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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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  :   532,716:    75,563    123,255    138,659    281,170    210,645    495,392    472,559:    37,324     60,157
Old  :   305,196:    59,787    106,830     63,529    159,033     99,605    282,349    269,964:    22,847     35,231
Other:   227,520:    40,818     41,467     50,088    122,137    111,040    213,043    202,595:    14,477     24,925
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :    10,317:       387      8,914      7,583      2,312     -9,585     10,281      6,911:        35      3,405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       23.1       26.0       52.8       39.5       93.0       88.7:       7.0       11.3
Old  :     100.0:      19.6       35.0       20.8       52.1       32.6       92.5       88.5:       7.5       11.5
Other:     100.0:      17.9       18.2       22.0       53.7       48.8       93.6       89.0:       6.4       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       404:       119        141        158         88        102        312        323:
Old  :       371:       118        132        123         79         91        261        293:
Other:       274:        72         87         94         60         95        196        219:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       14.5       35.1       20.7       20.1        9.4       32.3       14.4
Old  :                 27.2       14.3       38.7       21.5       25.8        9.1       35.3       15.8
Other:                 27.9       19.5       38.2       29.7       24.8       17.2       34.4       25.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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  : 1,481,038:   240,265    169,214    368,484    723,468    635,168  1,332,217  1,172,866:   148,821    308,172
Old  : 1,096,165:   165,136    205,241    252,020    559,875    439,991    977,031    897,252:   119,134    198,913
Other:   384,873:   136,742     25,587     54,851    163,593    195,176    355,186    275,614:    29,687    109,259
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :     4,925:   -16,484     22,838     -6,483     12,647    -12,363    -10,320      3,991:    15,245        933
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       11.4       24.9       48.8       42.9       90.0       79.2:      10.0       20.8
Old  :     100.0:      15.1       18.7       23.0       51.1       40.1       89.1       81.9:      10.9       18.1
Other:     100.0:      35.5        6.6       14.3       42.5       50.7       92.3       71.6:       7.7       28.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       692:       178        164        240        234        284        542        594:
Old  :       674:       146        208        213        229        274        515        563:
Other:       476:       132         73        113        100        231        275        382:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       11.1       22.9       16.1       13.9        8.0       20.8       11.1
Old  :                 18.0       10.8       26.7       16.2       17.8        7.1       25.8       11.2
Other:                 21.8       14.1       32.1       20.5       21.3       12.6       30.6       18.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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  :    15,565:     1,218      2,329      1,765     10,445     10,210     13,427     14,304:     2,138      1,262
Old  :    11,485:     1,087      2,071      1,461      6,958      6,931      9,506     10,463:     1,979      1,022
Other:     4,080:       134        261        301      3,487      3,279      3,922      3,841:       159        240
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :        29:       -90        142         84        435        522        430        748:      -401       -719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       15.0       11.3       67.1       65.6       86.3       91.9:      13.7        8.1
Old  :     100.0:       9.5       18.0       12.7       60.6       60.3       82.8       91.1:      17.2        8.9
Other:     100.0:       3.3        6.4        7.4       85.5       80.4       96.1       94.1:       3.9        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        11         12          3         19         16         30         31:
Old  :        41:        11         11          3         18         12         29         26:
Other:        19:         2          3          3          7         11         11         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.7       54.9       59.6       73.0       34.2       44.1       46.3       57.0
Old  :                 39.1       55.2       58.5       78.1       33.6       47.9       47.7       61.3
Other:                 69.9       61.9       94.7       84.0       66.3       61.9       81.1       78.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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  :   610,352:    91,019     94,617    172,916    298,969    238,823    562,904    506,356:    47,447    103,996
Old  :   468,752:    79,512     83,882    122,986    228,356    194,873    430,855    401,741:    37,898     67,012
Other:   141,599:    37,679     36,907     23,758     70,613     43,949    132,049    104,615:     9,550     36,984
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :     6,900:    -6,053     18,087      8,613      5,425    -18,253      7,985      8,447:    -1,085     -1,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       15.5       28.3       49.0       39.1       92.2       83.0:       7.8       17.0
Old  :     100.0:      17.0       17.9       26.2       48.7       41.6       91.9       85.7:       8.1       14.3
Other:     100.0:      26.6       26.1       16.8       49.9       31.0       93.3       73.9:       6.7       26.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       461:       145        136        190        112        147        360        393:
Old  :       452:       137        144        163        109        143        336        374:
Other:       269:        82         60         72         57        109        173        209:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       15.1       24.9       21.0       13.6       10.4       20.5       14.4
Old  :                 16.5       17.6       26.6       24.6       15.9       12.2       24.7       17.2
Other:                 31.3       14.6       44.1       23.2       30.1       13.3       41.3       20.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,185:    11,551        840        572         83      1,781     12,206      3,193:     2,979     11,992
Old  :     6,838:     4,068      1,105        278         83        366      4,429      1,749:     2,409      5,089
Other:     8,347:     7,748          0         29          0      1,415      7,777      1,444:       570      6,903
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :      -796:      -914       -295        -56         55        200       -915       -151:       119       -645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.1        5.5        3.8        0.5       11.7       80.4       21.0:      19.6       79.0
Old  :     100.0:      59.5       16.2        4.1        1.2        5.4       64.8       25.6:      35.2       74.4
Other:     100.0:      92.8        0.0        0.3        0.0       17.0       93.2       17.3:       6.8       82.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        12          2          8          2          6         15         15:
Old  :        20:        11          3          5          2          6         13         14:
Other:        17:        11          0          4          0          6         11         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 50.6       14.1       69.2       19.3       49.2       12.4       67.6       16.7
Old  :                 44.6       22.1       61.1       25.1       41.6       20.3       57.5       21.4
Other:                 61.0       13.2       84.4       17.3       60.9       13.2       84.1       17.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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  :   336,428:    48,742     39,991     82,482    173,975    186,667    305,200    309,140:    31,228     27,287
Old  :   297,294:    39,604     45,153     69,020    161,032    157,979    269,656    272,152:    27,638     25,142
Other:    39,134:    18,541      4,240      4,059     12,943     28,689     35,544     36,988:     3,590      2,146
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :    39,660:     3,628     -5,187     20,255     12,436     23,854     36,319     38,922:     3,341        738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       11.9       24.5       51.7       55.5       90.7       91.9:       9.3        8.1
Old  :     100.0:      13.3       15.2       23.2       54.2       53.1       90.7       91.5:       9.3        8.5
Other:     100.0:      47.4       10.8       10.4       33.1       73.3       90.8       94.5:       9.2        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        76         62         97         66         65        203        193:
Old  :       250:        70         76         93         66         62        198        189:
Other:        86:        33         14         29         27         26         69         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       24.8       26.3       35.8       13.3       19.3       20.5       26.9
Old  :                 16.8       22.2       28.2       33.1       15.4       18.6       23.0       26.0
Other:                 31.8       53.3       52.4       65.7       31.2       52.5       49.3       64.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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  :   743,882:    46,874    151,065     42,458    512,789    393,116    602,121    586,639:   141,761    157,243
Old  :   743,882:    46,874    151,065     42,458    512,789    393,116    602,121    586,639:   141,761    157,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :    31,473:    -1,669     10,163     12,801      9,103      6,151     20,235     29,116:    11,238      2,357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       20.3        5.7       68.9       52.8       80.9       78.9:      19.1       21.1
Old  :     100.0:       6.3       20.3        5.7       68.9       52.8       80.9       78.9:      19.1       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        25         32         35         75         82        121        128:
Old  :       157:        25         32         35         75         82        121        128:
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  :                 19.0       18.8       30.8       27.4       15.8       17.3       27.0       25.4
Old  :                 19.0       18.8       30.8       27.4       15.8       17.3       27.0       25.4
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, February 9, 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  :     8,107:        55        336        113      7,699      7,438      7,867      7,887:       240        220
Old  :     8,107:        55        336        113      7,699      7,438      7,867      7,887:       240        220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :       743:       -51        164         21        726        538        696        723:        47         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        4.1        1.4       95.0       91.7       97.0       97.3:       3.0        2.7
Old  :     100.0:       0.7        4.1        1.4       95.0       91.7       97.0       97.3:       3.0        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  :        23:         1          3          1         17         19         19         22:
Old  :        23:         1          3          1         17         19         19         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       71.3       83.9       84.4       19.4       22.1       27.1       28.3
Old  :                 70.6       71.3       83.9       84.4       19.4       22.1       27.1       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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  :   229,359:    51,633     31,952     43,123    100,754    123,091    195,510    198,167:    33,849     31,193
Old  :   195,137:    43,970     29,450     36,814     84,848    100,712    165,631    166,975:    29,506     28,162
Other:    34,222:     9,310      4,149      4,663     15,907     22,379     29,879     31,191:     4,343      3,031
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :    18,038:    -2,927      3,492      6,666     14,393      4,650     18,132     14,808:       -93      3,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       13.9       18.8       43.9       53.7       85.2       86.4:      14.8       13.6
Old  :     100.0:      22.5       15.1       18.9       43.5       51.6       84.9       85.6:      15.1       14.4
Other:     100.0:      27.2       12.1       13.6       46.5       65.4       87.3       91.1:      12.7        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        45         54         64         61         56        151        145:
Old  :       182:        47         54         62         60         54        146        142:
Other:        76:        16         16         22         35         17         66         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       34.0       25.9       44.2       14.2       27.5       23.7       33.8
Old  :                 15.1       32.8       26.1       41.1       14.4       26.8       24.1       33.9
Other:                 31.3       58.1       46.8       71.4       31.3       53.3       45.3       63.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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  :    16,737:     4,392      1,212      1,464      7,738     12,588     13,594     15,265:     3,143      1,472
Old  :    14,664:     4,391      1,213      1,195      6,282     11,154     11,867     13,562:     2,797      1,102
Other:     2,073:       116        113        156      1,456      1,434      1,727      1,703:       346        370
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :       388:       154       -271         26        205        273        386         28:         3        360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        7.2        8.7       46.2       75.2       81.2       91.2:      18.8        8.8
Old  :     100.0:      29.9        8.3        8.1       42.8       76.1       80.9       92.5:      19.1        7.5
Other:     100.0:       5.6        5.5        7.5       70.2       69.2       83.3       82.1:      16.7       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        29          7         13         34         23         68         42:
Old  :        79:        29          8         12         33         22         66         40:
Other:        29:         5          2          6         10         13         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  :                 19.6       58.6       32.6       69.2       19.6       54.3       32.2       63.9
Old  :                 20.8       62.2       34.5       72.6       20.8       57.9       34.1       67.3
Other:                 60.8       47.6       72.6       66.5       60.6       46.6       69.9       64.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,041,372:   328,606    118,493     76,765    540,379    721,804    945,751    917,061:    95,622    124,311
Old  : 1,041,372:   328,606    118,493     76,765    540,379    721,804    945,751    917,061:    95,622    124,311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :    18,791:    16,083    -20,393     -1,814      6,261     37,172     20,530     14,964:    -1,739      3,827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       11.4        7.4       51.9       69.3       90.8       88.1:       9.2       11.9
Old  :     100.0:      31.6       11.4        7.4       51.9       69.3       90.8       88.1:       9.2       11.9
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  :       243:        45         50         34         85        131        145        200:
Old  :       243:        45         50         34         85        131        145        200:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       20.7       41.7       26.7       30.7       18.4       38.4       23.6
Old  :                 32.9       20.7       41.7       26.7       30.7       18.4       38.4       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, February 9, 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  : 1,822,009:   147,463    239,436    242,978  1,143,707  1,021,766  1,534,147  1,504,181:   287,862    317,829
Old  : 1,822,009:   147,463    239,436    242,978  1,143,707  1,021,766  1,534,147  1,504,181:   287,862    317,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :    69,811:   -20,531    -19,266     40,791     56,668     43,161     76,927     64,685:    -7,116      5,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       13.1       13.3       62.8       56.1       84.2       82.6:      15.8       17.4
Old  :     100.0:       8.1       13.1       13.3       62.8       56.1       84.2       82.6:      15.8       17.4
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  :       257:        43         54         67        133        139        213        223:
Old  :       257:        43         54         67        133        139        213        223:
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  :                 23.2       18.8       29.7       29.0       16.4       12.9       21.9       18.2
Old  :                 23.2       18.8       29.7       29.0       16.4       12.9       21.9       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, February 9, 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  :   990,002:   131,231    128,417     44,085    613,587    595,739    788,902    768,240:   201,101    221,762
Old  :   990,002:   131,231    128,417     44,085    613,587    595,739    788,902    768,240:   201,101    221,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :    52,830:    26,480     15,809        -41     31,923     42,878     58,362     58,646:    -5,532     -5,816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       13.0        4.5       62.0       60.2       79.7       77.6:      20.3       22.4
Old  :     100.0:      13.3       13.0        4.5       62.0       60.2       79.7       77.6:      20.3       22.4
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  :       159:        28         25         26         79         88        118        128:
Old  :       159:        28         25         26         79         88        118        128:
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  :                 20.2       15.0       32.4       24.5       14.5       12.1       24.6       19.8
Old  :                 20.2       15.0       32.4       24.5       14.5       12.1       24.6       19.8
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, February 9, 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  :   894,341:    62,949     66,636    289,388    501,602    491,006    853,939    847,030:    40,403     47,311
Old  :   894,341:    62,949     66,636    289,388    501,602    491,006    853,939    847,030:    40,403     47,311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :    23,977:     9,776      1,014      2,511      9,486     18,805     21,773     22,331:     2,204      1,646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        7.5       32.4       56.1       54.9       95.5       94.7:       4.5        5.3
Old  :     100.0:       7.0        7.5       32.4       56.1       54.9       95.5       94.7:       4.5        5.3
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  :       138:        27         35         48         63         65        116        126:
Old  :       138:        27         35         48         63         65        116        126:
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  :                 31.0       26.9       47.2       40.2       15.7        6.5       19.2       10.8
Old  :                 31.0       26.9       47.2       40.2       15.7        6.5       19.2       10.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    13,661:     2,606      1,826          1      8,479      8,624     11,086     10,451:     2,575      3,210
Old  :    13,661:     2,606      1,826          1      8,479      8,624     11,086     10,451:     2,575      3,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :      -208:      -180        -28          1        688        763        509        736:      -717       -944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       13.4        0.0       62.1       63.1       81.1       76.5:      18.9       23.5
Old  :     100.0:      19.1       13.4        0.0       62.1       63.1       81.1       76.5:      18.9       23.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          4          1          8          9         13         13:
Old  :        24:         4          4          1          8          9         13         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       50.5       74.4       65.1       58.5       50.5       74.4       65.1
Old  :                 58.5       50.5       74.4       65.1       58.5       50.5       74.4       65.1
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, February 9, 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  :    64,851:    17,866      7,798      1,096     33,055     44,149     52,017     53,043:    12,834     11,807
Old  :    64,851:    17,866      7,798      1,096     33,055     44,149     52,017     53,043:    12,834     11,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :      -753:    -2,604     -3,447        -23      2,633      3,369          6       -101:      -759       -653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       12.0        1.7       51.0       68.1       80.2       81.8:      19.8       18.2
Old  :     100.0:      27.6       12.0        1.7       51.0       68.1       80.2       81.8:      19.8       18.2
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  :        88:        27         15         10         29         30         60         51:
Old  :        88:        27         15         10         29         30         60         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       35.4       34.1       52.2       21.0       31.7       32.8       48.1
Old  :                 21.1       35.4       34.1       52.2       21.0       31.7       32.8       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,671:     8,502     12,556          0      3,771         90     12,273     12,646:       398         25
Old  :    12,671:     8,502     12,556          0      3,771         90     12,273     12,646:       398         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :      -684:    -1,155       -133          0        666       -476       -489       -609:      -195        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.1       99.1        0.0       29.8        0.7       96.9       99.8:       3.1        0.2
Old  :     100.0:      67.1       99.1        0.0       29.8        0.7       96.9       99.8:       3.1        0.2
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  :        20:        11          5          0          3          1         14          6:
Old  :        20:        11          5          0          3          1         14          6:
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  :                 73.3       98.6       91.4       99.8       73.3       98.6       91.4       99.8
Old  :                 73.3       98.6       91.4       99.8       73.3       98.6       91.4       99.8
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, February 9, 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  :     9,382:       710      1,316        238      8,266      7,664      9,214      9,218:       168        164
Old  :     9,382:       710      1,316        238      8,266      7,664      9,214      9,218:       168        164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :      -802:       255       -915       -144       -938        230       -827       -829:        25         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       14.0        2.5       88.1       81.7       98.2       98.3:       1.8        1.7
Old  :     100.0:       7.6       14.0        2.5       88.1       81.7       98.2       98.3:       1.8        1.7
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  :        36:         5          8          2         11         15         16         25:
Old  :        36:         5          8          2         11         15         16         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       59.3       88.2       78.6       68.0       58.9       78.1       72.5
Old  :                 68.0       59.3       88.2       78.6       68.0       58.9       78.1       72.5
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, February 9, 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  :    18,079:     5,388        808          0     12,509     17,130     17,897     17,938:       182        141
Old  :    18,079:     5,388        808          0     12,509     17,130     17,897     17,938:       182        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 2, 2010                     :
     :    -3,139:       343        459          0     -3,459     -3,613     -3,116     -3,154:       -23         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8        4.5        0.0       69.2       94.8       99.0       99.2:       1.0        0.8
Old  :     100.0:      29.8        4.5        0.0       69.2       94.8       99.0       99.2:       1.0        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11          3          0          9         13         20         16:
Old  :        35:        11          3          0          9         13         20         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  :                 64.5       64.5       88.1       85.9       64.5       64.5       88.1       84.1
Old  :                 64.5       64.5       88.1       85.9       64.5       64.5       88.1       84.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 7, 2010