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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   492,740:    78,374    111,761    112,381    267,468    211,683    458,223    435,826:    34,517     56,914
Old  :   199,198:    48,308     84,987     19,249    116,404     68,391    183,961    172,628:    15,237     26,570
Other:   293,542:    50,141     46,849     73,057    151,064    143,292    274,262    263,198:    19,280     30,344
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :       -43:     1,658     -1,484     -3,370      2,849      4,604      1,137       -250:    -1,179        208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       22.7       22.8       54.3       43.0       93.0       88.4:       7.0       11.6
Old  :     100.0:      24.3       42.7        9.7       58.4       34.3       92.4       86.7:       7.6       13.3
Other:     100.0:      17.1       16.0       24.9       51.5       48.8       93.4       89.7:       6.6       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       389:       108        152        133         76         99        275        310:
Old  :       330:        96        130         68         50         82        181        246:
Other:       291:        76         93         97         70         95        212        232:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.9       15.6       38.6       22.4       22.7       13.4       36.5       19.0
Old  :                 37.0       13.6       50.2       22.6       37.0       13.1       50.0       21.7
Other:                 24.9       19.6       34.5       27.9       22.9       16.4       31.5       23.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  : 1,390,497:   253,695    135,690    323,619    671,114    640,356  1,248,427  1,099,664:   142,069    290,833
Old  :   975,830:   163,944    168,877    210,074    496,747    426,784    870,765    805,735:   105,064    170,095
Other:   414,667:   142,182     19,244     61,113    174,367    213,572    377,662    293,929:    37,005    120,738
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :     4,521:    10,528    -13,793      6,111     -9,169     15,234      7,470      7,553:    -2,950     -3,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        9.8       23.3       48.3       46.1       89.8       79.1:      10.2       20.9
Old  :     100.0:      16.8       17.3       21.5       50.9       43.7       89.2       82.6:      10.8       17.4
Other:     100.0:      34.3        4.6       14.7       42.0       51.5       91.1       70.9:       8.9       29.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       686:       168        157        231        213        281        512        587:
Old  :       667:       148        188        205        201        267        476        555:
Other:       485:       133         72        115        104        240        276        395:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       12.1       24.3       16.9       15.3       10.0       22.8       13.7
Old  :                 20.8       12.2       29.9       17.5       20.5       10.7       29.5       15.2
Other:                 20.7       13.6       30.7       20.0       20.3       12.2       29.5       17.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :    15,793:     1,378      3,091      1,586      9,630      9,340     12,594     14,017:     3,199      1,776
Old  :    10,909:     1,404      2,798      1,090      5,778      5,601      8,272      9,489:     2,637      1,420
Other:     4,884:        55        374        415      3,853      3,739      4,322      4,528:       562        356
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :        80:        95        668        136       -446       -667       -215        138:       295        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       19.6       10.0       61.0       59.1       79.7       88.8:      20.3       11.2
Old  :     100.0:      12.9       25.7       10.0       53.0       51.3       75.8       87.0:      24.2       13.0
Other:     100.0:       1.1        7.7        8.5       78.9       76.6       88.5       92.7:      11.5        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        12         15          3         16         12         29         29:
Old  :        46:        12         15          3         13          8         26         25:
Other:        19:         2          3          3          8         11         12         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  :                 38.9       50.2       54.9       67.6       32.8       42.8       43.4       55.6
Old  :                 38.9       51.0       55.9       69.5       33.8       44.0       46.9       59.6
Other:                 60.1       58.7       84.9       81.2       57.1       56.6       69.9       72.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   530,429:    88,358     71,856    137,498    256,830    219,808    482,686    429,162:    47,743    101,267
Old  :   369,489:    72,304     61,041     79,700    180,303    168,173    332,307    308,914:    37,181     60,574
Other:   160,940:    45,944     40,705     27,908     76,527     51,635    150,378    120,248:    10,562     40,693
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :   -16,797:    -1,153      1,525      1,265    -13,254    -18,998    -13,143    -16,209:    -3,654       -588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       13.5       25.9       48.4       41.4       91.0       80.9:       9.0       19.1
Old  :     100.0:      19.6       16.5       21.6       48.8       45.5       89.9       83.6:      10.1       16.4
Other:     100.0:      28.5       25.3       17.3       47.5       32.1       93.4       74.7:       6.6       25.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       449:       138        126        169        110        153        341        378:
Old  :       429:       130        126        141         96        146        295        355:
Other:       294:        79         77         73         60        118        179        232:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       13.6       27.1       21.3       15.1       11.3       23.5       16.1
Old  :                 20.8       17.3       31.0       26.4       20.1       14.9       30.1       21.2
Other:                 30.2       15.1       42.0       23.8       29.1       13.9       38.9       21.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   318,484:    53,193     27,857     69,246    164,580    200,606    287,018    297,708:    31,466     20,776
Old  :   266,576:    43,947     33,458     51,809    143,365    163,654    239,120    248,921:    27,456     17,655
Other:    51,908:    18,309      3,463      8,373     21,216     36,951     47,898     48,788:     4,010      3,121
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :    -6,494:     3,853     -2,360    -11,296        284     10,421     -7,158     -3,234:       664     -3,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        8.7       21.7       51.7       63.0       90.1       93.5:       9.9        6.5
Old  :     100.0:      16.5       12.6       19.4       53.8       61.4       89.7       93.4:      10.3        6.6
Other:     100.0:      35.3        6.7       16.1       40.9       71.2       92.3       94.0:       7.7        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        76         51         72         58         65        178        166:
Old  :       226:        76         61         66         56         62        169        161:
Other:        94:        27         24         32         28         28         73         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       31.7       33.9       42.6       16.8       27.2       26.0       35.3
Old  :                 21.5       28.7       37.3       40.5       19.9       24.9       30.7       33.7
Other:                 27.4       50.4       45.9       65.1       26.7       48.5       39.6       58.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   738,427:    51,804    149,868     41,036    519,318    388,960    612,158    579,864:   126,269    158,562
Old  :   738,427:    51,804    149,868     41,036    519,318    388,960    612,158    579,864:   126,269    158,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :   -15,158:     1,529     -1,694      4,286    -11,727     16,992     -5,913     19,584:    -9,245    -34,742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       20.3        5.6       70.3       52.7       82.9       78.5:      17.1       21.5
Old  :     100.0:       7.0       20.3        5.6       70.3       52.7       82.9       78.5:      17.1       21.5
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  :       154:        27         30         35         77         78        122        125:
Old  :       154:        27         30         35         77         78        122        125:
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  :                 19.7       19.1       31.4       27.6       16.9       17.9       28.3       25.7
Old  :                 19.7       19.1       31.4       27.6       16.9       17.9       28.3       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :    73,887:     1,876     12,316      1,242     48,233     43,082     51,351     56,640:    22,536     17,247
Old  :    73,887:     1,876     12,316      1,242     48,233     43,082     51,351     56,640:    22,536     17,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       16.7        1.7       65.3       58.3       69.5       76.7:      30.5       23.3
Old  :     100.0:       2.5       16.7        1.7       65.3       58.3       69.5       76.7:      30.5       23.3
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  :        20:         1          3          2         14         10         17         13:
Old  :        20:         1          3          2         14         10         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       53.2       56.9       69.6       40.6       52.9       53.5       64.6
Old  :                 43.0       53.2       56.9       69.6       40.6       52.9       53.5       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :     8,458:       184        340        142      7,982      7,833      8,308      8,315:       150        143
Old  :     8,458:       184        340        142      7,982      7,833      8,308      8,315:       150        143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :        61:        91         -3         11        -34         25         68         33:        -7         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        4.0        1.7       94.4       92.6       98.2       98.3:       1.8        1.7
Old  :     100.0:       2.2        4.0        1.7       94.4       92.6       98.2       98.3:       1.8        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          4          2         18         18         22         23:
Old  :        25:         3          4          2         18         18         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  :                 70.9       76.6       83.2       85.1       21.4       22.4       27.4       28.8
Old  :                 70.9       76.6       83.2       85.1       21.4       22.4       27.4       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   221,388:    51,008     29,446     40,772     94,442    123,560    186,223    193,779:    35,165     27,609
Old  :   179,327:    45,894     24,569     29,634     74,183    101,683    149,711    155,886:    29,617     23,441
Other:    42,061:    10,524     10,287      5,729     20,260     21,877     36,512     37,893:     5,548      4,168
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :    -3,164:    -2,867      4,106        711       -572     -7,081     -2,728     -2,263:      -436       -900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       13.3       18.4       42.7       55.8       84.1       87.5:      15.9       12.5
Old  :     100.0:      25.6       13.7       16.5       41.4       56.7       83.5       86.9:      16.5       13.1
Other:     100.0:      25.0       24.5       13.6       48.2       52.0       86.8       90.1:      13.2        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        51         42         54         59         51        143        127:
Old  :       169:        50         42         51         59         50        138        124:
Other:        84:        23         17         26         35         19         70         54:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       37.2       25.8       48.0       15.0       29.8       23.6       37.2
Old  :                 15.2       38.7       26.2       48.0       14.3       32.0       24.5       38.4
Other:                 26.1       50.0       43.1       62.9       26.1       46.7       42.1       57.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :    16,198:     3,486      1,894      1,619      8,051     10,548     13,156     14,061:     3,042      2,137
Old  :    13,686:     3,486      1,885      1,314      6,312      8,822     11,112     12,021:     2,575      1,665
Other:     2,511:       107        116        198      1,739      1,726      2,044      2,040:       467        471
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :      -830:      -129        356        -96       -291       -911       -516       -651:      -314       -179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       11.7       10.0       49.7       65.1       81.2       86.8:      18.8       13.2
Old  :     100.0:      25.5       13.8        9.6       46.1       64.5       81.2       87.8:      18.8       12.2
Other:     100.0:       4.3        4.6        7.9       69.3       68.7       81.4       81.2:      18.6       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        24         16         15         31         21         65         44:
Old  :        77:        24         18         14         29         20         62         43:
Other:        28:         6          1          6         12         12         19         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  :                 23.7       49.5       37.4       60.9       23.5       45.6       36.5       55.4
Old  :                 22.3       53.3       37.0       64.2       22.3       49.7       36.7       58.6
Other:                 61.1       44.2       71.3       65.9       59.4       41.9       66.9       61.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   944,901:   266,544    125,499     48,725    534,176    642,442    849,445    816,666:    95,457    128,235
Old  :   944,901:   266,544    125,499     48,725    534,176    642,442    849,445    816,666:    95,457    128,235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :   -58,126:    -2,795     -8,316     13,625    -49,096    -49,030    -38,266    -43,721:   -19,861    -14,406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       13.3        5.2       56.5       68.0       89.9       86.4:      10.1       13.6
Old  :     100.0:      28.2       13.3        5.2       56.5       68.0       89.9       86.4:      10.1       13.6
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  :       235:        40         49         30         82        127        137        191:
Old  :       235:        40         49         30         82        127        137        191:
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  :                 30.3       18.9       39.7       26.1       28.6       17.2       36.9       23.5
Old  :                 30.3       18.9       39.7       26.1       28.6       17.2       36.9       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  : 1,695,309:   162,003    243,107    203,294  1,030,104    953,404  1,395,401  1,399,805:   299,908    295,504
Old  : 1,695,309:   162,003    243,107    203,294  1,030,104    953,404  1,395,401  1,399,805:   299,908    295,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :    70,892:    51,584     19,587     -6,095     25,328     66,648     70,817     80,139:        75     -9,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       14.3       12.0       60.8       56.2       82.3       82.6:      17.7       17.4
Old  :     100.0:       9.6       14.3       12.0       60.8       56.2       82.3       82.6:      17.7       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        49         50         61        121        124        200        205:
Old  :       245:        49         50         61        121        124        200        205:
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  :                 22.0       18.4       30.2       26.3       17.8       13.2       22.9       17.8
Old  :                 22.0       18.4       30.2       26.3       17.8       13.2       22.9       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  : 1,037,614:   170,678    133,313     45,344    602,664    610,486    818,686    789,143:   218,928    248,471
Old  : 1,037,614:   170,678    133,313     45,344    602,664    610,486    818,686    789,143:   218,928    248,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :    88,753:    59,844     32,228      6,248     15,482     34,555     81,574     73,031:     7,179     15,723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       12.8        4.4       58.1       58.8       78.9       76.1:      21.1       23.9
Old  :     100.0:      16.4       12.8        4.4       58.1       58.8       78.9       76.1:      21.1       23.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        28         20         22         70         75        107        108:
Old  :       141:        28         20         22         70         75        107        108:
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  :                 21.2       16.8       32.1       27.4       14.6       13.6       23.8       21.1
Old  :                 21.2       16.8       32.1       27.4       14.6       13.6       23.8       21.1
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, March 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  :   821,800:    63,577     74,862    245,208    473,369    454,797    782,154    774,867:    39,646     46,933
Old  :   821,800:    63,577     74,862    245,208    473,369    454,797    782,154    774,867:    39,646     46,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :  -193,546:   -13,588     -2,528    -80,316    -94,189   -104,216   -188,093   -187,061:    -5,453     -6,486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        9.1       29.8       57.6       55.3       95.2       94.3:       4.8        5.7
Old  :     100.0:       7.7        9.1       29.8       57.6       55.3       95.2       94.3:       4.8        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        26         32         40         67         70        114        122:
Old  :       137:        26         32         40         67         70        114        122:
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  :                 30.1       23.0       43.5       35.4       19.2       10.5       22.6       15.2
Old  :                 30.1       23.0       43.5       35.4       19.2       10.5       22.6       15.2
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, March 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  :    13,974:     3,414      1,377          3      8,166      8,992     11,583     10,372:     2,391      3,602
Old  :    13,974:     3,414      1,377          3      8,166      8,992     11,583     10,372:     2,391      3,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :      -369:        57       -120          0       -502       -641       -445       -761:        76        392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        9.9        0.0       58.4       64.3       82.9       74.2:      17.1       25.8
Old  :     100.0:      24.4        9.9        0.0       58.4       64.3       82.9       74.2:      17.1       25.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          3          1          6          9         12         12:
Old  :        23:         5          3          1          6          9         12         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  :                 60.8       50.8       76.6       66.3       60.8       50.8       76.6       66.3
Old  :                 60.8       50.8       76.6       66.3       60.8       50.8       76.6       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :    77,882:    30,066      9,092      1,136     33,286     57,121     64,488     67,349:    13,394     10,533
Old  :    77,882:    30,066      9,092      1,136     33,286     57,121     64,488     67,349:    13,394     10,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :     3,643:     3,203     -2,514        -20        -67      6,981      3,116      4,447:       527       -804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       11.7        1.5       42.7       73.3       82.8       86.5:      17.2       13.5
Old  :     100.0:      38.6       11.7        1.5       42.7       73.3       82.8       86.5:      17.2       13.5
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  :        97:        36         13         10         28         35         66         56:
Old  :        97:        36         13         10         28         35         66         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  :                 22.3       40.0       35.5       56.5       22.3       37.8       34.8       52.8
Old  :                 22.3       40.0       35.5       56.5       22.3       37.8       34.8       52.8
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, March 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  :    12,766:     8,560     12,646          0      3,807        117     12,367     12,763:       399          3
Old  :    12,766:     8,560     12,646          0      3,807        117     12,367     12,763:       399          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :        83:       142         83          0        -59          0         83         83:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.1       99.1        0.0       29.8        0.9       96.9      100.0:       3.1        0.0
Old  :     100.0:      67.1       99.1        0.0       29.8        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  :        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  :                 74.5       98.6       91.4      100.0       74.5       98.6       91.4      100.0
Old  :                 74.5       98.6       91.4      100.0       74.5       98.6       91.4      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, March 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  :    13,505:     1,991      1,068          0     11,323     12,273     13,314     13,341:       191        164
Old  :    13,505:     1,991      1,068          0     11,323     12,273     13,314     13,341:       191        164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :     2,474:       939       -167       -209      1,593      2,840      2,323      2,464:       151         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        7.9        0.0       83.8       90.9       98.6       98.8:       1.4        1.2
Old  :     100.0:      14.7        7.9        0.0       83.8       90.9       98.6       98.8:       1.4        1.2
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  :        40:         6          8          0         13         16         19         24:
Old  :        40:         6          8          0         13         16         19         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  :                 64.5       72.2       87.6       85.3       47.6       58.6       66.0       66.9
Old  :                 64.5       72.2       87.6       85.3       47.6       58.6       66.0       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :    24,579:     7,362      2,327        211     16,762     21,704     24,335     24,242:       244        337
Old  :    24,579:     7,362      2,327        211     16,762     21,704     24,335     24,242:       244        337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 23, 2010                    :
     :     1,435:     2,679      1,419        211     -1,494      1,087      1,396      2,717:        39     -1,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        9.5        0.9       68.2       88.3       99.0       98.6:       1.0        1.4
Old  :     100.0:      30.0        9.5        0.9       68.2       88.3       99.0       98.6:       1.0        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  :        35:        11          4          1          8         16         19         21:
Old  :        35:        11          4          1          8         16         19         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.0       58.9       91.5       79.6       55.0       47.6       71.3       63.2
Old  :                 73.0       58.9       91.5       79.6       55.0       47.6       71.3       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 2, 2010