other:   231,565:    49,059     47,040     37,772    130,135    121,712    216,966    206,524:    14,599     25,041
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :   -19,484:    -3,184    -12,335     -4,003    -10,055       -595    -17,242    -16,933:    -2,242     -2,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       27.5       16.4       58.4       43.7       92.4       87.6:       7.6       12.4
Old  :     100.0:      24.6       47.6        5.2       61.0       32.9       90.8       85.7:       9.2       14.3
Other:     100.0:      21.2       20.3       16.3       56.2       52.6       93.7       89.2:       6.3       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:        95        135        124         70         92        259        286:
Old  :       313:        83        126         40         53         74        161        222:
Other:       269:        75         82         77         54         84        181        202:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.6       15.7       43.1       23.2       25.5       13.5       41.3       19.8
Old  :                 38.1       13.0       51.2       22.4       37.9       13.0       51.0       22.4
Other:                 29.9       23.1       41.5       33.7       28.3       19.4       38.8       28.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,124,609:   246,323    156,326    150,743    604,459    559,339  1,001,525    866,408:   123,084    258,201
Old  :   810,973:   167,504    181,857     85,617    461,085    381,726    714,206    649,200:    96,767    161,773
Other:   313,636:   129,136     24,786     14,809    143,374    177,613    287,319    217,208:    26,317     96,428
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :   -49,233:   -11,271    -12,232    -20,458    -14,318     -7,525    -46,047    -40,215:    -3,186     -9,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       13.9       13.4       53.7       49.7       89.1       77.0:      10.9       23.0
Old  :     100.0:      20.7       22.4       10.6       56.9       47.1       88.1       80.1:      11.9       19.9
Other:     100.0:      41.2        7.9        4.7       45.7       56.6       91.6       69.3:       8.4       30.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       634:       138        134        191        200        260        465        523:
Old  :       611:       132        157        151        192        247        421        485:
Other:       444:       103         73         47         82        223        204        332:
     :----------------------------------------------------------------------------------------------------
     :             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       13.0       28.2       18.4       18.1       12.0       27.2       16.3
Old  :                 24.4       13.1       34.8       19.8       24.2       11.9       34.5       17.9
Other:                 26.7       15.6       37.6       22.5       26.6       15.6       36.8       22.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    14,188:     2,607      2,395         73      8,651      9,969     11,331     12,437:     2,857      1,751
Old  :     9,989:     2,243      2,137          5      5,222      6,333      7,470      8,475:     2,519      1,514
Other:     4,199:       364        258         68      3,429      3,636      3,861      3,962:       338        237
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :       191:      -352         -9       -108        515         94         55        -23:       136        214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       16.9        0.5       61.0       70.3       79.9       87.7:      20.1       12.3
Old  :     100.0:      22.5       21.4        0.1       52.3       63.4       74.8       84.8:      25.2       15.2
Other:     100.0:       8.7        6.1        1.6       81.7       86.6       92.0       94.4:       8.0        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        10         13          2         17         13         27         28:
Old  :        42:        10         12          1         14          9         24         22:
Other:        20:         4          1          1          8         11         12         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.1       53.1       55.5       68.0       34.4       49.7       49.4       64.5
Old  :                 37.8       54.2       54.6       70.2       37.0       54.2       52.8       70.2
Other:                 63.3       65.5       88.5       86.4       59.7       64.4       76.9       82.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   448,051:    86,634     71,842     66,047    249,289    217,205    401,970    355,094:    46,081     92,957
Old  :   324,536:    71,393     57,030     35,350    180,803    173,628    287,546    266,008:    36,990     58,528
Other:   123,515:    39,968     39,539      5,970     68,486     43,577    114,424     89,086:     9,091     34,429
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :   -34,132:    -8,003     -3,192    -19,632     -6,663     -7,199    -34,298    -30,023:       166     -4,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       16.0       14.7       55.6       48.5       89.7       79.3:      10.3       20.7
Old  :     100.0:      22.0       17.6       10.9       55.7       53.5       88.6       82.0:      11.4       18.0
Other:     100.0:      32.4       32.0        4.8       55.4       35.3       92.6       72.1:       7.4       27.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:       101        132        127        104        146        298        341:
Old  :       400:       104        130         94         92        135        259        309:
Other:       272:        55         84         26         52        107        123        207:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.5       16.5       31.7       23.6       18.5       15.0       28.1       19.5
Old  :                 23.5       20.4       35.4       29.2       23.3       19.2       34.3       26.1
Other:                 36.6       16.4       48.8       24.4       35.7       15.6       47.7       23.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    13,470:    10,349        370        516         78      1,713     10,943      2,599:     2,527     10,871
Old  :     4,606:     2,403        625        237         78        199      2,718      1,061:     1,888      3,545
Other:     8,864:     8,201          0         24          0      1,514      8,225      1,538:       639      7,326
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :    -1,500:    -1,222       -345       -167         -1       -120     -1,390       -632:      -110       -868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8        2.7        3.8        0.6       12.7       81.2       19.3:      18.8       80.7
Old  :     100.0:      52.2       13.6        5.1        1.7        4.3       59.0       23.0:      41.0       77.0
Other:     100.0:      92.5        0.0        0.3        0.0       17.1       92.8       17.4:       7.2       82.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        12          2         10          2          6         15         17:
Old  :        19:        11          3          7          2          4         13         14:
Other:        18:        12          0          3          0          6         12          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 53.3       11.1       72.0       17.3       53.1       10.1       71.3       14.9
Old  :                 39.3       18.1       54.8       21.9       39.1       16.5       51.6       17.7
Other:                 60.9       13.2       84.3       17.3       60.9       13.2       84.0       17.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   291,380:    50,405     36,237     60,041    151,708    171,800    262,154    268,078:    29,226     23,302
Old  :   251,185:    39,563     40,583     47,507    138,192    142,290    225,262    230,380:    25,923     20,805
Other:    40,195:    18,712      3,524      4,664     13,516     29,510     36,892     37,698:     3,303      2,497
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :     1,481:    -1,717      3,327        125      2,332     -1,721        740      1,731:       741       -250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       12.4       20.6       52.1       59.0       90.0       92.0:      10.0        8.0
Old  :     100.0:      15.8       16.2       18.9       55.0       56.6       89.7       91.7:      10.3        8.3
Other:     100.0:      46.6        8.8       11.6       33.6       73.4       91.8       93.8:       8.2        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        56         65         86         57         59        179        183:
Old  :       235:        55         79         76         56         57        170        175:
Other:        90:        31         21         18         25         21         66         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.8       27.6       35.7       38.5       17.4       26.3       27.1       34.7
Old  :                 22.8       24.2       38.9       36.2       19.6       23.6       31.6       33.2
Other:                 33.0       54.2       54.4       70.2       32.0       53.3       50.8       66.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   703,202:    46,872    148,387     13,804    517,963    359,757    578,639    521,948:   124,563    181,254
Old  :   703,202:    46,872    148,387     13,804    517,963    359,757    578,639    521,948:   124,563    181,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :    36,174:     4,591     -1,722      4,646     22,434     -5,040     31,671     -2,116:     4,503     38,290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       21.1        2.0       73.7       51.2       82.3       74.2:      17.7       25.8
Old  :     100.0:       6.7       21.1        2.0       73.7       51.2       82.3       74.2:      17.7       25.8
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  :       146:        25         27         18         67         76        101        112:
Old  :       146:        25         27         18         67         76        101        112:
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  :                 21.9       19.0       36.2       27.5       19.5       18.2       32.5       26.1
Old  :                 21.9       19.0       36.2       27.5       19.5       18.2       32.5       26.1
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 - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,397:        93        343        131      8,016      7,808      8,240      8,282:       157        115
Old  :     8,397:        93        343        131      8,016      7,808      8,240      8,282:       157        115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :       123:        38        -39         39        114        183        191        183:       -68        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        4.1        1.6       95.5       93.0       98.1       98.6:       1.9        1.4
Old  :     100.0:       1.1        4.1        1.6       95.5       93.0       98.1       98.6:       1.9        1.4
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  :        25:         2          4          2         18         19         22         23:
Old  :        25:         2          4          2         18         19         22         23:
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  :                 72.7       75.9       85.1       86.3       19.9       22.1       27.7       28.4
Old  :                 72.7       75.9       85.1       86.3       19.9       22.1       27.7       28.4
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 - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   201,275:    53,158     28,438     26,386     88,154    119,365    167,698    174,189:    33,577     27,086
Old  :   165,313:    44,882     23,194     20,704     70,560     97,664    136,146    141,562:    29,167     23,751
Other:    35,962:     9,911      6,879      4,047     17,594     21,701     31,552     32,627:     4,410      3,335
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :    -5,035:    -2,101     -3,419     -1,382     -3,223        140     -6,706     -4,661:     1,671       -374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       14.1       13.1       43.8       59.3       83.3       86.5:      16.7       13.5
Old  :     100.0:      27.1       14.0       12.5       42.7       59.1       82.4       85.6:      17.6       14.4
Other:     100.0:      27.6       19.1       11.3       48.9       60.3       87.7       90.7:      12.3        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        45         41         53         60         50        146        121:
Old  :       169:        46         44         50         60         48        142        118:
Other:        80:        21         16         17         34         16         65         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       39.5       25.8       49.6       16.1       32.6       25.4       40.6
Old  :                 15.6       38.9       26.9       49.0       15.4       30.2       26.2       38.7
Other:                 29.2       50.8       47.7       65.3       29.2       48.4       47.7       61.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    16,348:     3,734      1,528      1,362      7,972     11,334     13,068     14,224:     3,280      2,124
Old  :    14,169:     3,729      1,569      1,105      6,483      9,849     11,317     12,523:     2,852      1,646
Other:     2,179:       156        110        106      1,489      1,485      1,751      1,701:       428        478
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :       173:    -1,165        115        670        589     -1,265         94       -480:        79        653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        9.3        8.3       48.8       69.3       79.9       87.0:      20.1       13.0
Old  :     100.0:      26.3       11.1        7.8       45.8       69.5       79.9       88.4:      20.1       11.6
Other:     100.0:       7.2        5.0        4.9       68.3       68.2       80.4       78.1:      19.6       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        25          9         18         31         19         66         44:
Old  :        78:        25         10         16         27         16         61         40:
Other:        26:         6          2          4         10         12         17         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  :                 22.2       51.2       35.7       65.0       22.0       48.6       34.5       58.7
Old  :                 21.4       54.4       35.5       67.5       21.0       52.3       34.2       61.0
Other:                 60.5       45.8       70.7       68.5       60.3       44.6       68.9       65.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   984,639:   269,250    134,177     21,820    579,266    687,854    870,336    843,851:   114,303    140,788
Old  :   984,639:   269,250    134,177     21,820    579,266    687,854    870,336    843,851:   114,303    140,788
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :   -26,234:   -52,025     -2,473    -26,523     35,572    -12,346    -42,976    -41,342:    16,742     15,108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       13.6        2.2       58.8       69.9       88.4       85.7:      11.6       14.3
Old  :     100.0:      27.3       13.6        2.2       58.8       69.9       88.4       85.7:      11.6       14.3
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  :       232:        38         45         25         89        125        138        184:
Old  :       232:        38         45         25         89        125        138        184:
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  :                 30.9       19.4       39.0       26.1       29.8       17.3       37.2       22.8
Old  :                 30.9       19.4       39.0       26.1       29.8       17.3       37.2       22.8
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 - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,404,172:   110,019    235,405    115,725    893,212    764,134  1,118,956  1,115,264:   285,216    288,908
Old  : 1,404,172:   110,019    235,405    115,725    893,212    764,134  1,118,956  1,115,264:   285,216    288,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :   -28,921:   -54,953    -74,402     54,961    -46,621    -19,112    -46,613    -38,553:    17,692      9,632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       16.8        8.2       63.6       54.4       79.7       79.4:      20.3       20.6
Old  :     100.0:       7.8       16.8        8.2       63.6       54.4       79.7       79.4:      20.3       20.6
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  :       226:        33         56         38         98        107        155        179:
Old  :       226:        33         56         38         98        107        155        179:
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  :                 25.9       20.8       34.3       31.7       22.3       15.0       27.4       20.7
Old  :                 25.9       20.8       34.3       31.7       22.3       15.0       27.4       20.7
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 - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   926,340:   110,533    100,924     33,394    579,204    566,743    723,131    701,061:   203,209    225,279
Old  :   926,340:   110,533    100,924     33,394    579,204    566,743    723,131    701,061:   203,209    225,279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :   -23,798:   -22,598    -47,347     12,570    -13,020     -4,473    -23,048    -39,250:      -750     15,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       10.9        3.6       62.5       61.2       78.1       75.7:      21.9       24.3
Old  :     100.0:      11.9       10.9        3.6       62.5       61.2       78.1       75.7:      21.9       24.3
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  :       140:        22         23         18         66         75         97        107:
Old  :       140:        22         23         18         66         75         97        107:
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  :                 21.6       16.1       33.3       25.3       15.5       11.2       24.8       18.5
Old  :                 21.6       16.1       33.3       25.3       15.5       11.2       24.8       18.5
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 - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   653,386:    78,479     83,942     82,497    451,356    438,772    612,332    605,211:    41,054     48,175
Old  :   653,386:    78,479     83,942     82,497    451,356    438,772    612,332    605,211:    41,054     48,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :    63,016:    11,303     11,853     11,292     36,006     31,525     58,601     54,670:     4,415      8,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       12.8       12.6       69.1       67.2       93.7       92.6:       6.3        7.4
Old  :     100.0:      12.0       12.8       12.6       69.1       67.2       93.7       92.6:       6.3        7.4
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  :       131:        21         32         31         60         64        101        112:
Old  :       131:        21         32         31         60         64        101        112:
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  :                 35.7       29.3       49.4       39.4       27.8       13.5       33.0       18.8
Old  :                 35.7       29.3       49.4       39.4       27.8       13.5       33.0       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    14,278:     3,357      1,497          3      8,666      9,628     12,026     11,128:     2,252      3,150
Old  :    14,278:     3,357      1,497          3      8,666      9,628     12,026     11,128:     2,252      3,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :       129:       711       -348          0       -310        511        401        163:      -272        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       10.5        0.0       60.7       67.4       84.2       77.9:      15.8       22.1
Old  :     100.0:      23.5       10.5        0.0       60.7       67.4       84.2       77.9:      15.8       22.1
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  :        23:         5          3          1          6          9         12         12:
Old  :        23:         5          3          1          6          9         12         12:
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  :                 63.0       49.7       78.1       68.5       63.0       49.7       78.1       68.5
Old  :                 63.0       49.7       78.1       68.5       63.0       49.7       78.1       68.5
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 - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    71,823:    26,869     11,606        874     31,386     48,259     59,129     60,739:    12,694     11,084
Old  :    71,823:    26,869     11,606        874     31,386     48,259     59,129     60,739:    12,694     11,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :     6,685:     8,795     -1,177        131     -2,553      8,072      6,373      7,026:       312       -341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       16.2        1.2       43.7       67.2       82.3       84.6:      17.7       15.4
Old  :     100.0:      37.4       16.2        1.2       43.7       67.2       82.3       84.6:      17.7       15.4
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:        30         17          7         23         28         56         49:
Old  :        90:        30         17          7         23         28         56         49:
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  :                 23.0       37.2       36.4       53.9       22.9       36.0       36.2       51.6
Old  :                 23.0       37.2       36.4       53.9       22.9       36.0       36.2       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,683:     8,418     12,563          0      3,866        117     12,284     12,680:       399          3
Old  :    12,683:     8,418     12,563          0      3,866        117     12,284     12,680:       399          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :         0:        44          0          0        -45          0         -1          0:         1          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.4       99.1        0.0       30.5        0.9       96.9      100.0:       3.1        0.0
Old  :     100.0:      66.4       99.1        0.0       30.5        0.9       96.9      100.0:       3.1        0.0
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  :        21:        11          5          0          3          2         14          7:
Old  :        21:        11          5          0          3          2         14          7:
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  :                 74.3       98.5       92.0      100.0       74.3       98.5       92.0      100.0
Old  :                 74.3       98.5       92.0      100.0       74.3       98.5       92.0      100.0
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 - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    11,031:     1,052      1,235        209      9,730      9,433     10,991     10,877:        40        154
Old  :    11,031:     1,052      1,235        209      9,730      9,433     10,991     10,877:        40        154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :       677:       626       -451       -583        738      1,648        781        614:      -104         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       11.2        1.9       88.2       85.5       99.6       98.6:       0.4        1.4
Old  :     100.0:       9.5       11.2        1.9       88.2       85.5       99.6       98.6:       0.4        1.4
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  :        39:         5          8          2         14         15         19         25:
Old  :        39:         5          8          2         14         15         19         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  :                 64.8       63.0       88.5       80.2       55.5       58.2       70.4       68.4
Old  :                 64.8       63.0       88.5       80.2       55.5       58.2       70.4       68.4
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 - Futures Only, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    23,144:     4,683        908          0     18,256     20,617     22,939     21,525:       205      1,619
Old  :    23,144:     4,683        908          0     18,256     20,617     22,939     21,525:       205      1,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :     3,732:    -2,356       -660          0      6,094      2,921      3,738      2,261:        -6      1,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        3.9        0.0       78.9       89.1       99.1       93.0:       0.9        7.0
Old  :     100.0:      20.2        3.9        0.0       78.9       89.1       99.1       93.0:       0.9        7.0
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  :        33:         8          4          0          9         15         17         19:
Old  :        33:         8          4          0          9         15         17         19:
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  :                 73.9       54.9       93.7       77.5       67.3       51.1       83.3       67.9
Old  :                 73.9       54.9       93.7       77.5       67.3       51.1       83.3       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 26, 2010