```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      423,126
COMMITMENTS
  74,418  116,462   69,453  246,983  184,712  390,854  370,627   32,272   52,499

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -19,484)
  -3,184  -12,335   -4,003  -10,055     -595  -17,242  -16,933   -2,242   -2,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     27.5     16.4     58.4     43.7     92.4     87.6      7.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
      95      135      124       70       92      259      286
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,124,609
COMMITMENTS
 246,323  156,326  150,743  604,459  559,339  1001525  866,408  123,084  258,201

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -49,233)
 -11,271  -12,232  -20,458  -14,318   -7,525  -46,047  -40,215   -3,186   -9,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     13.9     13.4     53.7     49.7     89.1     77.0     10.9     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      634)
     138      134      191      200      260      465      523
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,188
COMMITMENTS
   2,607    2,395       73    8,651    9,969   11,331   12,437    2,857    1,751

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        191)
    -352       -9     -108      515       94       55      -23      136      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     16.9      0.5     61.0     70.3     79.9     87.7     20.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       13        2       17       13       27       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      448,051
COMMITMENTS
  86,634   71,842   66,047  249,289  217,205  401,970  355,094   46,081   92,957

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -34,132)
  -8,003   -3,192  -19,632   -6,663   -7,199  -34,298  -30,023      166   -4,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     16.0     14.7     55.6     48.5     89.7     79.3     10.3     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     101      132      127      104      146      298      341
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       13,470
COMMITMENTS
  10,349      370      516       78    1,713   10,943    2,599    2,527   10,871

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -1,500)
  -1,222     -345     -167       -1     -120   -1,390     -632     -110     -868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.8      2.7      3.8      0.6     12.7     81.2     19.3     18.8     80.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      12        2       10        2        6       15       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      291,380
COMMITMENTS
  50,405   36,237   60,041  151,708  171,800  262,154  268,078   29,226   23,302

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      1,481)
  -1,717    3,327      125    2,332   -1,721      740    1,731      741     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     12.4     20.6     52.1     59.0     90.0     92.0     10.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      56       65       86       57       59      179      183
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      703,202
COMMITMENTS
  46,872  148,387   13,804  517,963  359,757  578,639  521,948  124,563  181,254

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     36,174)
   4,591   -1,722    4,646   22,434   -5,040   31,671   -2,116    4,503   38,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     21.1      2.0     73.7     51.2     82.3     74.2     17.7     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      25       27       18       67       76      101      112
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,397
COMMITMENTS
      93      343      131    8,016    7,808    8,240    8,282      157      115

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        123)
      38      -39       39      114      183      191      183      -68      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      4.1      1.6     95.5     93.0     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        2       18       19       22       23
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      201,275
COMMITMENTS
  53,158   28,438   26,386   88,154  119,365  167,698  174,189   33,577   27,086

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -5,035)
  -2,101   -3,419   -1,382   -3,223      140   -6,706   -4,661    1,671     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     14.1     13.1     43.8     59.3     83.3     86.5     16.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      45       41       53       60       50      146      121
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,348
COMMITMENTS
   3,734    1,528    1,362    7,972   11,334   13,068   14,224    3,280    2,124

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        173)
  -1,165      115      670      589   -1,265       94     -480       79      653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8      9.3      8.3     48.8     69.3     79.9     87.0     20.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      25        9       18       31       19       66       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      984,639
COMMITMENTS
 269,250  134,177   21,820  579,266  687,854  870,336  843,851  114,303  140,788

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -26,234)
 -52,025   -2,473  -26,523   35,572  -12,346  -42,976  -41,342   16,742   15,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     13.6      2.2     58.8     69.9     88.4     85.7     11.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      38       45       25       89      125      138      184
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,404,172
COMMITMENTS
 110,019  235,405  115,725  893,212  764,134  1118956  1115264  285,216  288,908

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -28,921)
 -54,953  -74,402   54,961  -46,621  -19,112  -46,613  -38,553   17,692    9,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     16.8      8.2     63.6     54.4     79.7     79.4     20.3     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      33       56       38       98      107      155      179
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      926,340
COMMITMENTS
 110,533  100,924   33,394  579,204  566,743  723,131  701,061  203,209  225,279

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -23,798)
 -22,598  -47,347   12,570  -13,020   -4,473  -23,048  -39,250     -750   15,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     10.9      3.6     62.5     61.2     78.1     75.7     21.9     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      22       23       18       66       75       97      107
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      653,386
COMMITMENTS
  78,479   83,942   82,497  451,356  438,772  612,332  605,211   41,054   48,175

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     63,016)
  11,303   11,853   11,292   36,006   31,525   58,601   54,670    4,415    8,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     12.8     12.6     69.1     67.2     93.7     92.6      6.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      21       32       31       60       64      101      112
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       14,278
COMMITMENTS
   3,357    1,497        3    8,666    9,628   12,026   11,128    2,252    3,150

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        129)
     711     -348        0     -310      511      401      163     -272      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     10.5      0.0     60.7     67.4     84.2     77.9     15.8     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        1        6        9       12       12
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       71,823
COMMITMENTS
  26,869   11,606      874   31,386   48,259   59,129   60,739   12,694   11,084

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      6,685)
   8,795   -1,177      131   -2,553    8,072    6,373    7,026      312     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     16.2      1.2     43.7     67.2     82.3     84.6     17.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30       17        7       23       28       56       49
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,683
COMMITMENTS
   8,418   12,563        0    3,866      117   12,284   12,680      399        3

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          0)
      44        0        0      -45        0       -1        0        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.4     99.1      0.0     30.5      0.9     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        5        0        3        2       14        7
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,031
COMMITMENTS
   1,052    1,235      209    9,730    9,433   10,991   10,877       40      154

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        677)
     626     -451     -583      738    1,648      781      614     -104       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     11.2      1.9     88.2     85.5     99.6     98.6      0.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        8        2       14       15       19       25
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 02/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       23,144
COMMITMENTS
   4,683      908        0   18,256   20,617   22,939   21,525      205    1,619

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      3,732)
  -2,356     -660        0    6,094    2,921    3,738    2,261       -6    1,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      3.9      0.0     78.9     89.1     99.1     93.0      0.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        4        0        9       15       17       19
```

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Updated February 26, 2010