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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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  :   522,399:    75,177    114,341    131,076    278,858    220,230    485,110    465,648:    37,289     56,751
Old  :   319,465:    60,133    110,458     62,846    173,775    111,469    296,755    284,773:    22,710     34,692
Other:   202,935:    42,584     31,424     40,689    105,082    108,762    188,356    180,875:    14,579     22,060
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :    29,601:    -2,315      3,955     13,910     16,339     13,355     27,933     31,220:     1,668     -1,619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       21.9       25.1       53.4       42.2       92.9       89.1:       7.1       10.9
Old  :     100.0:      18.8       34.6       19.7       54.4       34.9       92.9       89.1:       7.1       10.9
Other:     100.0:      21.0       15.5       20.1       51.8       53.6       92.8       89.1:       7.2       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       404:       116        139        154         85        103        304        323:
Old  :       372:       108        146        111         77         92        250        290:
Other:       274:        87         73         92         60         94        199        214:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       16.4       35.9       22.9       20.3       11.1       32.7       16.5
Old  :                 28.1       14.4       41.5       21.9       27.8       10.0       38.1       16.9
Other:                 28.7       21.9       39.5       33.3       25.6       20.0       34.2       27.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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  : 1,476,113:   256,749    146,376    374,968    710,821    647,531  1,342,537  1,168,875:   133,576    307,239
Old  : 1,101,555:   187,518    190,710    256,118    553,170    455,863    996,806    902,691:   104,749    198,864
Other:   374,558:   136,746     23,181     51,334    157,651    191,668    345,732    266,184:    28,827    108,375
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :    40,974:    -3,553     17,963     21,651     18,316      2,394     36,413     42,008:     4,561     -1,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        9.9       25.4       48.2       43.9       91.0       79.2:       9.0       20.8
Old  :     100.0:      17.0       17.3       23.3       50.2       41.4       90.5       81.9:       9.5       18.1
Other:     100.0:      36.5        6.2       13.7       42.1       51.2       92.3       71.1:       7.7       28.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       697:       165        171        252        229        283        553        594:
Old  :       678:       135        221        228        222        272        526        562:
Other:       480:       140         69        111        101        231        282        377:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       11.3       23.0       16.5       14.0        8.4       21.0       11.8
Old  :                 18.0       11.0       26.8       16.7       17.8        7.7       25.9       11.9
Other:                 20.4       14.3       31.9       20.8       19.9       12.7       30.9       18.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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  :    15,536:     1,308      2,187      1,681     10,009      9,688     12,997     13,556:     2,539      1,981
Old  :    12,427:     1,168      2,189      1,380      7,441      7,110      9,988     10,679:     2,438      1,747
Other:     3,110:       143          1        298      2,569      2,578      3,009      2,876:       101        234
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :       490:       129         75        -58        347         34        419         52:        71        438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       14.1       10.8       64.4       62.4       83.7       87.2:      16.3       12.8
Old  :     100.0:       9.4       17.6       11.1       59.9       57.2       80.4       85.9:      19.6       14.1
Other:     100.0:       4.6        0.0        9.6       82.6       82.9       96.8       92.5:       3.2        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        12         11          3         19         18         31         32:
Old  :        44:        11         12          3         17         15         29         29:
Other:        18:         1          2          3          8         11         11         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.8       47.6       59.1       69.0       32.4       43.6       44.5       56.4
Old  :                 38.6       50.5       58.0       72.7       34.9       44.6       48.3       59.3
Other:                 70.4       60.4       96.3       84.2       69.0       60.4       81.2       76.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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  :   603,452:    97,071     76,529    164,304    293,544    257,076    554,919    497,909:    48,533    105,543
Old  :   472,634:    83,579     73,735    116,718    233,370    212,663    433,666    403,115:    38,968     69,518
Other:   130,818:    37,261     26,564     23,817     60,174     44,413    121,253     94,794:     9,565     36,025
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :    30,500:    -5,096      7,518     10,859     21,273      5,238     27,036     23,614:     3,464      6,885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       12.7       27.2       48.6       42.6       92.0       82.5:       8.0       17.5
Old  :     100.0:      17.7       15.6       24.7       49.4       45.0       91.8       85.3:       8.2       14.7
Other:     100.0:      28.5       20.3       18.2       46.0       33.9       92.7       72.5:       7.3       27.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       465:       149        126        193        110        159        370        391:
Old  :       457:       147        133        166        107        152        347        369:
Other:       272:        73         63         68         54        119        161        220:
     :----------------------------------------------------------------------------------------------------
     :             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       15.9       24.7       22.7       12.4       10.6       19.4       15.2
Old  :                 16.8       18.4       27.3       25.9       16.2       12.7       24.7       17.9
Other:                 30.1       14.9       43.8       23.4       28.9       13.1       39.7       19.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,981:    12,465      1,135        628         28      1,581     13,121      3,344:     2,860     12,637
Old  :     7,814:     5,070      1,415        311         28        336      5,409      2,062:     2,405      5,752
Other:     8,167:     7,675          0         37          0      1,245      7,712      1,282:       455      6,885
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :       374:       405       -145         68          0         23        473        -54:       -99        428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.0        7.1        3.9        0.2        9.9       82.1       20.9:      17.9       79.1
Old  :     100.0:      64.9       18.1        4.0        0.4        4.3       69.2       26.4:      30.8       73.6
Other:     100.0:      94.0        0.0        0.5        0.0       15.2       94.4       15.7:       5.6       84.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        14          3          8          1          5         16         15:
Old  :        22:        13          4          4          1          5         14         13:
Other:        17:        12          0          5          0          5         12         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       13.4       69.0       19.3       48.8       11.7       67.3       16.8
Old  :                 42.9       21.6       62.1       25.7       39.9       20.4       58.9       22.3
Other:                 61.5       13.3       85.1       15.6       61.5       13.3       84.8       15.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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  :   296,768:    45,114     45,178     62,227    161,539    162,814    268,881    270,219:    27,887     26,549
Old  :   264,406:    34,285     50,471     50,865    154,014    137,961    239,164    239,298:    25,242     25,108
Other:    32,362:    19,676      3,553      2,516      7,526     24,852     29,717     30,921:     2,645      1,441
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :    26,935:     5,700      4,237      9,380     13,273     13,348     28,352     26,965:    -1,417        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       15.2       21.0       54.4       54.9       90.6       91.1:       9.4        8.9
Old  :     100.0:      13.0       19.1       19.2       58.2       52.2       90.5       90.5:       9.5        9.5
Other:     100.0:      60.8       11.0        7.8       23.3       76.8       91.8       95.5:       8.2        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        72         65         79         63         68        179        188:
Old  :       236:        71         71         77         62         66        176        183:
Other:        74:        25         13         15         24         26         54         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       22.8       27.3       33.2       14.7       18.0       21.3       25.4
Old  :                 18.4       21.4       29.5       31.1       17.1       18.5       24.5       26.5
Other:                 42.9       49.9       61.9       66.7       42.9       49.1       61.1       64.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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  :   712,409:    48,543    140,901     29,657    503,686    386,964    581,886    557,523:   130,522    154,886
Old  :   712,409:    48,543    140,901     29,657    503,686    386,964    581,886    557,523:   130,522    154,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :      -718:      -859      4,169      1,466     -5,880      4,207     -5,273      9,842:     4,555    -10,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       19.8        4.2       70.7       54.3       81.7       78.3:      18.3       21.7
Old  :     100.0:       6.8       19.8        4.2       70.7       54.3       81.7       78.3:      18.3       21.7
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  :       155:        23         29         29         79         83        120        123:
Old  :       155:        23         29         29         79         83        120        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       18.8       31.7       27.8       16.1       18.6       28.2       27.5
Old  :                 19.3       18.8       31.7       27.8       16.1       18.6       28.2       27.5
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 2, 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  :     7,364:       106        172         92      6,973      6,900      7,171      7,164:       193        200
Old  :     7,364:       106        172         92      6,973      6,900      7,171      7,164:       193        200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :       473:        60        -14         19        399        495        478        500:        -5        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        2.3        1.2       94.7       93.7       97.4       97.3:       2.6        2.7
Old  :     100.0:       1.4        2.3        1.2       94.7       93.7       97.4       97.3:       2.6        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          2         17         19         20         22:
Old  :        23:         2          2          2         17         19         20         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       71.9       82.9       85.3       19.7       23.0       27.4       28.0
Old  :                 68.1       71.9       82.9       85.3       19.7       23.0       27.4       28.0
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 2, 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  :   211,321:    54,560     28,461     36,457     86,361    118,441    177,378    183,359:    33,943     27,962
Old  :   180,019:    48,027     26,745     29,068     72,924     99,006    150,018    154,820:    30,001     25,200
Other:    31,301:    10,767      5,949      3,156     13,437     19,435     27,360     28,539:     3,941      2,762
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :    11,510:      -910      6,356      2,330      8,046       -481      9,465      8,204:     2,045      3,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       13.5       17.3       40.9       56.0       83.9       86.8:      16.1       13.2
Old  :     100.0:      26.7       14.9       16.1       40.5       55.0       83.3       86.0:      16.7       14.0
Other:     100.0:      34.4       19.0       10.1       42.9       62.1       87.4       91.2:      12.6        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        55         37         56         57         51        141        126:
Old  :       167:        55         39         53         56         49        135        124:
Other:        68:        17         12         18         31         16         59         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       35.6       25.2       46.1       14.2       29.1       23.7       36.7
Old  :                 14.5       35.1       25.5       44.1       14.1       30.6       24.0       38.3
Other:                 34.1       59.2       49.4       73.9       34.1       56.3       48.4       67.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    16,349:     4,238      1,484      1,438      7,533     12,315     13,208     15,237:     3,140      1,111
Old  :    14,347:     4,239      1,476      1,233      6,139     10,896     11,612     13,606:     2,735        741
Other:     2,002:       105        114         98      1,393      1,419      1,597      1,631:       405        370
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :       126:      -328         51        230        317        274        219        554:       -93       -429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        9.1        8.8       46.1       75.3       80.8       93.2:      19.2        6.8
Old  :     100.0:      29.5       10.3        8.6       42.8       75.9       80.9       94.8:      19.1        5.2
Other:     100.0:       5.2        5.7        4.9       69.6       70.9       79.8       81.5:      20.2       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        30         12         12         33         22         69         43:
Old  :        84:        29         14         10         32         21         66         41:
Other:        28:         5          3          5         10         13         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  :                 20.3       58.6       32.3       70.9       20.3       54.4       31.6       65.4
Old  :                 20.5       62.2       33.2       74.5       20.5       57.8       32.2       68.2
Other:                 60.8       47.3       72.5       67.9       60.8       45.6       70.0       65.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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  : 1,022,581:   312,523    138,886     78,579    534,119    684,632    925,221    902,097:    97,361    120,484
Old  : 1,022,581:   312,523    138,886     78,579    534,119    684,632    925,221    902,097:    97,361    120,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :    70,126:    34,043      8,854      7,806     22,711     60,426     64,560     77,086:     5,566     -6,960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       13.6        7.7       52.2       67.0       90.5       88.2:       9.5       11.8
Old  :     100.0:      30.6       13.6        7.7       52.2       67.0       90.5       88.2:       9.5       11.8
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  :       248:        41         58         33         82        130        140        204:
Old  :       248:        41         58         33         82        130        140        204:
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  :                 33.7       20.3       41.2       26.6       30.8       18.1       37.2       23.2
Old  :                 33.7       20.3       41.2       26.6       30.8       18.1       37.2       23.2
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 2, 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  : 1,752,198:   167,994    258,703    202,187  1,087,039    978,606  1,457,220  1,439,496:   294,978    312,702
Old  : 1,752,198:   167,994    258,703    202,187  1,087,039    978,606  1,457,220  1,439,496:   294,978    312,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :   120,305:    34,087       -346     34,499     27,609     98,041     96,196    132,194:    24,109    -11,890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       14.8       11.5       62.0       55.9       83.2       82.2:      16.8       17.8
Old  :     100.0:       9.6       14.8       11.5       62.0       55.9       83.2       82.2:      16.8       17.8
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  :       251:        46         48         65        128        139        205        221:
Old  :       251:        46         48         65        128        139        205        221:
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  :                 20.8       18.8       28.5       28.5       14.9       13.9       20.4       19.0
Old  :                 20.8       18.8       28.5       28.5       14.9       13.9       20.4       19.0
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, February 2, 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  :   937,173:   104,751    112,607     44,125    581,663    552,862    730,540    709,594:   206,633    227,578
Old  :   937,173:   104,751    112,607     44,125    581,663    552,862    730,540    709,594:   206,633    227,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :    70,208:    28,654     22,280       -681     34,389     45,006     62,362     66,605:     7,847      3,603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       12.0        4.7       62.1       59.0       78.0       75.7:      22.0       24.3
Old  :     100.0:      11.2       12.0        4.7       62.1       59.0       78.0       75.7:      22.0       24.3
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  :       151:        21         27         24         77         87        112        124:
Old  :       151:        21         27         24         77         87        112        124:
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  :                 21.5       16.3       32.3       26.6       14.5       12.2       24.4       20.1
Old  :                 21.5       16.3       32.3       26.6       14.5       12.2       24.4       20.1
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 2, 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  :   870,364:    53,173     65,622    286,877    492,116    472,201    832,166    824,699:    38,198     45,665
Old  :   870,364:    53,173     65,622    286,877    492,116    472,201    832,166    824,699:    38,198     45,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :   -47,168:   -21,296    -11,137     -2,115    -21,920    -31,173    -45,332    -44,425:    -1,836     -2,743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        7.5       33.0       56.5       54.3       95.6       94.8:       4.4        5.2
Old  :     100.0:       6.1        7.5       33.0       56.5       54.3       95.6       94.8:       4.4        5.2
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  :       128:        27         32         45         58         60        107        119:
Old  :       128:        27         32         45         58         60        107        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       27.8       49.1       40.7       16.0        5.7       19.4        9.9
Old  :                 32.5       27.8       49.1       40.7       16.0        5.7       19.4        9.9
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 2, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    13,869:     2,786      1,854          0      7,791      7,861     10,577      9,715:     3,292      4,154
Old  :    13,869:     2,786      1,854          0      7,791      7,861     10,577      9,715:     3,292      4,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :       291:       -54        172          0          0        999        -54      1,171:       345       -880
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       13.4        0.0       56.2       56.7       76.3       70.0:      23.7       30.0
Old  :     100.0:      20.1       13.4        0.0       56.2       56.7       76.3       70.0:      23.7       30.0
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:         5          4          0          5          7         10         11:
Old  :        21:         5          4          0          5          7         10         11:
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  :                 57.6       49.6       72.8       64.1       57.6       49.6       72.8       64.1
Old  :                 57.6       49.6       72.8       64.1       57.6       49.6       72.8       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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  :    65,604:    20,470     11,245      1,119     30,422     40,780     52,011     53,144:    13,593     12,460
Old  :    65,604:    20,470     11,245      1,119     30,422     40,780     52,011     53,144:    13,593     12,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :    -3,683:    -5,336      2,367       -195      3,152     -7,167     -2,379     -4,995:    -1,305      1,312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       17.1        1.7       46.4       62.2       79.3       81.0:      20.7       19.0
Old  :     100.0:      31.2       17.1        1.7       46.4       62.2       79.3       81.0:      20.7       19.0
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  :        93:        29         18         10         29         31         61         56:
Old  :        93:        29         18         10         29         31         61         56:
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  :                 18.9       30.7       31.7       49.2       18.8       27.8       31.1       44.5
Old  :                 18.9       30.7       31.7       49.2       18.8       27.8       31.1       44.5
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 2, 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  :    13,355:     9,657     12,689          0      3,105        566     12,762     13,255:       593        100
Old  :    13,355:     9,657     12,689          0      3,105        566     12,762     13,255:       593        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :       853:       320        871          0        931        -18      1,251        853:      -398          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.3       95.0        0.0       23.2        4.2       95.6       99.3:       4.4        0.7
Old  :     100.0:      72.3       95.0        0.0       23.2        4.2       95.6       99.3:       4.4        0.7
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  :        20:        10          5          0          3          2         13          7:
Old  :        20:        10          5          0          3          2         13          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  :                 78.7       97.3       92.1       99.3       78.7       97.3       92.1       99.3
Old  :                 78.7       97.3       92.1       99.3       78.7       97.3       92.1       99.3
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 2, 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  :    10,184:       455      2,231        382      9,204      7,434     10,041     10,047:       143        137
Old  :    10,184:       455      2,231        382      9,204      7,434     10,041     10,047:       143        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :       179:       -70        283        136         97       -166        163        253:        16        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       21.9        3.8       90.4       73.0       98.6       98.7:       1.4        1.3
Old  :     100.0:       4.5       21.9        3.8       90.4       73.0       98.6       98.7:       1.4        1.3
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  :        37:         4          9          2         13         14         18         24:
Old  :        37:         4          9          2         13         14         18         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.1       54.0       87.4       74.7       70.1       48.8       78.0       66.4
Old  :                 70.1       54.0       87.4       74.7       70.1       48.8       78.0       66.4
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 2, 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  :    21,218:     5,045        349          0     15,968     20,743     21,013     21,092:       205        126
Old  :    21,218:     5,045        349          0     15,968     20,743     21,013     21,092:       205        126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2010                     :
     :    -1,562:     1,582        -13          0     -3,148     -1,555     -1,566     -1,568:         4          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        1.6        0.0       75.3       97.8       99.0       99.4:       1.0        0.6
Old  :     100.0:      23.8        1.6        0.0       75.3       97.8       99.0       99.4:       1.0        0.6
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:        10          3          0         10         12         20         15:
Old  :        33:        10          3          0         10         12         20         15:
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  :                 65.4       75.5       89.3       91.5       65.4       68.3       83.7       82.9
Old  :                 65.4       75.5       89.3       91.5       65.4       68.3       83.7       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 5, 2010