```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      431,145
COMMITMENTS
  71,697  119,821   71,094  256,372  188,603  399,163  379,518   31,982   51,627

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      4,593)
  -1,666    2,683      575    5,215    2,075    4,124    5,333      469     -740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     27.8     16.5     59.5     43.7     92.6     88.0      7.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     106      154      127       71       97      266      314
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,136,023
COMMITMENTS
 258,724  191,690  145,021  609,846  549,792  1013591  886,503  122,432  249,520

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     12,052)
    -681   19,553    3,080    7,737  -10,176   10,136   12,457    1,916     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     16.9     12.8     53.7     48.4     89.2     78.0     10.8     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      684)
     168      159      198      179      259      464      555
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,265
COMMITMENTS
   3,243    3,779      298    9,515   10,589   13,056   14,666    3,209    1,599

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        116)
     -51        8       80      103      203      132      291      -16     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     23.2      1.8     58.5     65.1     80.3     90.2     19.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12       15        5       18       13       32       32
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      432,402
COMMITMENTS
  96,898   69,422   62,282  231,694  204,430  390,874  336,134   41,528   96,268

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     -3,845)
   9,498  -21,411   -2,482  -10,215   19,318   -3,199   -4,575     -646      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     16.1     14.4     53.6     47.3     90.4     77.7      9.6     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     118      138      134       98      153      307      352
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,175
COMMITMENTS
  14,051    1,792      496       73    2,025   14,620    4,313    2,555   12,862

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      2,399)
   2,228      657       46       -5      179    2,269      882      130    1,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.8     10.4      2.9      0.4     11.8     85.1     25.1     14.9     74.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      15        6       12        2        6       21       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      283,198
COMMITMENTS
  50,446   33,612   53,130  147,042  176,033  250,618  262,775   32,580   20,423

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     -1,985)
  -4,328     -271      363   -2,802   -1,884   -6,767   -1,792    4,782     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     11.9     18.8     51.9     62.2     88.5     92.8     11.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      71       55       75       61       57      182      163
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      649,308
COMMITMENTS
  54,062  151,540    6,861  470,002  362,701  530,925  521,102  118,383  128,206

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      6,027)
  13,191      584   -5,611     -669   15,225    6,911   10,198     -884   -4,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     23.3      1.1     72.4     55.9     81.8     80.3     18.2     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      23       33        6       61       70       88      105
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:       89,509
COMMITMENTS
   4,763   17,441      540   51,667   50,736   56,970   68,717   32,539   20,792

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      6,719)
     921    2,377     -437    3,255    6,087    3,739    8,027    2,980   -1,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     19.5      0.6     57.7     56.7     63.6     76.8     36.4     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        5        1       13       11       15       16
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,267
COMMITMENTS
     298      300      173    7,491    7,573    7,962    8,046      305      221

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        -65)
      10      -92       43      -66       11      -13      -38      -52      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      3.6      2.1     90.6     91.6     96.3     97.3      3.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        6        3       17       14       23       20
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      198,307
COMMITMENTS
  47,116   36,043   30,877   88,923  103,321  166,916  170,241   31,391   28,066

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     -8,936)
  -3,058   -8,509   -3,176   -3,422    4,626   -9,656   -7,059      720   -1,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     18.2     15.6     44.8     52.1     84.2     85.8     15.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      37       51       61       58       46      144      127
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,381
COMMITMENTS
   3,995    3,226      733    7,875    9,088   12,603   13,047    2,778    2,334

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        514)
     265      339      105      289      289      659      733     -145     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     21.0      4.8     51.2     59.1     81.9     84.8     18.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      25       19       13       30       18       58       48
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      889,888
COMMITMENTS
 205,341  150,666   33,740  553,257  580,658  792,338  765,064   97,550  124,824

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      4,855)
 -33,917   -5,214    8,239   26,519      552      841    3,577    4,014    1,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     16.9      3.8     62.2     65.3     89.0     86.0     11.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      33       59       17       82      115      127      179
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,490,184
COMMITMENTS
 169,649  327,195   71,588  980,210  826,403  1221447  1225186  268,737  264,998

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     56,322)
 -10,440   57,509    3,021   97,251    6,660   89,832   67,190  -33,510  -10,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     22.0      4.8     65.8     55.5     82.0     82.2     18.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      35       65       36      103      121      165      196
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      901,529
COMMITMENTS
 128,275  119,785   18,266  569,337  535,160  715,878  673,211  185,651  228,318

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    -33,826)
 -21,153   -1,220   -6,759    2,244  -17,663  -25,668  -25,642   -8,158   -8,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     13.3      2.0     63.2     59.4     79.4     74.7     20.6     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      24       28       13       61       81       90      117
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      686,462
COMMITMENTS
  94,037   79,888   93,977  459,714  460,281  647,728  634,146   38,734   52,316

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     10,262)
   3,207      897    4,693    4,020    5,044   11,920   10,634   -1,658     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     11.6     13.7     67.0     67.1     94.4     92.4      5.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      20       29       34       57       68       98      116
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       78,421
COMMITMENTS
  30,967    9,698      558   34,318   52,349   65,843   62,605   12,578   15,816

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    -26,281)
  -3,296   -1,802   -1,914  -18,386  -22,471  -23,596  -26,187   -2,685      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     12.4      0.7     43.8     66.8     84.0     79.8     16.0     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      31       15        2       20       31       52       47
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,367
COMMITMENTS
   2,747    1,039        2   11,353   13,067   14,102   14,108      265      259

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        425)
     207       30        2      186      391      395      423       30        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1      7.2      0.0     79.0     91.0     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5       11        1        9       17       14       29
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       23,088
COMMITMENTS
   5,896    1,153       50   16,835   21,702   22,781   22,905      307      183

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        922)
    -211     -974       50    1,049    1,846      888      922       34        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      5.0      0.2     72.9     94.0     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      11        2        1        6       14       17       17
```

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Updated March 26, 2010