```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      520,609
COMMITMENTS
  75,384  116,409  132,698  276,267  215,144  484,348  464,250   36,261   56,359

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      9,599)
     259    1,926    3,843    4,831    4,801    8,933   10,570      666     -971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     22.4     25.5     53.1     41.3     93.0     89.2      7.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     118      161      155       83      102      301      341
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,483,169
COMMITMENTS
 247,950  188,016  379,021  710,203  624,814  1337175  1191852  145,995  291,318

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     37,636)
  -3,501   20,451   23,917   15,800   -6,426   36,216   37,943    1,420     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     12.7     25.6     47.9     42.1     90.2     80.4      9.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      710)
     179      177      256      220      279      541      616
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       18,454
COMMITMENTS
   1,352    3,810    2,387   11,459   10,630   15,198   16,827    3,256    1,627

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        247)
    -183       -4      328      153      216      298      540      -51     -293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     20.6     12.9     62.1     57.6     82.4     91.2     17.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9       19        8       18       14       33       36
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      553,525
COMMITMENTS
  96,325   65,615  150,079  259,602  230,371  506,007  446,065   47,518  107,460

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        497)
   8,152  -23,986    1,572   -8,867   21,530      856     -883     -359    1,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     11.9     27.1     46.9     41.6     91.4     80.6      8.6     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      470)
     149      139      195      115      158      374      397
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      322,355
COMMITMENTS
  50,635   28,971   75,574  161,881  196,618  288,090  301,163   34,264   21,192

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     -1,617)
  -4,410   -1,301      608   -2,657     -747   -6,459   -1,440    4,842     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      9.0     23.4     50.2     61.0     89.4     93.4     10.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      83       50       84       64       66      197      174
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      722,096
COMMITMENTS
  52,514  152,657   42,446  495,412  382,557  590,371  577,660  131,725  144,436

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     10,181)
  12,304    2,179   -3,662    1,293   16,323    9,935   14,840      246   -4,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     21.1      5.9     68.6     53.0     81.8     80.0     18.2     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      25       36       40       72       77      120      131
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      225,957
COMMITMENTS
  47,583   32,970   46,703   97,823  116,582  192,109  196,255   33,848   29,702

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     -7,825)
  -2,287   -9,529   -2,667   -3,499    6,280   -8,453   -5,916      628   -1,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     14.6     20.7     43.3     51.6     85.0     86.9     15.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      41       55       67       62       53      153      143
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       16,803
COMMITMENTS
   3,441    3,231    1,714    8,808    9,346   13,963   14,291    2,839    2,512

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        708)
     297      342      219      319      380      835      941     -127     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     19.2     10.2     52.4     55.6     83.1     85.1     16.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      25       21       13       31       22       60       52
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      934,809
COMMITMENTS
 207,154  150,647   60,353  567,799  594,603  835,306  805,603   99,503  129,206

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      9,628)
 -36,145   -5,888   10,364   31,593    3,838    5,812    8,314    3,816    1,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     16.1      6.5     60.7     63.6     89.4     86.2     10.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      33       60       32       89      122      143      193
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    1,848,987
COMMITMENTS
 177,254  312,772  212,840  1175964  1039092  1566058  1564704  282,928  284,283

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     60,784)
  -9,387   59,933    3,551  102,060    9,823   96,224   73,307  -35,440  -12,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     16.9     11.5     63.6     56.2     84.7     84.6     15.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      44       61       70      131      147      217      236
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:      938,560
COMMITMENTS
 128,576  118,524   35,399  581,129  545,222  745,104  699,145  193,456  239,415

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    -32,354)
 -21,510   -2,767   -4,497    2,543  -16,945  -23,464  -24,209   -8,890   -8,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     12.6      3.8     61.9     58.1     79.4     74.5     20.6     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      25       28       27       69       83      107      125
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      951,193
COMMITMENTS
 118,681   88,368  273,752  516,390  531,827  908,823  893,947   42,370   57,246

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     24,251)
   8,901    4,822   12,719    4,822    7,809   26,442   25,349   -2,191   -1,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      9.3     28.8     54.3     55.9     95.5     94.0      4.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      28       32       43       63       73      113      129
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       80,656
COMMITMENTS
  30,994    9,842      784   36,181   54,015   67,959   64,640   12,697   16,015

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    -26,922)
  -3,260   -1,658   -2,144  -18,696  -22,732  -24,101  -26,535   -2,821     -387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4     12.2      1.0     44.9     67.0     84.3     80.1     15.7     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      31       15        5       23       31       56       49
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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