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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, March 2, 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  :   418,958:    75,334    114,289     63,774    249,160    188,657    388,268    366,720:    30,690     52,238
Old  :   174,402:    45,068     86,509      2,966    112,802     60,250    160,836    149,725:    13,566     24,677
Other:   244,556:    50,317     47,831     40,757    136,358    128,407    227,432    216,995:    17,124     27,561
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :    -4,168:       916     -2,173     -5,679      2,177      3,945     -2,586     -3,907:    -1,582       -261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       27.3       15.2       59.5       45.0       92.7       87.5:       7.3       12.5
Old  :     100.0:      25.8       49.6        1.7       64.7       34.5       92.2       85.9:       7.8       14.1
Other:     100.0:      20.6       19.6       16.7       55.8       52.5       93.0       88.7:       7.0       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       371:        95        149        116         64         93        245        290:
Old  :       309:        86        125         21         33         69        131        204:
Other:       276:        70         87         84         59         87        186        216:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.6       16.8       44.4       24.7       26.6       14.6       42.8       21.1
Old  :                 42.3       15.3       57.2       25.5       42.3       15.3       57.2       25.1
Other:                 28.9       22.8       40.1       32.4       27.5       19.3       37.6       27.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 2, 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  : 1,112,128:   256,526    142,935    144,733    592,068    570,936    993,327    858,604:   118,801    253,524
Old  :   785,553:   169,802    170,363     77,979    448,228    384,576    696,009    632,918:    89,544    152,635
Other:   326,575:   138,819     24,667     14,659    143,840    186,360    297,318    225,686:    29,257    100,889
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :   -12,481:    10,203    -13,391     -6,010    -12,391     11,597     -8,198     -7,804:    -4,283     -4,677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       12.9       13.0       53.2       51.3       89.3       77.2:      10.7       22.8
Old  :     100.0:      21.6       21.7        9.9       57.1       49.0       88.6       80.6:      11.4       19.4
Other:     100.0:      42.5        7.6        4.5       44.0       57.1       91.0       69.1:       9.0       30.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       660:       145        155        184        175        264        441        535:
Old  :       636:       142        168        146        160        247        393        492:
Other:       460:       100         87         46         85        230        208        347:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       13.6       29.0       18.8       18.5       12.6       28.0       17.4
Old  :                 25.6       13.8       36.7       20.1       25.4       13.4       36.5       19.3
Other:                 26.0       15.5       36.8       22.4       25.8       15.5       36.1       22.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 2, 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  :    14,129:     2,839      3,069         71      8,067      9,306     10,977     12,446:     3,152      1,683
Old  :     9,735:     2,471      2,788          0      4,659      5,572      7,130      8,360:     2,605      1,375
Other:     4,394:       368        281         71      3,408      3,734      3,847      4,086:       547        308
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :       -59:       232        674         -2       -584       -663       -354          9:       295        -68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       21.7        0.5       57.1       65.9       77.7       88.1:      22.3       11.9
Old  :     100.0:      25.4       28.6        0.0       47.9       57.2       73.2       85.9:      26.8       14.1
Other:     100.0:       8.4        6.4        1.6       77.6       85.0       87.6       93.0:      12.4        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        13         14          1         16         12         29         27:
Old  :        46:        13         14          0         12          8         25         22:
Other:        19:         4          1          1          7         11         11         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  :                 36.7       52.3       53.6       69.2       34.4       48.7       49.0       65.6
Old  :                 40.6       52.8       54.9       70.8       40.6       52.5       54.9       70.5
Other:                 60.8       64.9       85.8       85.4       57.7       62.9       73.6       80.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 2, 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  :   426,354:    86,324     74,184     62,410    235,501    198,064    384,235    334,658:    42,119     91,696
Old  :   296,507:    68,396     60,789     28,272    166,981    152,157    263,649    241,218:    32,858     55,289
Other:   129,847:    45,443     40,910      6,623     68,520     45,907    120,586     93,440:     9,261     36,407
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :   -21,697:      -310      2,342     -3,637    -13,788    -19,141    -17,735    -20,436:    -3,962     -1,261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       17.4       14.6       55.2       46.5       90.1       78.5:       9.9       21.5
Old  :     100.0:      23.1       20.5        9.5       56.3       51.3       88.9       81.4:      11.1       18.6
Other:     100.0:      35.0       31.5        5.1       52.8       35.4       92.9       72.0:       7.1       28.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       427:        99        141        120         97        146        283        347:
Old  :       405:        99        135         80         82        136        231        313:
Other:       280:        59         85         27         52        109        127        210:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       15.5       32.5       22.6       18.5       14.2       29.0       19.3
Old  :                 25.7       19.7       38.2       29.0       25.3       18.3       37.7       25.5
Other:                 36.7       16.2       49.3       24.7       35.8       15.0       47.5       23.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 2, 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  :   279,049:    52,498     32,783     47,003    150,439    179,477    249,940    259,263:    29,109     19,786
Old  :   234,419:    42,594     38,119     33,308    133,226    146,290    209,128    217,717:    25,291     16,702
Other:    44,630:    18,933      3,693      4,666     17,213     33,187     40,812     41,546:     3,818      3,084
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :   -12,331:     2,093     -3,454    -13,038     -1,269      7,677    -12,214     -8,815:      -117     -3,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       11.7       16.8       53.9       64.3       89.6       92.9:      10.4        7.1
Old  :     100.0:      18.2       16.3       14.2       56.8       62.4       89.2       92.9:      10.8        7.1
Other:     100.0:      42.4        8.3       10.5       38.6       74.4       91.4       93.1:       8.6        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        61         61         64         51         60        161        158:
Old  :       219:        60         72         52         49         57        148        151:
Other:        90:        28         22         20         25         24         63         57:
     :----------------------------------------------------------------------------------------------------
     :             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       32.6       37.8       43.9       18.8       30.3       29.3       39.2
Old  :                 24.3       29.9       42.2       41.9       22.6       27.6       34.8       37.6
Other:                 31.6       55.9       50.0       70.6       31.1       55.0       46.5       67.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 2, 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  :   680,023:    46,082    147,570     15,760    503,471    372,546    565,313    535,876:   114,710    144,147
Old  :   680,023:    46,082    147,570     15,760    503,471    372,546    565,313    535,876:   114,710    144,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :   -23,179:      -790       -817      1,956    -14,492     12,789    -13,326     13,928:    -9,853    -37,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       21.7        2.3       74.0       54.8       83.1       78.8:      16.9       21.2
Old  :     100.0:       6.8       21.7        2.3       74.0       54.8       83.1       78.8:      16.9       21.2
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  :       149:        19         33         10         68         77         93        114:
Old  :       149:        19         33         10         68         77         93        114:
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  :                 21.4       20.3       34.0       29.5       18.4       19.0       30.7       27.5
Old  :                 21.4       20.3       34.0       29.5       18.4       19.0       30.7       27.5
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 - Futures Only, March 2, 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  :    73,887:     1,876     12,316      1,242     48,233     43,082     51,351     56,640:    22,536     17,247
Old  :    73,887:     1,876     12,316      1,242     48,233     43,082     51,351     56,640:    22,536     17,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       16.7        1.7       65.3       58.3       69.5       76.7:      30.5       23.3
Old  :     100.0:       2.5       16.7        1.7       65.3       58.3       69.5       76.7:      30.5       23.3
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  :        20:         1          3          2         14         10         17         13:
Old  :        20:         1          3          2         14         10         17         13:
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  :                 43.0       53.2       56.9       69.6       40.6       52.9       53.5       64.6
Old  :                 43.0       53.2       56.9       69.6       40.6       52.9       53.5       64.6
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, March 2, 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  :     8,458:       184        340        142      7,982      7,833      8,308      8,315:       150        143
Old  :     8,458:       184        340        142      7,982      7,833      8,308      8,315:       150        143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :        61:        91         -3         11        -34         25         68         33:        -7         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        4.0        1.7       94.4       92.6       98.2       98.3:       1.8        1.7
Old  :     100.0:       2.2        4.0        1.7       94.4       92.6       98.2       98.3:       1.8        1.7
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:         3          4          2         18         18         22         23:
Old  :        25:         3          4          2         18         18         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  :                 70.9       76.6       83.2       85.1       21.4       22.4       27.4       28.8
Old  :                 70.9       76.6       83.2       85.1       21.4       22.4       27.4       28.8
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, March 2, 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  :   197,262:    50,711     31,686     27,019     86,794    112,551    164,524    171,256:    32,738     26,006
Old  :   158,768:    43,359     24,881     19,691     68,267     92,159    131,317    136,731:    27,451     22,037
Other:    38,494:    10,734     10,187      3,946     18,527     20,392     33,207     34,525:     5,287      3,969
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :    -4,013:    -2,447      3,248        633     -1,360     -6,814     -3,174     -2,933:      -839     -1,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       16.1       13.7       44.0       57.1       83.4       86.8:      16.6       13.2
Old  :     100.0:      27.3       15.7       12.4       43.0       58.0       82.7       86.1:      17.3       13.9
Other:     100.0:      27.9       26.5       10.3       48.1       53.0       86.3       89.7:      13.7       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        44         43         49         58         47        136        118:
Old  :       162:        44         42         45         58         45        131        113:
Other:        82:        21         17         17         35         16         66         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       37.7       27.1       48.6       16.9       30.8       26.2       39.0
Old  :                 16.4       39.1       27.9       49.5       16.3       32.6       27.2       39.8
Other:                 28.5       52.4       46.1       66.6       28.5       50.9       46.1       62.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 2, 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  :    15,403:     3,809      1,878      1,064      7,514     10,406     12,387     13,348:     3,016      2,055
Old  :    12,935:     3,785      1,865        793      5,808      8,680     10,386     11,338:     2,549      1,597
Other:     2,468:       127        116        168      1,706      1,726      2,001      2,010:       467        458
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :      -945:        75        350       -298       -458       -928       -681       -876:      -264        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       12.2        6.9       48.8       67.6       80.4       86.7:      19.6       13.3
Old  :     100.0:      29.3       14.4        6.1       44.9       67.1       80.3       87.7:      19.7       12.3
Other:     100.0:       5.1        4.7        6.8       69.1       69.9       81.1       81.4:      18.9       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        23         13         11         29         19         60         38:
Old  :        74:        23         15         10         25         17         55         36:
Other:        27:         6          1          4         11         12         18         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  :                 24.9       52.1       38.7       64.1       24.7       49.6       38.4       59.9
Old  :                 23.6       56.4       38.5       67.9       23.6       54.6       38.2       64.0
Other:                 62.1       45.0       71.6       67.0       59.9       42.6       67.1       62.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 2, 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  :   918,987:   267,206    126,813     30,324    527,435    636,227    824,965    793,364:    94,022    125,623
Old  :   918,987:   267,206    126,813     30,324    527,435    636,227    824,965    793,364:    94,022    125,623
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :   -65,652:    -2,044     -7,364      8,504    -51,831    -51,627    -45,371    -50,487:   -20,281    -15,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       13.8        3.3       57.4       69.2       89.8       86.3:      10.2       13.7
Old  :     100.0:      29.1       13.8        3.3       57.4       69.2       89.8       86.3:      10.2       13.7
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  :       235:        42         47         19         76        125        125        184:
Old  :       235:        42         47         19         76        125        125        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  :                 31.0       19.5       40.7       26.7       29.3       17.7       37.8       24.1
Old  :                 31.0       19.5       40.7       26.7       29.3       17.7       37.8       24.1
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 - Futures Only, March 2, 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  : 1,391,249:   155,310    263,236     80,432    871,520    772,351  1,107,262  1,116,019:   283,987    275,230
Old  : 1,391,249:   155,310    263,236     80,432    871,520    772,351  1,107,262  1,116,019:   283,987    275,230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :   -12,923:    45,291     27,831    -35,293    -21,692      8,217    -11,694        755:    -1,229    -13,678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       18.9        5.8       62.6       55.5       79.6       80.2:      20.4       19.8
Old  :     100.0:      11.2       18.9        5.8       62.6       55.5       79.6       80.2:      20.4       19.8
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  :       239:        36         61         26         99        103        149        176:
Old  :       239:        36         61         26         99        103        149        176:
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       21.5       35.3       30.7       23.1       16.1       29.3       21.7
Old  :                 25.5       21.5       35.3       30.7       23.1       16.1       29.3       21.7
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, March 2, 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  : 1,004,045:   169,471    131,093     34,083    591,253    600,187    794,807    765,363:   209,238    238,682
Old  : 1,004,045:   169,471    131,093     34,083    591,253    600,187    794,807    765,363:   209,238    238,682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :    77,705:    58,938     30,169        689     12,049     33,444     71,676     64,302:     6,029     13,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       13.1        3.4       58.9       59.8       79.2       76.2:      20.8       23.8
Old  :     100.0:      16.9       13.1        3.4       58.9       59.8       79.2       76.2:      20.8       23.8
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  :       141:        24         24         15         66         73         98        104:
Old  :       141:        24         24         15         66         73         98        104:
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       17.4       33.2       28.3       15.1       14.0       24.6       21.8
Old  :                 21.9       17.4       33.2       28.3       15.1       14.0       24.6       21.8
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, March 2, 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  :   618,778:    67,462     81,941     88,840    425,345    404,070    581,647    574,851:    37,131     43,927
Old  :   618,778:    67,462     81,941     88,840    425,345    404,070    581,647    574,851:    37,131     43,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :   -34,608:   -11,017     -2,001      6,343    -26,011    -34,702    -30,685    -30,360:    -3,923     -4,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       13.2       14.4       68.7       65.3       94.0       92.9:       6.0        7.1
Old  :     100.0:      10.9       13.2       14.4       68.7       65.3       94.0       92.9:       6.0        7.1
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  :       122:        15         34         31         62         63         99        107:
Old  :       122:        15         34         31         62         63         99        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  :                 34.8       26.7       48.8       39.5       26.0       13.8       31.7       19.9
Old  :                 34.8       26.7       48.8       39.5       26.0       13.8       31.7       19.9
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, March 2, 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  :    13,912:     3,414      1,377          3      8,166      8,992     11,583     10,372:     2,329      3,540
Old  :    13,912:     3,414      1,377          3      8,166      8,992     11,583     10,372:     2,329      3,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :      -366:        57       -120          0       -500       -636       -443       -756:        77        390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        9.9        0.0       58.7       64.6       83.3       74.6:      16.7       25.4
Old  :     100.0:      24.5        9.9        0.0       58.7       64.6       83.3       74.6:      16.7       25.4
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  :        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  :                 61.1       51.0       76.9       66.6       61.1       51.0       76.9       66.6
Old  :                 61.1       51.0       76.9       66.6       61.1       51.0       76.9       66.6
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, March 2, 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  :    75,475:    30,035      9,087        848     31,346     55,282     62,229     65,217:    13,246     10,258
Old  :    75,475:    30,035      9,087        848     31,346     55,282     62,229     65,217:    13,246     10,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :     3,652:     3,166     -2,519        -26        -40      7,023      3,100      4,478:       552       -826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       12.0        1.1       41.5       73.2       82.4       86.4:      17.6       13.6
Old  :     100.0:      39.8       12.0        1.1       41.5       73.2       82.4       86.4:      17.6       13.6
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  :        96:        36         12          5         25         34         62         50:
Old  :        96:        36         12          5         25         34         62         50:
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  :                 23.1       40.3       36.3       57.0       23.0       39.7       35.9       54.7
Old  :                 23.1       40.3       36.3       57.0       23.0       39.7       35.9       54.7
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, March 2, 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  :    12,766:     8,560     12,646          0      3,807        117     12,367     12,763:       399          3
Old  :    12,766:     8,560     12,646          0      3,807        117     12,367     12,763:       399          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :        83:       142         83          0        -59          0         83         83:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.1       99.1        0.0       29.8        0.9       96.9      100.0:       3.1        0.0
Old  :     100.0:      67.1       99.1        0.0       29.8        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  :        20:        10          5          0          3          2         13          7:
Old  :        20:        10          5          0          3          2         13          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  :                 74.5       98.6       91.4      100.0       74.5       98.6       91.4      100.0
Old  :                 74.5       98.6       91.4      100.0       74.5       98.6       91.4      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, March 2, 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  :    13,505:     1,991      1,068          0     11,323     12,273     13,314     13,341:       191        164
Old  :    13,505:     1,991      1,068          0     11,323     12,273     13,314     13,341:       191        164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :     2,474:       939       -167       -209      1,593      2,840      2,323      2,464:       151         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        7.9        0.0       83.8       90.9       98.6       98.8:       1.4        1.2
Old  :     100.0:      14.7        7.9        0.0       83.8       90.9       98.6       98.8:       1.4        1.2
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  :        40:         6          8          0         13         16         19         24:
Old  :        40:         6          8          0         13         16         19         24:
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  :                 64.5       72.2       87.6       85.3       47.6       58.6       66.0       66.9
Old  :                 64.5       72.2       87.6       85.3       47.6       58.6       66.0       66.9
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, March 2, 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  :    24,579:     7,362      2,327        211     16,762     21,704     24,335     24,242:       244        337
Old  :    24,579:     7,362      2,327        211     16,762     21,704     24,335     24,242:       244        337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :     1,435:     2,679      1,419        211     -1,494      1,087      1,396      2,717:        39     -1,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        9.5        0.9       68.2       88.3       99.0       98.6:       1.0        1.4
Old  :     100.0:      30.0        9.5        0.9       68.2       88.3       99.0       98.6:       1.0        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  :        35:        11          4          1          8         16         19         21:
Old  :        35:        11          4          1          8         16         19         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  :                 73.0       58.9       91.5       79.6       55.0       47.6       71.3       63.2
Old  :                 73.0       58.9       91.5       79.6       55.0       47.6       71.3       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 2, 2010