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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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  :   532,156:    75,711    125,481    134,170    285,336    216,304    495,218    475,955:    36,938     56,201
Old  :   180,708:    40,123     90,416     21,972    102,500     44,646    164,595    157,033:    16,113     23,675
Other:   351,448:    56,999     56,476     90,788    182,837    171,658    330,624    318,922:    20,825     32,526
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :    11,547:       328      9,072      1,473      9,069      1,160     10,870     11,705:       677       -158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       23.6       25.2       53.6       40.6       93.1       89.4:       6.9       10.6
Old  :     100.0:      22.2       50.0       12.2       56.7       24.7       91.1       86.9:       8.9       13.1
Other:     100.0:      16.2       16.1       25.8       52.0       48.8       94.1       90.7:       5.9        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       417:       114        163        168         84        102        312        345:
Old  :       334:        98        136         77         55         71        197        241:
Other:       337:       105        108        128         76         97        263        265:
     :----------------------------------------------------------------------------------------------------
     :             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       13.3       36.9       20.6       21.6       10.4       34.5       16.0
Old  :                 35.9       12.3       47.0       20.8       35.9       11.2       47.0       19.1
Other:                 24.7       15.7       34.4       25.3       22.5       13.0       31.7       19.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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  : 1,520,751:   229,438    197,405    405,655    728,883    606,089  1,363,977  1,209,150:   156,775    311,602
Old  : 1,031,060:   149,531    242,066    244,423    523,118    366,518    917,072    853,007:   113,988    178,053
Other:   489,691:   158,347     33,779     82,792    205,765    239,571    446,904    356,142:    42,787    133,549
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :    37,582:   -18,512      9,389     26,634     18,680    -18,725     26,802     17,298:    10,780     20,284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       13.0       26.7       47.9       39.9       89.7       79.5:      10.3       20.5
Old  :     100.0:      14.5       23.5       23.7       50.7       35.5       88.9       82.7:      11.1       17.3
Other:     100.0:      32.3        6.9       16.9       42.0       48.9       91.3       72.7:       8.7       27.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       702:       174        161        256        230        277        543        611:
Old  :       672:       136        208        219        215        260        496        564:
Other:       509:       163         64        134        121        236        317        408:
     :----------------------------------------------------------------------------------------------------
     :             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       10.8       23.3       15.8       14.1        7.9       21.1       11.4
Old  :                 19.3        9.9       28.0       15.9       18.4        7.9       26.7       12.8
Other:                 19.1       14.5       28.5       20.3       18.4       12.8       26.6       17.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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  :    18,950:     1,324      3,837      2,807     11,468     10,668     15,599     17,312:     3,351      1,638
Old  :    10,138:       950      4,289      1,003      5,634      3,470      7,587      8,763:     2,550      1,375
Other:     8,812:     1,387        560        791      5,834      7,198      8,011      8,550:       801        263
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :       496:       -29         26        421          9         38        401        485:        95         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       20.2       14.8       60.5       56.3       82.3       91.4:      17.7        8.6
Old  :     100.0:       9.4       42.3        9.9       55.6       34.2       74.8       86.4:      25.2       13.6
Other:     100.0:      15.7        6.4        9.0       66.2       81.7       90.9       97.0:       9.1        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         8         20          9         17         13         32         36:
Old  :        46:        10         18          5         15          6         27         27:
Other:        33:         7          7          7         13         12         25         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.5       48.4       54.4       66.5       29.8       37.2       41.1       49.8
Old  :                 31.6       51.0       51.3       68.0       28.3       38.1       42.5       53.5
Other:                 48.2       70.0       70.4       84.6       40.4       58.7       55.6       70.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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  :   574,632:    97,712     61,867    158,403    270,159    245,265    526,273    465,534:    48,359    109,098
Old  :   382,174:    67,623     47,749     94,644    185,069    182,528    347,336    324,921:    34,838     57,252
Other:   192,458:    53,237     37,265     40,612     85,089     62,737    178,938    140,613:    13,521     51,845
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :    21,107:     1,386     -3,748      8,324     10,556     14,894     20,267     19,470:       840      1,637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       10.8       27.6       47.0       42.7       91.6       81.0:       8.4       19.0
Old  :     100.0:      17.7       12.5       24.8       48.4       47.8       90.9       85.0:       9.1       15.0
Other:     100.0:      27.7       19.4       21.1       44.2       32.6       93.0       73.1:       7.0       26.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       468:       135        147        193        112        157        370        395:
Old  :       451:       125        152        164        103        150        332        371:
Other:       309:        82         88         91         65        117        196        249:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       14.7       26.4       21.9       13.8       11.6       21.5       16.5
Old  :                 19.6       19.6       29.9       28.5       19.0       17.4       27.7       23.8
Other:                 26.2       12.6       36.3       20.1       24.6       10.1       33.0       15.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,693:    14,785      2,508        511         73      2,163     15,369      5,182:     2,324     12,511
Old  :     7,612:     5,803      2,435        158         73        354      6,034      2,947:     1,578      4,665
Other:    10,081:     9,302        393         33          0      1,809      9,335      2,235:       746      7,846
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :       518:       734        716         15          0        138        749        869:      -231       -351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.6       14.2        2.9        0.4       12.2       86.9       29.3:      13.1       70.7
Old  :     100.0:      76.2       32.0        2.1        1.0        4.7       79.3       38.7:      20.7       61.3
Other:     100.0:      92.3        3.9        0.3        0.0       17.9       92.6       22.2:       7.4       77.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        15          8         12          2          6         21         22:
Old  :        28:        14          9          7          2          4         17         19:
Other:        22:        13          3          4          0          6         14         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  :                 54.1       11.6       70.2       20.5       53.7       11.6       69.5       18.8
Old  :                 47.8       21.8       71.3       34.2       47.1       21.8       70.5       34.2
Other:                 59.6       13.8       82.1       21.2       59.6       13.8       81.9       21.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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  :   325,054:    43,556     31,929     74,436    176,245    193,290    294,236    299,654:    30,818     25,399
Old  :   263,600:    36,154     38,705     54,403    147,060    148,016    237,617    241,123:    25,983     22,477
Other:    61,454:    17,447      3,270      9,987     29,184     45,274     56,619     58,531:     4,835      2,922
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :     2,699:    -7,080      2,958     -1,138     14,364     -3,328      6,146     -1,509:    -3,447      4,208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        9.8       22.9       54.2       59.5       90.5       92.2:       9.5        7.8
Old  :     100.0:      13.7       14.7       20.6       55.8       56.2       90.1       91.5:       9.9        8.5
Other:     100.0:      28.4        5.3       16.3       47.5       73.7       92.1       95.2:       7.9        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        75         60         86         67         67        195        185:
Old  :       240:        72         75         76         65         64        183        180:
Other:       106:        40         17         31         37         29         87         67:
     :----------------------------------------------------------------------------------------------------
     :             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       29.5       28.8       38.4       15.7       23.6       22.9       30.3
Old  :                 18.5       25.0       32.1       34.0       18.0       20.7       27.2       27.7
Other:                 28.2       55.1       45.1       68.7       25.9       50.8       37.6       59.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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  :   701,114:    38,818    159,602     29,157    510,055    363,555    578,030    552,314:   123,085    148,801
Old  :   701,114:    38,818    159,602     29,157    510,055    363,555    578,030    552,314:   123,085    148,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :   -20,982:   -13,696      6,945    -13,289     14,643    -19,002    -12,342    -25,346:    -8,640      4,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       22.8        4.2       72.7       51.9       82.4       78.8:      17.6       21.2
Old  :     100.0:       5.5       22.8        4.2       72.7       51.9       82.4       78.8:      17.6       21.2
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  :       153:        20         35         34         72         79        112        128:
Old  :       153:        20         35         34         72         79        112        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  :                 24.0       18.0       36.7       26.6       21.5       17.9       34.0       26.1
Old  :                 24.0       18.0       36.7       26.6       21.5       17.9       34.0       26.1
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 30, 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  :    96,670:     3,953     21,074          0     61,613     56,008     65,566     77,082:    31,104     19,588
Old  :    96,670:     3,953     21,074          0     61,613     56,008     65,566     77,082:    31,104     19,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :     7,161:      -810      3,633       -540      9,946      5,272      8,596      8,365:    -1,435     -1,204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       21.8        0.0       63.7       57.9       67.8       79.7:      32.2       20.3
Old  :     100.0:       4.1       21.8        0.0       63.7       57.9       67.8       79.7:      32.2       20.3
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  :        24:         1          5          0         11         12         12         17:
Old  :        24:         1          5          0         11         12         12         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  :                 47.4       53.5       61.2       67.8       46.3       53.4       59.6       67.7
Old  :                 47.4       53.5       61.2       67.8       46.3       53.4       59.6       67.7
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 30, 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  :     7,895:       529        268        155      6,973      7,301      7,657      7,724:       238        171
Old  :     7,895:       529        268        155      6,973      7,301      7,657      7,724:       238        171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :      -372:       231        -32        -18       -518       -272       -305       -322:       -67        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        3.4        2.0       88.3       92.5       97.0       97.8:       3.0        2.2
Old  :     100.0:       6.7        3.4        2.0       88.3       92.5       97.0       97.8:       3.0        2.2
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  :        30:         7          5          3         17         15         26         21:
Old  :        30:         7          5          3         17         15         26         21:
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  :                 53.0       74.9       71.9       87.5       24.4       29.8       34.4       37.5
Old  :                 53.0       74.9       71.9       87.5       24.4       29.8       34.4       37.5
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 30, 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  :   228,728:    49,311     27,411     50,098     94,910    123,540    194,319    201,049:    34,409     27,678
Old  :   168,919:    43,690     14,866     32,070     65,946     98,289    141,705    145,224:    27,213     23,694
Other:    59,809:     8,931     15,855     14,719     28,964     25,251     52,614     55,825:     7,196      3,984
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :     2,771:     1,729     -5,558      3,395     -2,913      6,958      2,210      4,795:       561     -2,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       12.0       21.9       41.5       54.0       85.0       87.9:      15.0       12.1
Old  :     100.0:      25.9        8.8       19.0       39.0       58.2       83.9       86.0:      16.1       14.0
Other:     100.0:      14.9       26.5       24.6       48.4       42.2       88.0       93.3:      12.0        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        62         41         63         63         60        163        140:
Old  :       187:        60         44         59         62         57        158        132:
Other:       105:        25         23         33         41         28         82         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       35.8       23.0       46.0       12.0       29.6       20.0       37.0
Old  :                 13.7       38.8       24.2       46.6       12.6       33.5       22.7       39.5
Other:                 21.1       38.4       35.7       56.7       19.8       31.1       31.9       45.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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  :    18,221:     3,348      3,395      2,270      9,646      9,873     15,264     15,538:     2,956      2,683
Old  :    14,230:     3,212      3,300      1,672      7,006      7,357     11,890     12,329:     2,340      1,900
Other:     3,991:       321        279        413      2,640      2,516      3,374      3,208:       616        782
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :     1,418:       -93        163        556        838        527      1,301      1,247:       117        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       18.6       12.5       52.9       54.2       83.8       85.3:      16.2       14.7
Old  :     100.0:      22.6       23.2       11.8       49.2       51.7       83.6       86.6:      16.4       13.4
Other:     100.0:       8.0        7.0       10.4       66.2       63.0       84.6       80.4:      15.4       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        27         21         15         30         21         61         53:
Old  :        81:        24         23         12         29         18         60         46:
Other:        37:         6          7          7         12         16         20         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       35.1       41.4       48.3       24.0       26.9       36.0       37.3
Old  :                 25.8       38.4       41.7       53.1       21.6       28.4       33.7       40.2
Other:                 62.8       36.8       75.4       53.6       60.4       35.2       66.9       51.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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  :   965,876:   246,348    164,836     52,433    572,368    598,583    871,149    815,852:    94,727    150,025
Old  :   965,876:   246,348    164,836     52,433    572,368    598,583    871,149    815,852:    94,727    150,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :    31,068:    39,195     14,189     -7,920      4,569      3,981     35,843     10,249:    -4,775     20,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       17.1        5.4       59.3       62.0       90.2       84.5:       9.8       15.5
Old  :     100.0:      25.5       17.1        5.4       59.3       62.0       90.2       84.5:       9.8       15.5
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  :       241:        35         58         31         88        118        142        188:
Old  :       241:        35         58         31         88        118        142        188:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       18.4       46.8       26.0       37.5       17.1       45.9       23.5
Old  :                 37.5       18.4       46.8       26.0       37.5       17.1       45.9       23.5
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 30, 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  : 1,871,528:    97,447    352,654    183,617  1,327,372  1,032,760  1,608,436  1,569,031:   263,092    302,497
Old  : 1,871,528:    97,447    352,654    183,617  1,327,372  1,032,760  1,608,436  1,569,031:   263,092    302,497
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :    22,541:   -79,808     39,882    -29,223    151,408     -6,332     42,378      4,327:   -19,836     18,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       18.8        9.8       70.9       55.2       85.9       83.8:      14.1       16.2
Old  :     100.0:       5.2       18.8        9.8       70.9       55.2       85.9       83.8:      14.1       16.2
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  :       265:        33         65         66        131        143        207        231:
Old  :       265:        33         65         66        131        143        207        231:
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  :                 31.6       15.3       38.7       23.5       28.1       11.4       33.3       17.0
Old  :                 31.6       15.3       38.7       23.5       28.1       11.4       33.3       17.0
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 30, 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  :   936,256:    81,445    140,643     36,175    635,276    517,597    752,895    694,415:   183,361    241,841
Old  :   936,256:    81,445    140,643     36,175    635,276    517,597    752,895    694,415:   183,361    241,841
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :    -2,304:   -47,131     22,119        776     54,146    -27,625      7,791     -4,730:   -10,095      2,426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       15.0        3.9       67.9       55.3       80.4       74.2:      19.6       25.8
Old  :     100.0:       8.7       15.0        3.9       67.9       55.3       80.4       74.2:      19.6       25.8
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  :       147:        19         26         23         68         82         98        120:
Old  :       147:        19         26         23         68         82         98        120:
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  :                 25.4       15.9       37.3       24.1       18.9       11.9       28.7       18.0
Old  :                 25.4       15.9       37.3       24.1       18.9       11.9       28.7       18.0
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 30, 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  :   994,769:   134,797     71,228    306,520    511,242    560,599    952,559    938,347:    42,210     56,423
Old  :   994,769:   134,797     71,228    306,520    511,242    560,599    952,559    938,347:    42,210     56,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :    43,576:    16,116    -17,140     32,768     -5,148     28,772     43,736     44,400:      -159       -824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        7.2       30.8       51.4       56.4       95.8       94.3:       4.2        5.7
Old  :     100.0:      13.6        7.2       30.8       51.4       56.4       95.8       94.3:       4.2        5.7
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  :       142:        30         32         44         66         75        117        132:
Old  :       142:        30         32         44         66         75        117        132:
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  :                 27.6       25.1       43.1       38.9       18.5       11.2       23.4       15.3
Old  :                 27.6       25.1       43.1       38.9       18.5       11.2       23.4       15.3
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 30, 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  :    83,183:    30,632     10,433      2,147     37,453     57,536     70,233     70,116:    12,950     13,067
Old  :    83,183:    30,632     10,433      2,147     37,453     57,536     70,233     70,116:    12,950     13,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :     2,527:      -362        592      1,363      1,272      3,521      2,274      5,476:       253     -2,949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       12.5        2.6       45.0       69.2       84.4       84.3:      15.6       15.7
Old  :     100.0:      36.8       12.5        2.6       45.0       69.2       84.4       84.3:      15.6       15.7
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  :        97:        30         19          7         26         32         59         55:
Old  :        97:        30         19          7         26         32         59         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       35.3       38.4       53.7       23.2       35.3       38.4       53.7
Old  :                 23.2       35.3       38.4       53.7       23.2       35.3       38.4       53.7
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 30, 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  :    13,945:     2,096      1,078          2     11,590     12,444     13,688     13,524:       257        421
Old  :    13,945:     2,096      1,078          2     11,590     12,444     13,688     13,524:       257        421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :      -422:      -651         39          0        237       -623       -414       -584:        -8        162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        7.7        0.0       83.1       89.2       98.2       97.0:       1.8        3.0
Old  :     100.0:      15.0        7.7        0.0       83.1       89.2       98.2       97.0:       1.8        3.0
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  :        40:         5         11          1         10         16         15         28:
Old  :        40:         5         11          1         10         16         15         28:
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  :                 71.9       65.3       91.8       80.8       71.8       63.6       86.2       76.6
Old  :                 71.9       65.3       91.8       80.8       71.8       63.6       86.2       76.6
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 30, 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  :    23,612:     4,552      1,466         50     18,723     21,874     23,325     23,390:       287        222
Old  :    23,612:     4,552      1,466         50     18,723     21,874     23,325     23,390:       287        222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :       524:    -1,344        313          0      1,888        172        544        485:       -20         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        6.2        0.2       79.3       92.6       98.8       99.1:       1.2        0.9
Old  :     100.0:      19.3        6.2        0.2       79.3       92.6       98.8       99.1:       1.2        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         9          5          1          7         13         16         19:
Old  :        33:         9          5          1          7         13         16         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.5       78.2       96.3       91.8       68.0       69.5       82.6       80.6
Old  :                 81.5       78.2       96.3       91.8       68.0       69.5       82.6       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 2, 2010