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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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  :   520,609:    75,384    116,409    132,698    276,267    215,144    484,348    464,250:    36,261     56,359
Old  :   195,601:    42,735     85,365     24,225    112,650     62,229    179,611    171,820:    15,991     23,782
Other:   325,008:    52,599     50,995     88,521    163,617    152,914    304,738    292,430:    20,270     32,578
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     9,599:       259      1,926      3,843      4,831      4,801      8,933     10,570:       666       -971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       22.4       25.5       53.1       41.3       93.0       89.2:       7.0       10.8
Old  :     100.0:      21.8       43.6       12.4       57.6       31.8       91.8       87.8:       8.2       12.2
Other:     100.0:      16.2       15.7       27.2       50.3       47.0       93.8       90.0:       6.2       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       417:       118        161        155         83        102        301        341:
Old  :       332:       101        130         78         53         75        197        241:
Other:       325:        94        103        114         74         99        238        263:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       14.1       37.1       21.6       22.0       11.2       35.1       16.8
Old  :                 37.1       12.6       48.6       21.9       37.1       11.6       48.5       20.3
Other:                 24.4       16.9       33.2       26.2       22.2       13.8       30.5       19.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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  : 1,483,169:   247,950    188,016    379,021    710,203    624,814  1,337,175  1,191,852:   145,995    291,318
Old  : 1,009,697:   163,527    231,326    228,653    512,686    385,782    904,867    845,761:   104,830    163,937
Other:   473,472:   159,299     31,566     75,492    197,517    239,033    432,308    346,091:    41,164    127,381
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    37,636:    -3,501     20,451     23,917     15,800     -6,426     36,216     37,943:     1,420       -307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       12.7       25.6       47.9       42.1       90.2       80.4:       9.8       19.6
Old  :     100.0:      16.2       22.9       22.6       50.8       38.2       89.6       83.8:      10.4       16.2
Other:     100.0:      33.6        6.7       15.9       41.7       50.5       91.3       73.1:       8.7       26.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       710:       179        177        256        220        279        541        616:
Old  :       684:       148        212        217        208        260        496        569:
Other:       507:       144         81        134        114        239        309        411:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       11.4       23.5       16.0       14.2        8.5       21.6       11.8
Old  :                 19.4       10.7       28.4       16.5       18.7        8.5       27.6       13.6
Other:                 19.4       14.4       28.7       20.3       18.7       12.9       27.0       17.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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  :    18,454:     1,352      3,810      2,387     11,459     10,630     15,198     16,827:     3,256      1,627
Old  :    11,489:     1,176      4,274        696      6,962      5,122      8,834     10,092:     2,655      1,397
Other:     6,965:     1,102        463        764      4,497      5,508      6,364      6,735:       602        230
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :       247:      -183         -4        328        153        216        298        540:       -51       -293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       20.6       12.9       62.1       57.6       82.4       91.2:      17.6        8.8
Old  :     100.0:      10.2       37.2        6.1       60.6       44.6       76.9       87.8:      23.1       12.2
Other:     100.0:      15.8        6.6       11.0       64.6       79.1       91.4       96.7:       8.6        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         9         19          8         18         14         33         36:
Old  :        47:        11         17          5         15          6         28         26:
Other:        27:         5          5          6         11         12         19         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  :                 35.2       48.6       55.4       67.1       29.8       37.5       41.3       50.3
Old  :                 34.9       55.3       53.8       70.2       34.9       45.3       50.9       60.0
Other:                 60.9       65.4       79.9       82.3       44.9       51.3       59.7       64.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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  :   553,525:    96,325     65,615    150,079    259,602    230,371    506,007    446,065:    47,518    107,460
Old  :   372,136:    72,391     57,056     85,056    179,382    171,540    336,829    313,652:    35,307     58,484
Other:   181,389:    55,333     39,957     33,624     80,220     58,831    169,177    132,413:    12,211     48,976
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :       497:     8,152    -23,986      1,572     -8,867     21,530        856       -883:      -359      1,380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       11.9       27.1       46.9       41.6       91.4       80.6:       8.6       19.4
Old  :     100.0:      19.5       15.3       22.9       48.2       46.1       90.5       84.3:       9.5       15.7
Other:     100.0:      30.5       22.0       18.5       44.2       32.4       93.3       73.0:       6.7       27.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       470:       149        139        195        115        158        374        397:
Old  :       453:       135        147        162        105        152        330        375:
Other:       315:        90         85         84         67        121        203        244:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       14.8       26.2       21.8       14.4       12.2       22.7       17.9
Old  :                 20.0       19.5       30.0       28.2       19.5       17.9       29.1       24.4
Other:                 27.3       12.8       38.0       20.1       26.2       10.6       34.9       15.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,175:    14,051      1,792        496         73      2,025     14,620      4,313:     2,555     12,862
Old  :     6,528:     4,409      1,767        178         73        296      4,660      2,241:     1,868      4,287
Other:    10,647:     9,927        310         33          0      1,729      9,960      2,072:       687      8,575
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     2,399:     2,228        657         46         -5        179      2,269        882:       130      1,517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.8       10.4        2.9        0.4       11.8       85.1       25.1:      14.9       74.9
Old  :     100.0:      67.5       27.1        2.7        1.1        4.5       71.4       34.3:      28.6       65.7
Other:     100.0:      93.2        2.9        0.3        0.0       16.2       93.5       19.5:       6.5       80.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        15          6         12          2          6         21         20:
Old  :        26:        14          7          7          2          4         17         17:
Other:        23:        14          3          4          0          6         15         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.8       11.2       71.1       18.8       55.3       10.7       70.2       17.7
Old  :                 43.9       22.5       61.7       31.6       42.5       22.5       60.3       31.2
Other:                 63.1       12.4       84.3       18.9       63.1       12.4       84.1       18.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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  :   322,355:    50,635     28,971     75,574    161,881    196,618    288,090    301,163:    34,264     21,192
Old  :   260,776:    42,491     35,130     54,949    133,768    152,707    231,207    242,786:    29,569     17,990
Other:    61,579:    18,242      3,938     10,528     28,113     43,911     56,883     58,377:     4,696      3,201
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    -1,617:    -4,410     -1,301        608     -2,657       -747     -6,459     -1,440:     4,842       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        9.0       23.4       50.2       61.0       89.4       93.4:      10.6        6.6
Old  :     100.0:      16.3       13.5       21.1       51.3       58.6       88.7       93.1:      11.3        6.9
Other:     100.0:      29.6        6.4       17.1       45.7       71.3       92.4       94.8:       7.6        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        83         50         84         64         66        197        174:
Old  :       234:        84         56         75         61         63        184        169:
Other:       105:        32         21         34         38         30         88         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       32.1       29.2       41.2       16.0       26.3       23.0       33.1
Old  :                 19.0       28.5       31.9       36.9       18.3       23.5       27.1       30.1
Other:                 27.6       54.2       44.4       67.4       25.7       49.2       37.3       57.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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  :   722,096:    52,514    152,657     42,446    495,412    382,557    590,371    577,660:   131,725    144,436
Old  :   722,096:    52,514    152,657     42,446    495,412    382,557    590,371    577,660:   131,725    144,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    10,181:    12,304      2,179     -3,662      1,293     16,323      9,935     14,840:       246     -4,659
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       21.1        5.9       68.6       53.0       81.8       80.0:      18.2       20.0
Old  :     100.0:       7.3       21.1        5.9       68.6       53.0       81.8       80.0:      18.2       20.0
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  :       159:        25         36         40         72         77        120        131:
Old  :       159:        25         36         40         72         77        120        131:
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  :                 20.9       18.4       33.3       27.0       18.6       18.3       30.8       26.3
Old  :                 20.9       18.4       33.3       27.0       18.6       18.3       30.8       26.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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  :    89,509:     4,763     17,441        540     51,667     50,736     56,970     68,717:    32,539     20,792
Old  :    89,509:     4,763     17,441        540     51,667     50,736     56,970     68,717:    32,539     20,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     6,719:       921      2,377       -437      3,255      6,087      3,739      8,027:     2,980     -1,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       19.5        0.6       57.7       56.7       63.6       76.8:      36.4       23.2
Old  :     100.0:       5.3       19.5        0.6       57.7       56.7       63.6       76.8:      36.4       23.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          5          1         13         11         15         16:
Old  :        22:         1          5          1         13         11         15         16:
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  :                 42.6       54.2       55.8       66.9       41.0       54.0       53.6       65.9
Old  :                 42.6       54.2       55.8       66.9       41.0       54.0       53.6       65.9
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 with Delta-adjusted Options and Futures Combined, March 23, 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  :     8,267:       298        300        173      7,491      7,573      7,962      8,046:       305        221
Old  :     8,267:       298        300        173      7,491      7,573      7,962      8,046:       305        221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :       -65:        10        -92         43        -66         11        -13        -38:       -52        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        3.6        2.1       90.6       91.6       96.3       97.3:       3.7        2.7
Old  :     100.0:       3.6        3.6        2.1       90.6       91.6       96.3       97.3:       3.7        2.7
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  :        26:         3          6          3         17         14         23         20:
Old  :        26:         3          6          3         17         14         23         20:
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  :                 55.8       79.1       74.3       86.8       21.0       28.7       32.2       34.5
Old  :                 55.8       79.1       74.3       86.8       21.0       28.7       32.2       34.5
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 with Delta-adjusted Options and Futures Combined, March 23, 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  :   225,957:    47,583     32,970     46,703     97,823    116,582    192,109    196,255:    33,848     29,702
Old  :   173,780:    43,358     21,107     32,512     70,659     95,568    146,530    149,188:    27,250     24,592
Other:    52,177:     9,833     17,471      8,583     27,164     21,014     45,579     47,067:     6,598      5,110
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    -7,825:    -2,287     -9,529     -2,667     -3,499      6,280     -8,453     -5,916:       628     -1,910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       14.6       20.7       43.3       51.6       85.0       86.9:      15.0       13.1
Old  :     100.0:      25.0       12.1       18.7       40.7       55.0       84.3       85.8:      15.7       14.2
Other:     100.0:      18.8       33.5       16.4       52.1       40.3       87.4       90.2:      12.6        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        41         55         67         62         53        153        143:
Old  :       179:        51         50         63         61         49        147        135:
Other:       102:        23         27         29         40         25         79         68:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       33.8       23.5       43.6       13.1       28.5       21.4       35.7
Old  :                 14.6       36.7       25.4       45.1       13.5       31.8       23.8       39.2
Other:                 22.5       40.0       36.3       53.7       22.5       36.8       35.2       50.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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  :    16,803:     3,441      3,231      1,714      8,808      9,346     13,963     14,291:     2,839      2,512
Old  :    13,312:     3,460      3,127      1,274      6,337      7,090     11,070     11,490:     2,242      1,822
Other:     3,491:        64        188        357      2,472      2,256      2,893      2,801:       598        690
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :       708:       297        342        219        319        380        835        941:      -127       -233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       19.2       10.2       52.4       55.6       83.1       85.1:      16.9       14.9
Old  :     100.0:      26.0       23.5        9.6       47.6       53.3       83.2       86.3:      16.8       13.7
Other:     100.0:       1.8        5.4       10.2       70.8       64.6       82.9       80.2:      17.1       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        25         21         13         31         22         60         52:
Old  :        82:        25         21         10         30         18         59         45:
Other:        35:         4          7          7         12         15         19         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.2       39.5       40.1       51.8       25.3       32.6       37.9       44.4
Old  :                 24.5       42.5       39.8       55.5       23.0       35.1       36.7       47.1
Other:                 63.3       41.2       74.3       58.7       61.1       39.4       67.3       55.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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  :   934,809:   207,154    150,647     60,353    567,799    594,603    835,306    805,603:    99,503    129,206
Old  :   934,809:   207,154    150,647     60,353    567,799    594,603    835,306    805,603:    99,503    129,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :     9,628:   -36,145     -5,888     10,364     31,593      3,838      5,812      8,314:     3,816      1,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       16.1        6.5       60.7       63.6       89.4       86.2:      10.6       13.8
Old  :     100.0:      22.2       16.1        6.5       60.7       63.6       89.4       86.2:      10.6       13.8
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  :       244:        33         60         32         89        122        143        193:
Old  :       244:        33         60         32         89        122        143        193:
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  :                 35.1       18.9       44.6       26.0       34.9       17.5       43.0       23.6
Old  :                 35.1       18.9       44.6       26.0       34.9       17.5       43.0       23.6
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 with Delta-adjusted Options and Futures Combined, March 23, 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  : 1,848,987:   177,254    312,772    212,840  1,175,964  1,039,092  1,566,058  1,564,704:   282,928    284,283
Old  : 1,848,987:   177,254    312,772    212,840  1,175,964  1,039,092  1,566,058  1,564,704:   282,928    284,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    60,784:    -9,387     59,933      3,551    102,060      9,823     96,224     73,307:   -35,440    -12,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       16.9       11.5       63.6       56.2       84.7       84.6:      15.3       15.4
Old  :     100.0:       9.6       16.9       11.5       63.6       56.2       84.7       84.6:      15.3       15.4
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  :       271:        44         61         70        131        147        217        236:
Old  :       271:        44         61         70        131        147        217        236:
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  :                 27.4       18.0       35.8       26.5       23.0       12.8       27.3       18.2
Old  :                 27.4       18.0       35.8       26.5       23.0       12.8       27.3       18.2
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 with Delta-adjusted Options and Futures Combined, March 23, 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  :   938,560:   128,576    118,524     35,399    581,129    545,222    745,104    699,145:   193,456    239,415
Old  :   938,560:   128,576    118,524     35,399    581,129    545,222    745,104    699,145:   193,456    239,415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :   -32,354:   -21,510     -2,767     -4,497      2,543    -16,945    -23,464    -24,209:    -8,890     -8,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       12.6        3.8       61.9       58.1       79.4       74.5:      20.6       25.5
Old  :     100.0:      13.7       12.6        3.8       61.9       58.1       79.4       74.5:      20.6       25.5
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  :       153:        25         28         27         69         83        107        125:
Old  :       153:        25         28         27         69         83        107        125:
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  :                 23.3       15.8       34.9       25.1       17.1       11.6       26.9       18.2
Old  :                 23.3       15.8       34.9       25.1       17.1       11.6       26.9       18.2
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 with Delta-adjusted Options and Futures Combined, March 23, 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  :   951,193:   118,681     88,368    273,752    516,390    531,827    908,823    893,947:    42,370     57,246
Old  :   951,193:   118,681     88,368    273,752    516,390    531,827    908,823    893,947:    42,370     57,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :    24,251:     8,901      4,822     12,719      4,822      7,809     26,442     25,349:    -2,191     -1,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        9.3       28.8       54.3       55.9       95.5       94.0:       4.5        6.0
Old  :     100.0:      12.5        9.3       28.8       54.3       55.9       95.5       94.0:       4.5        6.0
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  :       139:        28         32         43         63         73        113        129:
Old  :       139:        28         32         43         63         73        113        129:
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  :                 27.7       23.6       41.6       37.9       18.1        9.4       22.7       13.7
Old  :                 27.7       23.6       41.6       37.9       18.1        9.4       22.7       13.7
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 with Delta-adjusted Options and Futures Combined, March 23, 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  :    80,656:    30,994      9,842        784     36,181     54,015     67,959     64,640:    12,697     16,015
Old  :    80,656:    30,994      9,842        784     36,181     54,015     67,959     64,640:    12,697     16,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :   -26,922:    -3,260     -1,658     -2,144    -18,696    -22,732    -24,101    -26,535:    -2,821       -387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       12.2        1.0       44.9       67.0       84.3       80.1:      15.7       19.9
Old  :     100.0:      38.4       12.2        1.0       44.9       67.0       84.3       80.1:      15.7       19.9
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  :        91:        31         15          5         23         31         56         49:
Old  :        91:        31         15          5         23         31         56         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       30.8       40.2       49.7       25.2       30.8       40.2       49.7
Old  :                 25.3       30.8       40.2       49.7       25.2       30.8       40.2       49.7
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 with Delta-adjusted Options and Futures Combined, March 23, 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  :    14,367:     2,747      1,039          2     11,353     13,067     14,102     14,108:       265        259
Old  :    14,367:     2,747      1,039          2     11,353     13,067     14,102     14,108:       265        259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :       425:       207         30          2        186        391        395        423:        30          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        7.2        0.0       79.0       91.0       98.2       98.2:       1.8        1.8
Old  :     100.0:      19.1        7.2        0.0       79.0       91.0       98.2       98.2:       1.8        1.8
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  :        40:         5         11          1          9         17         14         29:
Old  :        40:         5         11          1          9         17         14         29:
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  :                 73.6       69.0       93.6       81.8       73.6       68.4       87.6       79.3
Old  :                 73.6       69.0       93.6       81.8       73.6       68.4       87.6       79.3
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 with Delta-adjusted Options and Futures Combined, March 23, 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  :    23,088:     5,896      1,153         50     16,835     21,702     22,781     22,905:       307        183
Old  :    23,088:     5,896      1,153         50     16,835     21,702     22,781     22,905:       307        183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 16, 2010                       :
     :       922:      -211       -974         50      1,049      1,846        888        922:        34          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        5.0        0.2       72.9       94.0       98.7       99.2:       1.3        0.8
Old  :     100.0:      25.5        5.0        0.2       72.9       94.0       98.7       99.2:       1.3        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  :        32:        11          2          1          6         14         17         17:
Old  :        32:        11          2          1          6         14         17         17:
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  :                 79.1       70.8       93.6       87.6       66.7       63.3       81.0       78.1
Old  :                 79.1       70.8       93.6       87.6       66.7       63.3       81.0       78.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 26, 2010