```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      492,740
COMMITMENTS
  78,374  111,761  112,381  267,468  211,683  458,223  435,826   34,517   56,914

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:        -43)
   1,658   -1,484   -3,370    2,849    4,604    1,137     -250   -1,179      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     22.7     22.8     54.3     43.0     93.0     88.4      7.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     108      152      133       76       99      275      310
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,390,497
COMMITMENTS
 253,695  135,690  323,619  671,114  640,356  1248427  1099664  142,069  290,833

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:      4,521)
  10,528  -13,793    6,111   -9,169   15,234    7,470    7,553   -2,950   -3,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      9.8     23.3     48.3     46.1     89.8     79.1     10.2     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      686)
     168      157      231      213      281      512      587
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,793
COMMITMENTS
   1,378    3,091    1,586    9,630    9,340   12,594   14,017    3,199    1,776

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:         80)
      95      668      136     -446     -667     -215      138      295      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     19.6     10.0     61.0     59.1     79.7     88.8     20.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12       15        3       16       12       29       29
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      530,429
COMMITMENTS
  88,358   71,856  137,498  256,830  219,808  482,686  429,162   47,743  101,267

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:    -16,797)
  -1,153    1,525    1,265  -13,254  -18,998  -13,143  -16,209   -3,654     -588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     13.5     25.9     48.4     41.4     91.0     80.9      9.0     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      449)
     138      126      169      110      153      341      378
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      318,484
COMMITMENTS
  53,193   27,857   69,246  164,580  200,606  287,018  297,708   31,466   20,776

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -6,494)
   3,853   -2,360  -11,296      284   10,421   -7,158   -3,234      664   -3,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      8.7     21.7     51.7     63.0     90.1     93.5      9.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      76       51       72       58       65      178      166
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      738,427
COMMITMENTS
  51,804  149,868   41,036  519,318  388,960  612,158  579,864  126,269  158,562

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:    -15,158)
   1,529   -1,694    4,286  -11,727   16,992   -5,913   19,584   -9,245  -34,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     20.3      5.6     70.3     52.7     82.9     78.5     17.1     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      27       30       35       77       78      122      125
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:       73,887
COMMITMENTS
   1,876   12,316    1,242   48,233   43,082   51,351   56,640   22,536   17,247

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     16.7      1.7     65.3     58.3     69.5     76.7     30.5     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       14       10       17       13
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,458
COMMITMENTS
     184      340      142    7,982    7,833    8,308    8,315      150      143

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:         61)
      91       -3       11      -34       25       68       33       -7       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      4.0      1.7     94.4     92.6     98.2     98.3      1.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        2       18       18       22       23
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      221,388
COMMITMENTS
  51,008   29,446   40,772   94,442  123,560  186,223  193,779   35,165   27,609

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     -3,164)
  -2,867    4,106      711     -572   -7,081   -2,728   -2,263     -436     -900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     13.3     18.4     42.7     55.8     84.1     87.5     15.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      51       42       54       59       51      143      127
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,198
COMMITMENTS
   3,486    1,894    1,619    8,051   10,548   13,156   14,061    3,042    2,137

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -830)
    -129      356      -96     -291     -911     -516     -651     -314     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     11.7     10.0     49.7     65.1     81.2     86.8     18.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      24       16       15       31       21       65       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      944,901
COMMITMENTS
 266,544  125,499   48,725  534,176  642,442  849,445  816,666   95,457  128,235

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:    -58,126)
  -2,795   -8,316   13,625  -49,096  -49,030  -38,266  -43,721  -19,861  -14,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2     13.3      5.2     56.5     68.0     89.9     86.4     10.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      40       49       30       82      127      137      191
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,695,309
COMMITMENTS
 162,003  243,107  203,294  1030104  953,404  1395401  1399805  299,908  295,504

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     70,892)
  51,584   19,587   -6,095   25,328   66,648   70,817   80,139       75   -9,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     14.3     12.0     60.8     56.2     82.3     82.6     17.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      49       50       61      121      124      200      205
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,037,614
COMMITMENTS
 170,678  133,313   45,344  602,664  610,486  818,686  789,143  218,928  248,471

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:     88,753)
  59,844   32,228    6,248   15,482   34,555   81,574   73,031    7,179   15,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     12.8      4.4     58.1     58.8     78.9     76.1     21.1     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      28       20       22       70       75      107      108
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      821,800
COMMITMENTS
  63,577   74,862  245,208  473,369  454,797  782,154  774,867   39,646   46,933

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:   -193,546)
 -13,588   -2,528  -80,316  -94,189 -104,216 -188,093 -187,061   -5,453   -6,486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      9.1     29.8     57.6     55.3     95.2     94.3      4.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      26       32       40       67       70      114      122
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       13,974
COMMITMENTS
   3,414    1,377        3    8,166    8,992   11,583   10,372    2,391    3,602

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:       -369)
      57     -120        0     -502     -641     -445     -761       76      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      9.9      0.0     58.4     64.3     82.9     74.2     17.1     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        1        6        9       12       12
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       77,882
COMMITMENTS
  30,066    9,092    1,136   33,286   57,121   64,488   67,349   13,394   10,533

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:      3,643)
   3,203   -2,514      -20      -67    6,981    3,116    4,447      527     -804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6     11.7      1.5     42.7     73.3     82.8     86.5     17.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      36       13       10       28       35       66       56
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,766
COMMITMENTS
   8,560   12,646        0    3,807      117   12,367   12,763      399        3

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:         83)
     142       83        0      -59        0       83       83        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.1     99.1      0.0     29.8      0.9     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        5        0        3        2       13        7
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,505
COMMITMENTS
   1,991    1,068        0   11,323   12,273   13,314   13,341      191      164

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:      2,474)
     939     -167     -209    1,593    2,840    2,323    2,464      151       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      7.9      0.0     83.8     90.9     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        8        0       13       16       19       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       24,579
COMMITMENTS
   7,362    2,327      211   16,762   21,704   24,335   24,242      244      337

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:      1,435)
   2,679    1,419      211   -1,494    1,087    1,396    2,717       39   -1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0      9.5      0.9     68.2     88.3     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        4        1        8       16       19       21
```

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Updated March 2, 2010