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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   492,782:    76,715    113,245    115,751    264,619    207,079    457,086    436,076:    35,696     56,707
Old  :   215,209:    50,042     89,234     25,876    120,137     70,998    196,054    186,108:    19,155     29,102
Other:   277,573:    48,660     45,998     67,889    144,483    136,082    261,032    249,968:    16,541     27,605
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :   -54,186:    -2,230     -4,145    -29,544    -18,976    -16,944    -50,749    -50,633:    -3,437     -3,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       23.0       23.5       53.7       42.0       92.8       88.5:       7.2       11.5
Old  :     100.0:      23.3       41.5       12.0       55.8       33.0       91.1       86.5:       8.9       13.5
Other:     100.0:      17.5       16.6       24.5       52.1       49.0       94.0       90.1:       6.0        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       386:       106        142        140         79         99        284        309:
Old  :       333:        91        133         81         65         84        204        257:
Other:       285:        85         84         94         66         92        208        222:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       14.7       37.7       21.3       22.0       12.6       35.7       18.2
Old  :                 33.9       11.8       45.6       20.2       33.7       11.3       45.4       19.7
Other:                 25.7       19.9       35.7       29.0       23.7       16.8       32.5       24.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,385,976:   243,167    149,482    317,507    680,282    625,122  1,240,957  1,092,111:   145,019    293,865
Old  :   987,869:   161,773    180,536    207,625    507,447    420,605    876,845    808,766:   111,024    179,104
Other:   398,107:   132,196     19,748     59,081    172,835    204,517    364,112    283,346:    33,995    114,761
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :  -127,841:     2,876    -17,697    -83,285    -44,414    -18,162   -124,822   -119,144:    -3,019     -8,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       10.8       22.9       49.1       45.1       89.5       78.8:      10.5       21.2
Old  :     100.0:      16.4       18.3       21.0       51.4       42.6       88.8       81.9:      11.2       18.1
Other:     100.0:      33.2        5.0       14.8       43.4       51.4       91.5       71.2:       8.5       28.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       655:       158        137        226        232        277        524        564:
Old  :       636:       134        175        194        222        264        487        529:
Other:       468:       128         66        109        106        234        270        380:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       11.6       23.9       16.8       15.1        9.4       22.4       12.9
Old  :                 20.2       11.8       28.8       17.4       19.9        9.5       28.4       14.2
Other:                 21.4       13.8       31.6       20.1       20.8       12.3       30.1       17.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    15,713:     1,283      2,422      1,450     10,077     10,007     12,809     13,879:     2,903      1,834
Old  :    11,056:     1,290      2,156        981      6,233      6,365      8,504      9,502:     2,552      1,554
Other:     4,657:        57        331        404      3,844      3,641      4,305      4,376:       352        280
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :        35:      -219         16       -275        410         81        -84       -177:       119        212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       15.4        9.2       64.1       63.7       81.5       88.3:      18.5       11.7
Old  :     100.0:      11.7       19.5        8.9       56.4       57.6       76.9       85.9:      23.1       14.1
Other:     100.0:       1.2        7.1        8.7       82.5       78.2       92.5       94.0:       7.5        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         8         15          3         18         13         28         29:
Old  :        42:         9         13          3         16          9         26         24:
Other:        20:         1          4          3          9         11         13         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  :                 39.2       50.0       55.8       66.9       32.1       43.0       43.7       55.1
Old  :                 38.3       51.2       55.0       69.9       32.3       46.0       45.5       60.6
Other:                 62.4       59.9       86.0       82.1       59.0       58.1       72.9       74.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   547,226:    89,511     70,332    136,234    270,083    238,806    495,828    445,371:    51,397    101,855
Old  :   392,969:    76,365     58,088     82,087    193,380    189,363    351,831    329,538:    41,137     63,431
Other:   154,257:    40,541     39,638     26,752     76,704     49,443    143,997    115,833:    10,260     38,424
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :   -61,113:    -3,214     -8,671    -37,643    -19,891    -10,198    -60,747    -56,512:      -365     -4,601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       12.9       24.9       49.4       43.6       90.6       81.4:       9.4       18.6
Old  :     100.0:      19.4       14.8       20.9       49.2       48.2       89.5       83.9:      10.5       16.1
Other:     100.0:      26.3       25.7       17.3       49.7       32.1       93.3       75.1:       6.7       24.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       442:       135        126        169        115        151        349        372:
Old  :       428:       134        125        143        104        147        314        352:
Other:       285:        76         74         70         60        115        173        227:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       14.5       27.1       22.1       15.0       12.7       22.9       16.9
Old  :                 19.6       17.8       30.2       27.3       19.0       16.3       28.2       22.3
Other:                 30.0       15.7       41.3       23.8       28.7       14.5       39.0       21.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    13,470:    10,349        370        516         78      1,713     10,943      2,599:     2,527     10,871
Old  :     4,606:     2,403        625        237         78        199      2,718      1,061:     1,888      3,545
Other:     8,864:     8,201          0         24          0      1,514      8,225      1,538:       639      7,326
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :    -1,500:    -1,222       -345       -167         -1       -120     -1,390       -632:      -110       -868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8        2.7        3.8        0.6       12.7       81.2       19.3:      18.8       80.7
Old  :     100.0:      52.2       13.6        5.1        1.7        4.3       59.0       23.0:      41.0       77.0
Other:     100.0:      92.5        0.0        0.3        0.0       17.1       92.8       17.4:       7.2       82.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        12          2         10          2          6         15         17:
Old  :        19:        11          3          7          2          4         13         14:
Other:        18:        12          0          3          0          6         12          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 53.3       11.1       72.0       17.3       53.1       10.1       71.3       14.9
Old  :                 39.3       18.1       54.8       21.9       39.1       16.5       51.6       17.7
Other:                 60.9       13.2       84.3       17.3       60.9       13.2       84.0       17.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   324,979:    49,339     30,217     80,541    164,296    190,184    294,176    300,942:    30,802     24,036
Old  :   278,998:    40,706     36,915     63,250    147,650    157,347    251,606    257,512:    27,392     21,486
Other:    45,980:    18,323      2,990      7,602     16,646     32,837     42,570     43,430:     3,410      2,551
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :   -11,864:    -1,466     -3,131     -3,647     -7,211     -4,799    -12,325    -11,577:       461       -287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        9.3       24.8       50.6       58.5       90.5       92.6:       9.5        7.4
Old  :     100.0:      14.6       13.2       22.7       52.9       56.4       90.2       92.3:       9.8        7.7
Other:     100.0:      39.8        6.5       16.5       36.2       71.4       92.6       94.5:       7.4        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        69         61         95         61         63        197        190:
Old  :       244:        69         73         88         60         61        189        184:
Other:        95:        35         18         29         29         25         77         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  :                 19.2       27.4       32.6       37.8       15.8       24.3       24.4       31.9
Old  :                 20.6       24.5       35.2       35.6       17.6       22.3       28.4       30.5
Other:                 30.7       50.1       49.4       65.5       28.0       48.4       44.0       59.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   753,585:    50,275    151,562     36,751    531,045    371,968    618,071    560,281:   135,514    193,304
Old  :   753,585:    50,275    151,562     36,751    531,045    371,968    618,071    560,281:   135,514    193,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :    12,466:     5,676       -546     -9,644     17,615    -12,448     13,647    -22,638:    -1,181     35,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       20.1        4.9       70.5       49.4       82.0       74.3:      18.0       25.7
Old  :     100.0:       6.7       20.1        4.9       70.5       49.4       82.0       74.3:      18.0       25.7
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  :       150:        27         29         34         71         76        117        120:
Old  :       150:        27         29         34         71         76        117        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  :                 20.5       18.1       33.8       26.1       18.2       17.3       30.3       24.7
Old  :                 20.5       18.1       33.8       26.1       18.2       17.3       30.3       24.7
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, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     8,397:        93        343        131      8,016      7,808      8,240      8,282:       157        115
Old  :     8,397:        93        343        131      8,016      7,808      8,240      8,282:       157        115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :       123:        38        -39         39        114        183        191        183:       -68        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        4.1        1.6       95.5       93.0       98.1       98.6:       1.9        1.4
Old  :     100.0:       1.1        4.1        1.6       95.5       93.0       98.1       98.6:       1.9        1.4
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  :        25:         2          4          2         18         19         22         23:
Old  :        25:         2          4          2         18         19         22         23:
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  :                 72.7       75.9       85.1       86.3       19.9       22.1       27.7       28.4
Old  :                 72.7       75.9       85.1       86.3       19.9       22.1       27.7       28.4
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 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   224,551:    53,875     25,340     40,061     95,014    130,641    188,950    196,042:    35,601     28,509
Old  :   186,033:    47,317     21,608     31,459     76,277    107,908    155,053    160,975:    30,979     25,057
Other:    38,519:     9,707      6,881      5,453     18,738     22,733     33,897     35,067:     4,622      3,452
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :    -7,049:      -884     -5,260     -1,756     -5,277      1,012     -7,917     -6,004:       868     -1,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       11.3       17.8       42.3       58.2       84.1       87.3:      15.9       12.7
Old  :     100.0:      25.4       11.6       16.9       41.0       58.0       83.3       86.5:      16.7       13.5
Other:     100.0:      25.2       17.9       14.2       48.6       59.0       88.0       91.0:      12.0        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        48         43         60         61         53        154        129:
Old  :       175:        53         42         57         61         51        150        126:
Other:        82:        22         17         25         34         19         70         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       39.1       24.8       49.0       14.4       31.7       23.1       39.0
Old  :                 14.3       38.7       25.2       47.9       13.9       29.9       23.7       37.4
Other:                 27.2       50.0       45.6       63.6       27.2       46.4       44.6       58.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    17,028:     3,615      1,537      1,715      8,342     11,459     13,672     14,712:     3,355      2,316
Old  :    14,820:     3,614      1,579      1,449      6,831      9,974     11,893     13,002:     2,927      1,817
Other:     2,208:       154        110        114      1,511      1,485      1,779      1,709:       428        498
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :      -160:      -888        100        217        432     -1,231       -239       -914:        79        754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        9.0       10.1       49.0       67.3       80.3       86.4:      19.7       13.6
Old  :     100.0:      24.4       10.7        9.8       46.1       67.3       80.3       87.7:      19.7       12.3
Other:     100.0:       7.0        5.0        5.2       68.4       67.3       80.6       77.4:      19.4       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        28         10         19         32         21         69         47:
Old  :        80:        28         11         17         30         20         66         45:
Other:        27:         6          2          5         11         12         18         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.3       49.2       34.7       62.4       21.1       45.8       33.4       55.5
Old  :                 20.5       52.0       34.7       64.6       20.1       49.0       33.3       57.4
Other:                 59.7       45.2       69.8       67.6       59.5       44.0       68.0       64.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,003,028:   269,338    133,815     35,100    583,272    691,472    887,710    860,387:   115,317    142,641
Old  : 1,003,028:   269,338    133,815     35,100    583,272    691,472    887,710    860,387:   115,317    142,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :   -58,267:   -47,547      8,927    -52,542     27,420    -26,737    -72,669    -70,352:    14,402     12,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       13.3        3.5       58.2       68.9       88.5       85.8:      11.5       14.2
Old  :     100.0:      26.9       13.3        3.5       58.2       68.9       88.5       85.8:      11.5       14.2
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  :       232:        41         42         28         91        128        143        187:
Old  :       232:        41         42         28         91        128        143        187:
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  :                 30.4       19.1       38.3       25.7       29.2       17.0       36.5       22.3
Old  :                 30.4       19.1       38.3       25.7       29.2       17.0       36.5       22.3
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 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,624,418:   110,419    223,521    209,390  1,004,776    886,756  1,324,584  1,319,666:   299,833    304,751
Old  : 1,624,418:   110,419    223,521    209,390  1,004,776    886,756  1,324,584  1,319,666:   299,833    304,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :  -189,446:   -57,250    -46,215    -22,814   -125,429   -126,142   -205,494   -195,172:    16,047      5,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       13.8       12.9       61.9       54.6       81.5       81.2:      18.5       18.8
Old  :     100.0:       6.8       13.8       12.9       61.9       54.6       81.5       81.2:      18.5       18.8
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  :       229:        37         54         62        112        119        188        198:
Old  :       229:        37         54         62        112        119        188        198:
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  :                 23.1       18.7       30.6       28.1       19.1       13.0       23.6       17.9
Old  :                 23.1       18.7       30.6       28.1       19.1       13.0       23.6       17.9
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 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   948,861:   110,834    101,085     39,096    587,182    575,932    737,112    716,113:   211,748    232,748
Old  :   948,861:   110,834    101,085     39,096    587,182    575,932    737,112    716,113:   211,748    232,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :   -52,485:   -18,842    -45,471     -9,493    -24,597    -10,292    -52,932    -65,256:       447     12,771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       10.7        4.1       61.9       60.7       77.7       75.5:      22.3       24.5
Old  :     100.0:      11.7       10.7        4.1       61.9       60.7       77.7       75.5:      22.3       24.5
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  :       140:        23         22         21         70         77        103        110:
Old  :       140:        23         22         21         70         77        103        110:
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       15.7       32.5       24.8       15.1       11.0       24.2       18.1
Old  :                 21.1       15.7       32.5       24.8       15.1       11.0       24.2       18.1
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 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,015,346:    77,165     77,390    325,523    567,558    559,014    970,247    961,927:    45,099     53,419
Old  : 1,015,346:    77,165     77,390    325,523    567,558    559,014    970,247    961,927:    45,099     53,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :    71,854:     9,493      6,485     20,377     37,351     36,053     67,220     62,915:     4,634      8,939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        7.6       32.1       55.9       55.1       95.6       94.7:       4.4        5.3
Old  :     100.0:       7.6        7.6       32.1       55.9       55.1       95.6       94.7:       4.4        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  :       145:        27         37         48         68         69        122        131:
Old  :       145:        27         37         48         68         69        122        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       26.7       44.7       39.1       17.3        8.7       20.4       12.2
Old  :                 30.2       26.7       44.7       39.1       17.3        8.7       20.4       12.2
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 23, 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  :    14,343:     3,357      1,497          3      8,668      9,633     12,028     11,133:     2,315      3,210
Old  :    14,343:     3,357      1,497          3      8,668      9,633     12,028     11,133:     2,315      3,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :       123:       711       -348          0       -310        511        401        163:      -278        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       10.4        0.0       60.4       67.2       83.9       77.6:      16.1       22.4
Old  :     100.0:      23.4       10.4        0.0       60.4       67.2       83.9       77.6:      16.1       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  :        23:         5          3          1          7          9         13         12:
Old  :        23:         5          3          1          7          9         13         12:
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  :                 62.7       49.5       77.7       68.2       62.7       49.5       77.7       68.2
Old  :                 62.7       49.5       77.7       68.2       62.7       49.5       77.7       68.2
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 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    74,239:    26,863     11,606      1,157     33,353     50,139     61,373     62,902:    12,867     11,337
Old  :    74,239:    26,863     11,606      1,157     33,353     50,139     61,373     62,902:    12,867     11,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :     5,416:     9,443     -1,177       -569     -3,632      7,613      5,241      5,867:       174       -452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       15.6        1.6       44.9       67.5       82.7       84.7:      17.3       15.3
Old  :     100.0:      36.2       15.6        1.6       44.9       67.5       82.7       84.7:      17.3       15.3
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  :        91:        31         17         11         25         29         59         54:
Old  :        91:        31         17         11         25         29         59         54:
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  :                 22.2       36.2       35.7       53.6       22.2       34.8       35.0       49.8
Old  :                 22.2       36.2       35.7       53.6       22.2       34.8       35.0       49.8
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 23, 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  :    12,683:     8,418     12,563          0      3,866        117     12,284     12,680:       399          3
Old  :    12,683:     8,418     12,563          0      3,866        117     12,284     12,680:       399          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :         0:        44          0          0        -45          0         -1          0:         1          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.4       99.1        0.0       30.5        0.9       96.9      100.0:       3.1        0.0
Old  :     100.0:      66.4       99.1        0.0       30.5        0.9       96.9      100.0:       3.1        0.0
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  :        21:        11          5          0          3          2         14          7:
Old  :        21:        11          5          0          3          2         14          7:
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  :                 74.3       98.5       92.0      100.0       74.3       98.5       92.0      100.0
Old  :                 74.3       98.5       92.0      100.0       74.3       98.5       92.0      100.0
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 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,031:     1,052      1,235        209      9,730      9,433     10,991     10,877:        40        154
Old  :    11,031:     1,052      1,235        209      9,730      9,433     10,991     10,877:        40        154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :       677:       626       -451       -583        738      1,648        781        614:      -104         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       11.2        1.9       88.2       85.5       99.6       98.6:       0.4        1.4
Old  :     100.0:       9.5       11.2        1.9       88.2       85.5       99.6       98.6:       0.4        1.4
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  :        39:         5          8          2         14         15         19         25:
Old  :        39:         5          8          2         14         15         19         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  :                 64.8       63.0       88.5       80.2       55.5       58.2       70.4       68.4
Old  :                 64.8       63.0       88.5       80.2       55.5       58.2       70.4       68.4
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 23, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    23,144:     4,683        908          0     18,256     20,617     22,939     21,525:       205      1,619
Old  :    23,144:     4,683        908          0     18,256     20,617     22,939     21,525:       205      1,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 16, 2010                    :
     :     3,732:    -2,356       -660          0      6,094      2,921      3,738      2,261:        -6      1,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        3.9        0.0       78.9       89.1       99.1       93.0:       0.9        7.0
Old  :     100.0:      20.2        3.9        0.0       78.9       89.1       99.1       93.0:       0.9        7.0
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  :        33:         8          4          0          9         15         17         19:
Old  :        33:         8          4          0          9         15         17         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  :                 73.9       54.9       93.7       77.5       67.3       51.1       83.3       67.9
Old  :                 73.9       54.9       93.7       77.5       67.3       51.1       83.3       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 26, 2010