```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 16, 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  :   442,610:    77,602    128,797     73,456    257,038    185,307    408,096    387,560:    34,514     55,050
Old  :   225,651:    53,881    105,332     18,808    132,536     71,062    205,225    195,202:    20,426     30,449
Other:   216,959:    45,657     45,401     32,712    124,502    114,245    202,871    192,358:    14,088     24,601
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :     8,030:     5,110     -4,152      1,399        228     11,151      6,737      8,398:     1,293       -368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       29.1       16.6       58.1       41.9       92.2       87.6:       7.8       12.4
Old  :     100.0:      23.9       46.7        8.3       58.7       31.5       90.9       86.5:       9.1       13.5
Other:     100.0:      21.0       20.9       15.1       57.4       52.7       93.5       88.7:       6.5       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       101        142        136         74         98        282        299:
Old  :       345:        99        134         79         61         80        213        253:
Other:       267:        69         88         70         50         87        169        203:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.1       14.4       41.0       21.8       24.0       11.2       39.2       17.0
Old  :                 33.1       11.6       47.6       19.7       32.7       11.6       47.2       19.5
Other:                 30.2       22.4       42.3       33.3       28.4       19.4       39.3       28.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 16, 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  : 1,173,842:   257,594    168,558    171,201    618,777    566,864  1,047,572    906,623:   126,270    267,219
Old  :   860,386:   179,596    191,202    105,932    474,564    392,367    760,092    689,501:   100,294    170,885
Other:   313,456:   130,309     29,667     12,958    144,213    174,497    287,480    217,122:    25,976     96,334
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :    28,207:     1,575         14     26,279      1,792      5,805     29,646     32,098:    -1,439     -3,891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       14.4       14.6       52.7       48.3       89.2       77.2:      10.8       22.8
Old  :     100.0:      20.9       22.2       12.3       55.2       45.6       88.3       80.1:      11.7       19.9
Other:     100.0:      41.6        9.5        4.1       46.0       55.7       91.7       69.3:       8.3       30.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       673:       173        137        210        200        261        493        550:
Old  :       653:       157        168        174        191        242        454        507:
Other:       459:       110         82         49         81        222        214        338:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       12.8       26.6       17.9       16.9       11.8       25.6       16.1
Old  :                 22.3       12.7       32.5       18.9       22.2       11.9       32.0       17.4
Other:                 26.3       16.4       37.4       23.0       26.2       16.2       36.7       22.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 16, 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  :    13,997:     2,959      2,404        181      8,136      9,875     11,276     12,460:     2,721      1,537
Old  :    10,045:     2,643      2,146        110      4,723      6,477      7,476      8,733:     2,569      1,312
Other:     3,952:       316        258         71      3,413      3,398      3,800      3,727:       152        225
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :       264:       124         75        113       -613       -285       -376        -97:       640        361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       17.2        1.3       58.1       70.6       80.6       89.0:      19.4       11.0
Old  :     100.0:      26.3       21.4        1.1       47.0       64.5       74.4       86.9:      25.6       13.1
Other:     100.0:       8.0        6.5        1.8       86.4       86.0       96.2       94.3:       3.8        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        13         12          3         17         14         31         29:
Old  :        44:        13         11          2         14         10         28         23:
Other:        21:         4          1          2          8         10         13         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       54.4       56.5       70.7       34.6       50.8       50.3       66.9
Old  :                 40.3       58.2       56.4       74.3       40.3       58.1       56.4       74.2
Other:                 67.7       65.2       93.6       86.3       64.3       65.2       83.9       83.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 16, 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  :   482,183:    94,637     75,034     85,679    255,952    224,404    436,268    385,117:    45,915     97,066
Old  :   363,253:    82,522     63,111     53,555    190,644    183,000    326,721    299,666:    36,532     63,587
Other:   118,930:    38,446     38,254      5,793     65,308     41,404    109,547     85,451:     9,383     33,479
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :     3,464:     1,276    -13,175      3,880     -6,217     10,036     -1,061        741:     4,525      2,723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       15.6       17.8       53.1       46.5       90.5       79.9:       9.5       20.1
Old  :     100.0:      22.7       17.4       14.7       52.5       50.4       89.9       82.5:      10.1       17.5
Other:     100.0:      32.3       32.2        4.9       54.9       34.8       92.1       71.8:       7.9       28.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       428:       116        125        161        104        140        333        349:
Old  :       417:       123        125        122         98        133        299        321:
Other:       264:        60         79         29         51        102        128        196:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       16.4       28.6       22.7       17.0       15.4       25.8       20.2
Old  :                 20.8       20.0       31.1       27.2       20.6       18.3       30.6       24.4
Other:                 36.4       16.3       48.7       24.8       35.6       15.7       47.7       24.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, February 16, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,970:    11,571        715        683         79      1,833     12,333      3,231:     2,637     11,739
Old  :     6,403:     3,877        970        404         79        380      4,360      1,754:     2,043      4,649
Other:     8,567:     7,949          0         24          0      1,453      7,973      1,477:       594      7,090
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :      -215:        20       -125        111         -4         52        127         38:      -342       -253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.3        4.8        4.6        0.5       12.2       82.4       21.6:      17.6       78.4
Old  :     100.0:      60.5       15.1        6.3        1.2        5.9       68.1       27.4:      31.9       72.6
Other:     100.0:      92.8        0.0        0.3        0.0       17.0       93.1       17.2:       6.9       82.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        12          2          9          2          6         15         16:
Old  :        20:        11          3          6          2          6         13         15:
Other:        18:        12          0          3          0          6         12          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       13.4       73.2       18.8       54.5       11.7       71.5       16.5
Old  :                 49.8       21.4       64.1       26.4       47.0       20.0       58.2       20.9
Other:                 60.8       13.2       84.5       17.2       60.8       13.2       84.2       17.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 16, 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  :   289,899:    52,122     32,910     59,916    149,376    173,521    261,414    266,347:    28,485     23,552
Old  :   252,741:    41,308     36,999     48,592    137,912    145,906    227,812    231,497:    24,929     21,244
Other:    37,158:    17,777      2,874      4,361     11,464     27,615     33,602     34,850:     3,556      2,308
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :       -37:     1,119     -7,144      1,632     -1,659      8,239      1,092      2,727:    -1,129     -2,764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       11.4       20.7       51.5       59.9       90.2       91.9:       9.8        8.1
Old  :     100.0:      16.3       14.6       19.2       54.6       57.7       90.1       91.6:       9.9        8.4
Other:     100.0:      47.8        7.7       11.7       30.9       74.3       90.4       93.8:       9.6        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        69         63         87         60         61        185        182:
Old  :       238:        63         75         81         59         58        178        175:
Other:        85:        32         15         18         25         19         64         47:
     :----------------------------------------------------------------------------------------------------
     :             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       26.4       31.8       38.4       16.3       23.9       24.7       34.2
Old  :                 20.2       23.2       34.3       36.1       18.3       22.8       29.0       32.3
Other:                 34.1       54.2       55.8       69.9       33.5       52.5       52.3       66.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 16, 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  :   667,028:    42,281    150,109      9,158    495,529    364,797    546,968    524,064:   120,060    142,964
Old  :   667,028:    42,281    150,109      9,158    495,529    364,797    546,968    524,064:   120,060    142,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :    -3,810:      -273        359        889      1,042     -7,700      1,658     -6,452:    -5,468      2,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       22.5        1.4       74.3       54.7       82.0       78.6:      18.0       21.4
Old  :     100.0:       6.3       22.5        1.4       74.3       54.7       82.0       78.6:      18.0       21.4
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  :       149:        21         30         15         68         74         99        109:
Old  :       149:        21         30         15         68         74         99        109:
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  :                 21.0       20.6       34.3       29.8       17.3       19.4       30.1       28.1
Old  :                 21.0       20.6       34.3       29.8       17.3       19.4       30.1       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, February 16, 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  :     8,274:        55        382         92      7,902      7,625      8,049      8,099:       225        175
Old  :     8,274:        55        382         92      7,902      7,625      8,049      8,099:       225        175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :       167:         0         46        -21        203        187        182        212:       -15        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        4.6        1.1       95.5       92.2       97.3       97.9:       2.7        2.1
Old  :     100.0:       0.7        4.6        1.1       95.5       92.2       97.3       97.9:       2.7        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          3          1         17         19         19         22:
Old  :        23:         1          3          1         17         19         19         22:
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  :                 73.4       72.3       84.7       85.0       20.3       20.2       26.7       27.3
Old  :                 73.4       72.3       84.7       85.0       20.3       20.2       26.7       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, February 16, 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  :   206,310:    55,259     31,857     27,768     91,377    119,225    174,404    178,850:    31,906     27,460
Old  :   172,869:    47,370     26,652     22,887     74,971     98,966    145,228    148,505:    27,641     24,364
Other:    33,441:     9,217      6,533      3,553     16,406     20,259     29,176     30,345:     4,265      3,096
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :     4,885:     2,116         98        195      1,332      6,124      3,643      6,417:     1,242     -1,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       15.4       13.5       44.3       57.8       84.5       86.7:      15.5       13.3
Old  :     100.0:      27.4       15.4       13.2       43.4       57.2       84.0       85.9:      16.0       14.1
Other:     100.0:      27.6       19.5       10.6       49.1       60.6       87.2       90.7:      12.8        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        50         37         53         61         52        146        123:
Old  :       169:        55         36         52         60         50        142        121:
Other:        74:        15         19         15         33         15         58         41:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       36.6       27.0       47.6       16.6       31.1       26.5       38.8
Old  :                 16.4       35.7       27.3       45.6       16.1       28.7       26.7       36.6
Other:                 31.9       53.4       50.1       67.8       31.9       51.0       49.8       64.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 16, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    16,175:     4,899      1,413        692      7,383     12,599     12,974     14,704:     3,201      1,471
Old  :    14,091:     4,897      1,421        426      5,920     11,157     11,243     13,004:     2,848      1,087
Other:     2,084:       123        113        145      1,463      1,442      1,731      1,700:       353        384
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :       510:       184        202         80        102        183        366        465:       144         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        8.7        4.3       45.6       77.9       80.2       90.9:      19.8        9.1
Old  :     100.0:      34.8       10.1        3.0       42.0       79.2       79.8       92.3:      20.2        7.7
Other:     100.0:       5.9        5.4        7.0       70.2       69.2       83.1       81.6:      16.9       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        26          7         10         29         22         61         39:
Old  :        76:        26          9          8         26         21         57         36:
Other:        27:         4          1          6         10         13         18         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       59.8       34.9       72.4       20.9       56.2       34.4       66.2
Old  :                 22.7       63.6       37.6       76.1       22.7       61.0       36.8       69.9
Other:                 60.4       48.5       72.3       67.3       60.4       47.5       69.8       64.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 16, 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  : 1,010,873:   321,275    136,650     48,343    543,694    700,200    913,312    885,193:    97,561    125,680
Old  : 1,010,873:   321,275    136,650     48,343    543,694    700,200    913,312    885,193:    97,561    125,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :    15,610:   -10,255      9,105      5,150     15,760     -4,850     10,655      9,405:     4,955      6,205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       13.5        4.8       53.8       69.3       90.3       87.6:       9.7       12.4
Old  :     100.0:      31.8       13.5        4.8       53.8       69.3       90.3       87.6:       9.7       12.4
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  :       238:        41         51         20         78        123        131        182:
Old  :       238:        41         51         20         78        123        131        182:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       21.1       42.0       27.4       30.5       17.6       38.3       22.9
Old  :                 32.8       21.1       42.0       27.4       30.5       17.6       38.3       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, February 16, 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  : 1,433,093:   164,972    309,807     60,764    939,833    783,246  1,165,569  1,153,817:   267,524    279,276
Old  : 1,433,093:   164,972    309,807     60,764    939,833    783,246  1,165,569  1,153,817:   267,524    279,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :    22,702:    18,325     21,857      2,841      4,976     12,719     26,142     37,417:    -3,440    -14,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       21.6        4.2       65.6       54.7       81.3       80.5:      18.7       19.5
Old  :     100.0:      11.5       21.6        4.2       65.6       54.7       81.3       80.5:      18.7       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        42         52         40        111        116        177        184:
Old  :       255:        42         52         40        111        116        177        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  :                 28.2       21.8       35.8       31.7       24.9       16.6       31.1       23.9
Old  :                 28.2       21.8       35.8       31.7       24.9       16.6       31.1       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, February 16, 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  :   950,138:   133,131    148,271     20,824    592,224    571,216    746,179    740,311:   203,959    209,827
Old  :   950,138:   133,131    148,271     20,824    592,224    571,216    746,179    740,311:   203,959    209,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :     9,144:    -2,712     14,469      5,040     -3,229     -9,850       -901      9,659:    10,045       -515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       15.6        2.2       62.3       60.1       78.5       77.9:      21.5       22.1
Old  :     100.0:      14.0       15.6        2.2       62.3       60.1       78.5       77.9:      21.5       22.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        18         32         12         67         78         92        115:
Old  :       150:        18         32         12         67         78         92        115:
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       18.2       34.8       28.5       16.2       13.6       26.8       21.4
Old  :                 21.9       18.2       34.8       28.5       16.2       13.6       26.8       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, February 16, 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  :   590,370:    67,176     72,089     71,205    415,350    407,247    553,731    550,541:    36,639     39,829
Old  :   590,370:    67,176     72,089     71,205    415,350    407,247    553,731    550,541:    36,639     39,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :    39,064:     4,730      3,384     10,749     23,664     28,228     39,143     42,361:       -79     -3,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       12.2       12.1       70.4       69.0       93.8       93.3:       6.2        6.7
Old  :     100.0:      11.4       12.2       12.1       70.4       69.0       93.8       93.3:       6.2        6.7
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  :       125:        17         32         30         60         61         97        109:
Old  :       125:        17         32         30         60         61         97        109:
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  :                 37.3       30.9       49.8       41.1       27.9       12.7       33.1       18.8
Old  :                 37.3       30.9       49.8       41.1       27.9       12.7       33.1       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, February 16, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    14,149:     2,646      1,845          3      8,976      9,117     11,625     10,965:     2,524      3,184
Old  :    14,149:     2,646      1,845          3      8,976      9,117     11,625     10,965:     2,524      3,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :       572:        40         19          2        500        500        542        521:        30         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       13.0        0.0       63.4       64.4       82.2       77.5:      17.8       22.5
Old  :     100.0:      18.7       13.0        0.0       63.4       64.4       82.2       77.5:      17.8       22.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          4          1          7          9         12         13:
Old  :        24:         4          4          1          7          9         12         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  :                 60.0       49.2       75.7       65.6       60.0       49.2       75.7       65.6
Old  :                 60.0       49.2       75.7       65.6       60.0       49.2       75.7       65.6
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, February 16, 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  :    65,138:    18,074     12,783        743     33,939     40,187     52,756     53,713:    12,382     11,425
Old  :    65,138:    18,074     12,783        743     33,939     40,187     52,756     53,713:    12,382     11,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :     3,828:         3      4,985        300      3,560     -1,375      3,863      3,910:       -35        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       19.6        1.1       52.1       61.7       81.0       82.5:      19.0       17.5
Old  :     100.0:      27.7       19.6        1.1       52.1       61.7       81.0       82.5:      19.0       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        30         18          8         28         32         61         55:
Old  :        96:        30         18          8         28         32         61         55:
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  :                 23.5       31.2       36.5       47.5       23.5       29.5       36.1       44.9
Old  :                 23.5       31.2       36.5       47.5       23.5       29.5       36.1       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, February 16, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,683:     8,374     12,563          0      3,911        117     12,285     12,680:       398          3
Old  :    12,683:     8,374     12,563          0      3,911        117     12,285     12,680:       398          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :        12:      -128          7          0        140         27         12         34:         0        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.0       99.1        0.0       30.8        0.9       96.9      100.0:       3.1        0.0
Old  :     100.0:      66.0       99.1        0.0       30.8        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  :                 73.8       98.5       92.2      100.0       73.8       98.5       92.2      100.0
Old  :                 73.8       98.5       92.2      100.0       73.8       98.5       92.2      100.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, February 16, 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  :    10,354:       426      1,686        792      8,992      7,785     10,210     10,263:       144         91
Old  :    10,354:       426      1,686        792      8,992      7,785     10,210     10,263:       144         91
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :       972:      -284        370        554        726        121        996      1,045:       -24        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       16.3        7.6       86.8       75.2       98.6       99.1:       1.4        0.9
Old  :     100.0:       4.1       16.3        7.6       86.8       75.2       98.6       99.1:       1.4        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         5          9          2         15         15         21         25:
Old  :        40:         5          9          2         15         15         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       59.6       85.0       79.5       56.7       54.4       71.5       68.0
Old  :                 56.7       59.6       85.0       79.5       56.7       54.4       71.5       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, February 16, 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  :    19,412:     7,039      1,568          0     12,162     17,696     19,201     19,264:       211        148
Old  :    19,412:     7,039      1,568          0     12,162     17,696     19,201     19,264:       211        148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :     1,333:     1,651        760          0       -347        566      1,304      1,326:        29          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        8.1        0.0       62.7       91.2       98.9       99.2:       1.1        0.8
Old  :     100.0:      36.3        8.1        0.0       62.7       91.2       98.9       99.2:       1.1        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         9          4          0          9         15         18         19:
Old  :        35:         9          4          0          9         15         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.1       59.8       91.0       81.3       69.1       59.8       91.0       79.5
Old  :                 69.1       59.8       91.0       81.3       69.1       59.8       91.0       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 19, 2010