```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      492,782
COMMITMENTS
  76,715  113,245  115,751  264,619  207,079  457,086  436,076   35,696   56,707

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -54,186)
  -2,230   -4,145  -29,544  -18,976  -16,944  -50,749  -50,633   -3,437   -3,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     23.0     23.5     53.7     42.0     92.8     88.5      7.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     106      142      140       79       99      284      309
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,385,976
COMMITMENTS
 243,167  149,482  317,507  680,282  625,122  1240957  1092111  145,019  293,865

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:   -127,841)
   2,876  -17,697  -83,285  -44,414  -18,162 -124,822 -119,144   -3,019   -8,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     10.8     22.9     49.1     45.1     89.5     78.8     10.5     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      655)
     158      137      226      232      277      524      564
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,713
COMMITMENTS
   1,283    2,422    1,450   10,077   10,007   12,809   13,879    2,903    1,834

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:         35)
    -219       16     -275      410       81      -84     -177      119      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     15.4      9.2     64.1     63.7     81.5     88.3     18.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8       15        3       18       13       28       29
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      547,226
COMMITMENTS
  89,511   70,332  136,234  270,083  238,806  495,828  445,371   51,397  101,855

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -61,113)
  -3,214   -8,671  -37,643  -19,891  -10,198  -60,747  -56,512     -365   -4,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     12.9     24.9     49.4     43.6     90.6     81.4      9.4     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     135      126      169      115      151      349      372
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       13,470
COMMITMENTS
  10,349      370      516       78    1,713   10,943    2,599    2,527   10,871

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -1,500)
  -1,222     -345     -167       -1     -120   -1,390     -632     -110     -868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.8      2.7      3.8      0.6     12.7     81.2     19.3     18.8     80.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      12        2       10        2        6       15       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      324,979
COMMITMENTS
  49,339   30,217   80,541  164,296  190,184  294,176  300,942   30,802   24,036

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -11,864)
  -1,466   -3,131   -3,647   -7,211   -4,799  -12,325  -11,577      461     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      9.3     24.8     50.6     58.5     90.5     92.6      9.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      69       61       95       61       63      197      190
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      753,585
COMMITMENTS
  50,275  151,562   36,751  531,045  371,968  618,071  560,281  135,514  193,304

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     12,466)
   5,676     -546   -9,644   17,615  -12,448   13,647  -22,638   -1,181   35,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     20.1      4.9     70.5     49.4     82.0     74.3     18.0     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      27       29       34       71       76      117      120
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,397
COMMITMENTS
      93      343      131    8,016    7,808    8,240    8,282      157      115

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        123)
      38      -39       39      114      183      191      183      -68      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      4.1      1.6     95.5     93.0     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        2       18       19       22       23
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      224,551
COMMITMENTS
  53,875   25,340   40,061   95,014  130,641  188,950  196,042   35,601   28,509

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     -7,049)
    -884   -5,260   -1,756   -5,277    1,012   -7,917   -6,004      868   -1,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     11.3     17.8     42.3     58.2     84.1     87.3     15.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      48       43       60       61       53      154      129
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,028
COMMITMENTS
   3,615    1,537    1,715    8,342   11,459   13,672   14,712    3,355    2,316

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:       -160)
    -888      100      217      432   -1,231     -239     -914       79      754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      9.0     10.1     49.0     67.3     80.3     86.4     19.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      28       10       19       32       21       69       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,003,028
COMMITMENTS
 269,338  133,815   35,100  583,272  691,472  887,710  860,387  115,317  142,641

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -58,267)
 -47,547    8,927  -52,542   27,420  -26,737  -72,669  -70,352   14,402   12,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     13.3      3.5     58.2     68.9     88.5     85.8     11.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      41       42       28       91      128      143      187
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,624,418
COMMITMENTS
 110,419  223,521  209,390  1004776  886,756  1324584  1319666  299,833  304,751

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:   -189,446)
 -57,250  -46,215  -22,814 -125,429 -126,142 -205,494 -195,172   16,047    5,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     13.8     12.9     61.9     54.6     81.5     81.2     18.5     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      37       54       62      112      119      188      198
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      948,861
COMMITMENTS
 110,834  101,085   39,096  587,182  575,932  737,112  716,113  211,748  232,748

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:    -52,485)
 -18,842  -45,471   -9,493  -24,597  -10,292  -52,932  -65,256      447   12,771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     10.7      4.1     61.9     60.7     77.7     75.5     22.3     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      23       22       21       70       77      103      110
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,015,346
COMMITMENTS
  77,165   77,390  325,523  567,558  559,014  970,247  961,927   45,099   53,419

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:     71,854)
   9,493    6,485   20,377   37,351   36,053   67,220   62,915    4,634    8,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      7.6     32.1     55.9     55.1     95.6     94.7      4.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      27       37       48       68       69      122      131
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       14,343
COMMITMENTS
   3,357    1,497        3    8,668    9,633   12,028   11,133    2,315    3,210

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        123)
     711     -348        0     -310      511      401      163     -278      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     10.4      0.0     60.4     67.2     83.9     77.6     16.1     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        1        7        9       13       12
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       74,239
COMMITMENTS
  26,863   11,606    1,157   33,353   50,139   61,373   62,902   12,867   11,337

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      5,416)
   9,443   -1,177     -569   -3,632    7,613    5,241    5,867      174     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2     15.6      1.6     44.9     67.5     82.7     84.7     17.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      31       17       11       25       29       59       54
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,683
COMMITMENTS
   8,418   12,563        0    3,866      117   12,284   12,680      399        3

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:          0)
      44        0        0      -45        0       -1        0        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.4     99.1      0.0     30.5      0.9     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        5        0        3        2       14        7
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,031
COMMITMENTS
   1,052    1,235      209    9,730    9,433   10,991   10,877       40      154

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:        677)
     626     -451     -583      738    1,648      781      614     -104       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     11.2      1.9     88.2     85.5     99.6     98.6      0.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        8        2       14       15       19       25
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       23,144
COMMITMENTS
   4,683      908        0   18,256   20,617   22,939   21,525      205    1,619

CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST:      3,732)
  -2,356     -660        0    6,094    2,921    3,738    2,261       -6    1,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      3.9      0.0     78.9     89.1     99.1     93.0      0.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        4        0        9       15       17       19
```

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Updated February 26, 2010