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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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  :   546,969:    78,945    117,391    145,295    283,595    224,024    507,835    486,709:    39,133     60,260
Old  :   291,186:    56,772     94,872     63,175    148,038     99,704    267,985    257,750:    23,201     33,436
Other:   255,782:    44,899     45,245     59,393    135,557    124,320    239,850    228,958:    15,932     26,824
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :    14,253:     3,382     -5,864      6,636      2,425     13,378     12,443     14,150:     1,809        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       21.5       26.6       51.8       41.0       92.8       89.0:       7.2       11.0
Old  :     100.0:      19.5       32.6       21.7       50.8       34.2       92.0       88.5:       8.0       11.5
Other:     100.0:      17.6       17.7       23.2       53.0       48.6       93.8       89.5:       6.2       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       403:       122        138        157         88        104        315        322:
Old  :       366:       119        129        121         81         92        268        286:
Other:       282:        66        102         93         62         95        198        226:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       15.5       34.8       21.7       19.6       10.9       32.0       16.1
Old  :                 27.0       14.6       38.8       21.8       25.4        9.6       35.1       16.1
Other:                 26.3       19.7       36.9       29.0       24.2       16.8       33.6       24.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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  : 1,513,817:   240,291    167,179    400,792    724,696    643,284  1,365,779  1,211,255:   148,038    302,562
Old  : 1,118,969:   159,444    194,141    290,975    551,654    443,211  1,002,074    928,326:   116,895    190,642
Other:   394,849:   134,105     26,297     56,559    173,042    200,073    363,706    282,929:    31,143    111,920
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :    32,780:        26     -2,035     32,308      1,228      8,116     33,562     38,389:      -783     -5,610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       11.0       26.5       47.9       42.5       90.2       80.0:       9.8       20.0
Old  :     100.0:      14.2       17.3       26.0       49.3       39.6       89.6       83.0:      10.4       17.0
Other:     100.0:      34.0        6.7       14.3       43.8       50.7       92.1       71.7:       7.9       28.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       708:       178        163        261        241        281        569        610:
Old  :       691:       154        201        234        235        268        542        576:
Other:       483:       131         80        115        105        232        285        385:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       11.5       22.4       16.5       13.6        8.2       20.3       11.3
Old  :                 17.4       11.0       26.0       16.5       17.2        7.5       24.9       11.5
Other:                 21.4       14.6       31.6       20.7       20.7       13.0       30.0       18.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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  :    15,678:     1,502      2,406      1,725      9,667      9,925     12,893     14,056:     2,785      1,622
Old  :    11,467:     1,398      2,147      1,421      6,019      6,520      8,838     10,087:     2,629      1,380
Other:     4,211:       104        259        304      3,647      3,405      4,055      3,968:       156        243
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :       113:       284         77        -40       -778       -285       -534       -248:       647        361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       15.3       11.0       61.7       63.3       82.2       89.7:      17.8       10.3
Old  :     100.0:      12.2       18.7       12.4       52.5       56.9       77.1       88.0:      22.9       12.0
Other:     100.0:       2.5        6.2        7.2       86.6       80.9       96.3       94.2:       3.7        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        12         14          5         18         14         32         31:
Old  :        44:        12         12          5         16         10         30         26:
Other:        21:         3          3          4          9         11         14         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       51.3       57.6       69.2       32.3       44.5       44.5       57.9
Old  :                 37.6       53.7       55.4       73.2       31.1       48.7       45.5       62.9
Other:                 68.7       61.2       93.1       83.1       65.4       61.2       79.7       78.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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  :   608,338:    92,725     79,002    173,876    289,974    249,004    556,576    501,883:    51,763    106,455
Old  :   459,840:    81,324     67,830    121,050    216,329    201,913    418,703    390,793:    41,137     69,047
Other:   148,499:    39,360     39,131     24,867     73,646     47,092    137,873    111,090:    10,626     37,409
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :    -2,013:     1,707    -15,614        960     -8,995     10,182     -6,328     -4,473:     4,315      2,459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       13.0       28.6       47.7       40.9       91.5       82.5:       8.5       17.5
Old  :     100.0:      17.7       14.8       26.3       47.0       43.9       91.1       85.0:       8.9       15.0
Other:     100.0:      26.5       26.4       16.7       49.6       31.7       92.8       74.8:       7.2       25.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       465:       135        146        201        113        147        378        395:
Old  :       455:       138        145        173        110        144        351        378:
Other:       275:        82         66         69         59        107        173        213:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       14.7       24.6       21.3       13.5       11.0       20.4       15.1
Old  :                 16.6       17.2       26.4       25.3       16.1       13.1       24.2       18.2
Other:                 30.0       15.7       41.9       24.2       28.7       14.5       39.3       21.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,970:    11,571        715        683         79      1,833     12,333      3,231:     2,637     11,739
Old  :     6,403:     3,877        970        404         79        380      4,360      1,754:     2,043      4,649
Other:     8,567:     7,949          0         24          0      1,453      7,973      1,477:       594      7,090
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :      -215:        20       -125        111         -4         52        127         38:      -342       -253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.3        4.8        4.6        0.5       12.2       82.4       21.6:      17.6       78.4
Old  :     100.0:      60.5       15.1        6.3        1.2        5.9       68.1       27.4:      31.9       72.6
Other:     100.0:      92.8        0.0        0.3        0.0       17.0       93.1       17.2:       6.9       82.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        12          2          9          2          6         15         16:
Old  :        20:        11          3          6          2          6         13         15:
Other:        18:        12          0          3          0          6         12          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       13.4       73.2       18.8       54.5       11.7       71.5       16.5
Old  :                 49.8       21.4       64.1       26.4       47.0       20.0       58.2       20.9
Other:                 60.8       13.2       84.5       17.2       60.8       13.2       84.2       17.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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  :   336,843:    50,806     33,348     84,188    171,507    194,983    306,501    312,519:    30,341     24,323
Old  :   294,687:    41,361     38,596     69,480    157,120    164,623    267,962    272,700:    26,725     21,987
Other:    42,156:    17,367      2,674      6,785     14,387     30,360     38,540     39,820:     3,616      2,336
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :       415:     2,064     -6,643      1,706     -2,468      8,316      1,302      3,379:      -887     -2,964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        9.9       25.0       50.9       57.9       91.0       92.8:       9.0        7.2
Old  :     100.0:      14.0       13.1       23.6       53.3       55.9       90.9       92.5:       9.1        7.5
Other:     100.0:      41.2        6.3       16.1       34.1       72.0       91.4       94.5:       8.6        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        78         61         95         65         68        201        193:
Old  :       247:        75         71         91         64         65        195        188:
Other:        91:        31         19         29         29         23         72         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       26.0       28.3       37.4       14.2       21.0       21.5       28.8
Old  :                 17.4       23.4       30.0       35.2       15.7       19.0       24.9       26.6
Other:                 31.0       49.4       51.0       64.7       29.5       47.2       45.6       59.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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  :   741,119:    44,599    152,108     46,395    513,430    384,416    604,424    582,919:   136,695    158,200
Old  :   741,119:    44,599    152,108     46,395    513,430    384,416    604,424    582,919:   136,695    158,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :    -2,763:    -2,275      1,043      3,937        641     -8,700      2,303     -3,720:    -5,066        957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       20.5        6.3       69.3       51.9       81.6       78.7:      18.4       21.3
Old  :     100.0:       6.0       20.5        6.3       69.3       51.9       81.6       78.7:      18.4       21.3
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  :       158:        28         31         36         76         80        124        127:
Old  :       158:        28         31         36         76         80        124        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       19.1       31.1       27.4       15.6       18.0       27.1       25.8
Old  :                 18.9       19.1       31.1       27.4       15.6       18.0       27.1       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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  :     8,274:        55        382         92      7,902      7,625      8,049      8,099:       225        175
Old  :     8,274:        55        382         92      7,902      7,625      8,049      8,099:       225        175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :       167:         0         46        -21        203        187        182        212:       -15        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        4.6        1.1       95.5       92.2       97.3       97.9:       2.7        2.1
Old  :     100.0:       0.7        4.6        1.1       95.5       92.2       97.3       97.9:       2.7        2.1
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:         1          3          1         17         19         19         22:
Old  :        23:         1          3          1         17         19         19         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.4       72.3       84.7       85.0       20.3       20.2       26.7       27.3
Old  :                 73.4       72.3       84.7       85.0       20.3       20.2       26.7       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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  :   231,600:    54,760     30,600     41,816    100,291    129,630    196,867    202,046:    34,733     29,554
Old  :   195,874:    46,930     25,340     35,758     82,904    108,419    165,592    169,517:    30,282     26,357
Other:    35,726:     9,043      6,475      4,844     17,387     21,210     31,275     32,529:     4,451      3,197
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :     2,241:     3,127     -1,352     -1,306       -463      6,538      1,357      3,880:       884     -1,638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       13.2       18.1       43.3       56.0       85.0       87.2:      15.0       12.8
Old  :     100.0:      24.0       12.9       18.3       42.3       55.4       84.5       86.5:      15.5       13.5
Other:     100.0:      25.3       18.1       13.6       48.7       59.4       87.5       91.1:      12.5        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        51         43         60         63         58        154        137:
Old  :       179:        52         46         59         62         56        150        135:
Other:        76:        19         17         21         33         17         63         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       35.7       25.7       46.6       14.8       29.2       24.0       36.0
Old  :                 14.8       34.9       25.5       44.7       14.4       27.0       24.0       34.0
Other:                 29.8       52.5       47.9       66.0       29.8       48.5       46.5       61.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    17,187:     4,504      1,437      1,498      7,910     12,690     13,912     15,626:     3,276      1,562
Old  :    15,089:     4,505      1,445      1,224      6,438     11,248     12,167     13,917:     2,922      1,171
Other:     2,099:       121        114        152      1,471      1,442      1,745      1,708:       354        390
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :       450:       112        225         34        172        102        318        360:       133         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        8.4        8.7       46.0       73.8       80.9       90.9:      19.1        9.1
Old  :     100.0:      29.9        9.6        8.1       42.7       74.5       80.6       92.2:      19.4        7.8
Other:     100.0:       5.8        5.4        7.3       70.1       68.7       83.1       81.4:      16.9       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        26         10         13         32         22         66         42:
Old  :        79:        26         11         12         31         21         64         40:
Other:        28:         3          3          6         11         13         19         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       56.2       32.9       68.1       19.6       51.6       32.4       61.0
Old  :                 21.2       59.4       35.3       71.3       21.2       55.5       34.4       63.9
Other:                 60.0       48.2       71.8       66.8       60.0       47.1       69.3       64.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,061,294:   316,886    124,888     87,642    555,852    718,209    960,379    930,739:   100,915    130,556
Old  : 1,061,294:   316,886    124,888     87,642    555,852    718,209    960,379    930,739:   100,915    130,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :    19,922:   -11,721      6,395     10,877     15,473     -3,595     14,629     13,677:     5,293      6,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       11.8        8.3       52.4       67.7       90.5       87.7:       9.5       12.3
Old  :     100.0:      29.9       11.8        8.3       52.4       67.7       90.5       87.7:       9.5       12.3
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  :       239:        46         47         36         83        129        144        197:
Old  :       239:        46         47         36         83        129        144        197:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       20.2       40.1       26.1       28.9       16.8       36.4       21.8
Old  :                 31.3       20.2       40.1       26.1       28.9       16.8       36.4       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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  : 1,813,864:   167,669    269,736    232,204  1,130,205  1,012,898  1,530,078  1,514,838:   283,786    299,026
Old  : 1,813,864:   167,669    269,736    232,204  1,130,205  1,012,898  1,530,078  1,514,838:   283,786    299,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :    -8,145:    20,206     30,300    -10,774    -13,502     -8,869     -4,069     10,657:    -4,076    -18,803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       14.9       12.8       62.3       55.8       84.4       83.5:      15.6       16.5
Old  :     100.0:       9.2       14.9       12.8       62.3       55.8       84.4       83.5:      15.6       16.5
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  :       270:        44         61         69        136        144        222        232:
Old  :       270:        44         61         69        136        144        222        232:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       18.4       30.0       28.2       18.0       12.7       22.9       18.5
Old  :                 23.1       18.4       30.0       28.2       18.0       12.7       22.9       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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  : 1,001,345:   129,676    146,556     48,589    611,779    586,223    790,045    781,369:   211,301    219,977
Old  : 1,001,345:   129,676    146,556     48,589    611,779    586,223    790,045    781,369:   211,301    219,977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :    11,343:    -1,554     18,139      4,505     -1,807     -9,516      1,143     13,128:    10,200     -1,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       14.6        4.9       61.1       58.5       78.9       78.0:      21.1       22.0
Old  :     100.0:      13.0       14.6        4.9       61.1       58.5       78.9       78.0:      21.1       22.0
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  :       157:        26         27         26         78         87        116        128:
Old  :       157:        26         27         26         78         87        116        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       17.3       33.1       27.1       15.4       12.8       25.4       20.2
Old  :                 20.7       17.3       33.1       27.1       15.4       12.8       25.4       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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  :   943,492:    67,673     70,905    305,147    530,207    522,960    903,026    899,012:    40,466     44,480
Old  :   943,492:    67,673     70,905    305,147    530,207    522,960    903,026    899,012:    40,466     44,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :    49,151:     4,724      4,269     15,759     28,605     31,954     49,088     51,982:        63     -2,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        7.5       32.3       56.2       55.4       95.7       95.3:       4.3        4.7
Old  :     100.0:       7.2        7.5       32.3       56.2       55.4       95.7       95.3:       4.3        4.7
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  :       138:        25         35         48         67         66        118        127:
Old  :       138:        25         35         48         67         66        118        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       27.1       46.3       40.3       16.7        7.9       19.7       12.1
Old  :                 31.1       27.1       46.3       40.3       16.7        7.9       19.7       12.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    14,221:     2,646      1,845          3      8,978      9,123     11,627     10,971:     2,593      3,250
Old  :    14,221:     2,646      1,845          3      8,978      9,123     11,627     10,971:     2,593      3,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :       560:        40         19          2        500        498        542        519:        18         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       13.0        0.0       63.1       64.2       81.8       77.1:      18.2       22.9
Old  :     100.0:      18.6       13.0        0.0       63.1       64.2       81.8       77.1:      18.2       22.9
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  :        24:         4          4          1          8          9         13         13:
Old  :        24:         4          4          1          8          9         13         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  :                 59.7       49.0       75.3       65.3       59.7       49.0       75.3       65.3
Old  :                 59.7       49.0       75.3       65.3       59.7       49.0       75.3       65.3
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, February 16, 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  :    68,824:    17,420     12,783      1,726     36,985     42,526     56,131     57,035:    12,692     11,789
Old  :    68,824:    17,420     12,783      1,726     36,985     42,526     56,131     57,035:    12,692     11,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :     3,973:      -447      4,985        630      3,931     -1,623      4,114      3,992:      -141        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       18.6        2.5       53.7       61.8       81.6       82.9:      18.4       17.1
Old  :     100.0:      25.3       18.6        2.5       53.7       61.8       81.6       82.9:      18.4       17.1
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  :        96:        30         18         11         30         33         63         59:
Old  :        96:        30         18         11         30         33         63         59:
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  :                 22.4       29.5       35.7       46.7       22.2       27.9       34.1       43.0
Old  :                 22.4       29.5       35.7       46.7       22.2       27.9       34.1       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,683:     8,374     12,563          0      3,911        117     12,285     12,680:       398          3
Old  :    12,683:     8,374     12,563          0      3,911        117     12,285     12,680:       398          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :        12:      -128          7          0        140         27         12         34:         0        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.0       99.1        0.0       30.8        0.9       96.9      100.0:       3.1        0.0
Old  :     100.0:      66.0       99.1        0.0       30.8        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  :                 73.8       98.5       92.2      100.0       73.8       98.5       92.2      100.0
Old  :                 73.8       98.5       92.2      100.0       73.8       98.5       92.2      100.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,354:       426      1,686        792      8,992      7,785     10,210     10,263:       144         91
Old  :    10,354:       426      1,686        792      8,992      7,785     10,210     10,263:       144         91
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :       972:      -284        370        554        726        121        996      1,045:       -24        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       16.3        7.6       86.8       75.2       98.6       99.1:       1.4        0.9
Old  :     100.0:       4.1       16.3        7.6       86.8       75.2       98.6       99.1:       1.4        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         5          9          2         15         15         21         25:
Old  :        40:         5          9          2         15         15         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       59.6       85.0       79.5       56.7       54.4       71.5       68.0
Old  :                 56.7       59.6       85.0       79.5       56.7       54.4       71.5       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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  :    19,412:     7,039      1,568          0     12,162     17,696     19,201     19,264:       211        148
Old  :    19,412:     7,039      1,568          0     12,162     17,696     19,201     19,264:       211        148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 9, 2010                     :
     :     1,333:     1,651        760          0       -347        566      1,304      1,326:        29          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        8.1        0.0       62.7       91.2       98.9       99.2:       1.1        0.8
Old  :     100.0:      36.3        8.1        0.0       62.7       91.2       98.9       99.2:       1.1        0.8
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  :        35:         9          4          0          9         15         18         19:
Old  :        35:         9          4          0          9         15         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.1       59.8       91.0       81.3       69.1       59.8       91.0       79.5
Old  :                 69.1       59.8       91.0       81.3       69.1       59.8       91.0       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 19, 2010