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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   545,753:   124,914     89,634     91,218    280,251    303,546    496,383    484,398:    49,370     61,355
Old  :   303,380:   104,436     83,213     21,658    144,272    173,875    270,366    278,746:    33,014     24,634
Other:   242,373:    57,961     43,904     32,077    135,979    129,671    226,017    205,652:    16,356     36,721
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     9,809:     2,610      1,721      2,598      2,703      5,025      7,911      9,344:     1,898        465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       16.4       16.7       51.4       55.6       91.0       88.8:       9.0       11.2
Old  :     100.0:      34.4       27.4        7.1       47.6       57.3       89.1       91.9:      10.9        8.1
Other:     100.0:      23.9       18.1       13.2       56.1       53.5       93.3       84.8:       6.7       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       459:       164        134        163         87        134        358        343:
Old  :       423:       165        118         83         67        111        280        271:
Other:       320:        94         88         74         68        121        205        248:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       22.3       31.7       28.5       18.2       18.5       29.2       22.7
Old  :                 22.7       28.7       33.8       36.6       22.7       28.1       32.2       34.9
Other:                 29.4       17.7       40.6       26.2       26.6       15.8       37.1       21.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,669,116:   614,748    116,571    217,934    661,108  1,064,276  1,493,790  1,398,781:   175,326    270,335
Old  : 1,257,167:   462,452    111,704    156,426    506,837    800,952  1,125,715  1,069,082:   131,452    188,085
Other:   411,949:   184,673     37,244     29,131    154,271    263,324    368,075    329,699:    43,874     82,250
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    45,364:    11,353     -4,904     18,556     13,094     29,107     43,003     42,759:     2,361      2,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8        7.0       13.1       39.6       63.8       89.5       83.8:      10.5       16.2
Old  :     100.0:      36.8        8.9       12.4       40.3       63.7       89.5       85.0:      10.5       15.0
Other:     100.0:      44.8        9.0        7.1       37.4       63.9       89.3       80.0:      10.7       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       891:       287        116        214        237        385        633        654:
Old  :       861:       276        135        171        205        374        566        614:
Other:       658:       164         93         54        115        332        307        462:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       12.3       20.1       18.5       11.0        9.8       16.3       14.9
Old  :                 14.1       14.5       21.4       20.1       12.5       11.9       18.0       16.6
Other:                 19.8       13.1       30.3       19.3       19.1       12.4       28.6       18.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    14,011:     4,700        188        928      5,263     11,776     10,891     12,892:     3,120      1,119
Old  :    11,592:     4,443        325        537      4,024      9,829      9,004     10,691:     2,588        901
Other:     2,419:       599        205         49      1,239      1,947      1,887      2,201:       532        218
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :       387:       955        -19       -421       -275        610        259        170:       128        217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        1.3        6.6       37.6       84.0       77.7       92.0:      22.3        8.0
Old  :     100.0:      38.3        2.8        4.6       34.7       84.8       77.7       92.2:      22.3        7.8
Other:     100.0:      24.8        8.5        2.0       51.2       80.5       78.0       91.0:      22.0        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        24          4          6         15         12         43         20:
Old  :        46:        23          4          4         12         11         37         17:
Other:        24:         7          3          3         10         10         18         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  :                 24.6       67.6       40.8       83.3       24.6       61.1       39.1       73.1
Old  :                 26.7       73.3       45.8       85.6       26.7       71.0       44.0       79.8
Other:                 52.5       63.4       65.3       82.3       43.9       59.1       54.2       70.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   677,852:   265,819     47,010     87,471    261,833    456,497    615,123    590,978:    62,729     86,874
Old  :   484,251:   213,540     35,724     43,450    179,246    351,655    436,236    430,829:    48,015     53,422
Other:   193,601:    82,566     41,573     13,734     82,587    104,842    178,887    160,149:    14,714     33,452
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    27,730:    15,136      9,523      7,636      2,334     10,299     25,106     27,458:     2,624        272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2        6.9       12.9       38.6       67.3       90.7       87.2:       9.3       12.8
Old  :     100.0:      44.1        7.4        9.0       37.0       72.6       90.1       89.0:       9.9       11.0
Other:     100.0:      42.6       21.5        7.1       42.7       54.2       92.4       82.7:       7.6       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       591:       235         88        155        120        207        429        413:
Old  :       566:       229         93        120         93        193        371        373:
Other:       399:       103         89         39         70        171        201        279:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       22.6       20.4       32.0       10.7       21.0       17.6       29.1
Old  :                 16.2       28.5       24.5       40.3       15.5       27.8       23.7       39.3
Other:                 23.5       20.7       37.2       32.0       22.3       20.7       35.2       30.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    26,321:    23,847      3,452        100         26      5,443     23,973      8,995:     2,348     17,326
Old  :    10,258:     8,336      2,444         85         26      1,637      8,447      4,166:     1,811      6,092
Other:    16,063:    15,511      1,008         15          0      3,806     15,526      4,829:       537     11,234
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     1,309:     1,733        886         14          0       -102      1,747        798:      -438        511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.6       13.1        0.4        0.1       20.7       91.1       34.2:       8.9       65.8
Old  :     100.0:      81.3       23.8        0.8        0.3       16.0       82.3       40.6:      17.7       59.4
Other:     100.0:      96.6        6.3        0.1        0.0       23.7       96.7       30.1:       3.3       69.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        22         13          7          3         12         26         31:
Old  :        45:        21         12          5          3         12         24         29:
Other:        33:        16          5          3          0         12         17         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  :                 53.6       12.6       74.7       18.9       53.6       12.6       74.6       18.9
Old  :                 39.5       13.7       60.5       23.6       39.5       13.7       60.5       23.6
Other:                 65.8       13.8       86.3       20.3       65.8       13.8       86.3       20.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   400,599:   119,174     29,455     43,283    202,336    307,902    364,793    380,640:    35,806     19,959
Old  :   351,133:   116,562     34,156     29,105    172,537    269,934    318,204    333,195:    32,929     17,938
Other:    49,466:    11,806      4,493      4,984     29,799     37,968     46,589     47,445:     2,877      2,021
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    15,996:    17,294     -3,637      2,146     -7,512     16,542     11,928     15,051:     4,068        945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        7.4       10.8       50.5       76.9       91.1       95.0:       8.9        5.0
Old  :     100.0:      33.2        9.7        8.3       49.1       76.9       90.6       94.9:       9.4        5.1
Other:     100.0:      23.9        9.1       10.1       60.2       76.8       94.2       95.9:       5.8        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:       112         43         83         63         62        220        165:
Old  :       263:       110         54         74         61         61        213        158:
Other:        90:        27         17         13         33         22         68         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  :                 14.2       38.1       24.5       51.7       10.7       26.8       17.9       38.1
Old  :                 15.4       37.9       26.4       50.5       12.4       30.4       21.1       40.7
Other:                 38.3       58.2       57.6       74.9       37.9       57.9       53.4       68.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   560,523:    52,969     71,410      5,230    377,728    339,467    435,927    416,107:   124,596    144,416
Old  :   560,523:    52,969     71,410      5,230    377,728    339,467    435,927    416,107:   124,596    144,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    -7,383:    -7,253      1,390      1,054      6,431    -12,632        232    -10,188:    -7,615      2,805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       12.7        0.9       67.4       60.6       77.8       74.2:      22.2       25.8
Old  :     100.0:       9.4       12.7        0.9       67.4       60.6       77.8       74.2:      22.2       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  :       142:        17         33         16         66         65         93        104:
Old  :       142:        17         33         16         66         65         93        104:
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  :                 22.9       18.2       34.0       28.3       20.3       16.8       30.1       26.0
Old  :                 22.9       18.2       34.0       28.3       20.3       16.8       30.1       26.0
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 - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   305,494:    41,669     57,767        256    199,563    197,623    241,488    255,646:    64,006     49,848
Old  :   305,494:    41,669     57,767        256    199,563    197,623    241,488    255,646:    64,006     49,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     3,210:    -1,554      1,308          6      4,418        504      2,870      1,818:       340      1,392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       18.9        0.1       65.3       64.7       79.0       83.7:      21.0       16.3
Old  :     100.0:      13.6       18.9        0.1       65.3       64.7       79.0       83.7:      21.0       16.3
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  :        53:         4         11          1         26         27         30         39:
Old  :        53:         4         11          1         26         27         30         39:
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  :                 26.9       43.4       48.1       59.8       26.7       43.2       46.7       59.1
Old  :                 26.9       43.4       48.1       59.8       26.7       43.2       46.7       59.1
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 - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     7,907:     1,459        300        398      5,857      7,023      7,714      7,721:       193        186
Old  :     7,907:     1,459        300        398      5,857      7,023      7,714      7,721:       193        186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :      -193:        81       -131          5       -289        -21       -203       -147:        10        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        3.8        5.0       74.1       88.8       97.6       97.6:       2.4        2.4
Old  :     100.0:      18.5        3.8        5.0       74.1       88.8       97.6       97.6:       2.4        2.4
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  :        38:         7          5          5         20         24         30         31:
Old  :        38:         7          5          5         20         24         30         31:
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  :                 53.2       47.2       73.8       69.0       39.1       32.0       48.9       40.9
Old  :                 53.2       47.2       73.8       69.0       39.1       32.0       48.9       40.9
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 - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   218,089:    73,278     13,049     21,518     81,752    166,408    176,548    200,975:    41,541     17,114
Old  :   185,604:    68,708     13,934     13,332     67,278    143,329    149,318    170,595:    36,286     15,009
Other:    32,485:     6,784      1,329      5,972     14,474     23,079     27,230     30,380:     5,255      2,105
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     6,286:     7,340     -1,116      3,111     -6,155      5,003      4,296      6,998:     1,990       -712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        6.0        9.9       37.5       76.3       81.0       92.2:      19.0        7.8
Old  :     100.0:      37.0        7.5        7.2       36.2       77.2       80.4       91.9:      19.6        8.1
Other:     100.0:      20.9        4.1       18.4       44.6       71.0       83.8       93.5:      16.2        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        84         18         42         67         64        177        113:
Old  :       199:        82         21         39         65         62        169        110:
Other:        90:        26          8          9         41         22         74         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       43.7       19.7       52.5        7.3       39.2       13.0       46.8
Old  :                 12.6       42.6       19.4       52.6        8.6       37.4       15.0       45.6
Other:                 30.0       50.7       43.1       74.0       25.9       49.9       35.8       64.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    23,034:     8,462      2,651      1,217      6,338     17,811     16,017     21,679:     7,017      1,355
Old  :    20,925:     8,316      2,630        917      5,257     16,230     14,490     19,777:     6,435      1,148
Other:     2,109:       327        202        119      1,081      1,581      1,527      1,902:       582        207
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     2,742:     1,674        267        265         78      2,132      2,017      2,664:       725         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       11.5        5.3       27.5       77.3       69.5       94.1:      30.5        5.9
Old  :     100.0:      39.7       12.6        4.4       25.1       77.6       69.2       94.5:      30.8        5.5
Other:     100.0:      15.5        9.6        5.6       51.3       75.0       72.4       90.2:      27.6        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        58         14         14         22         21         88         47:
Old  :       109:        58         14         11         18         20         82         43:
Other:        38:        10          7          3         10         13         21         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       57.6       25.0       71.6       15.7       54.9       24.9       67.6
Old  :                 17.2       59.4       26.9       73.1       17.2       59.4       26.8       71.6
Other:                 46.5       59.6       60.5       74.2       46.3       59.6       57.8       72.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   796,113:   201,168    136,375     10,539    481,564    519,333    693,271    666,247:   102,842    129,866
Old  :   796,113:   201,168    136,375     10,539    481,564    519,333    693,271    666,247:   102,842    129,866
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    52,883:    59,450     15,435        912     -7,384     34,521     52,978     50,868:       -95      2,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       17.1        1.3       60.5       65.2       87.1       83.7:      12.9       16.3
Old  :     100.0:      25.3       17.1        1.3       60.5       65.2       87.1       83.7:      12.9       16.3
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  :       205:        38         39         19         73        104        122        151:
Old  :       205:        38         39         19         73        104        122        151:
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  :                 28.5       16.2       40.5       25.6       26.1       12.6       35.0       21.0
Old  :                 28.5       16.2       40.5       25.6       26.1       12.6       35.0       21.0
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 - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,365,536:   139,750    273,580     12,855    940,550    761,446  1,093,155  1,047,881:   272,381    317,655
Old  : 1,365,536:   139,750    273,580     12,855    940,550    761,446  1,093,155  1,047,881:   272,381    317,655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    -5,312:     8,864     28,376     -3,114    -18,771    -23,726    -13,021      1,536:     7,709     -6,848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       20.0        0.9       68.9       55.8       80.1       76.7:      19.9       23.3
Old  :     100.0:      10.2       20.0        0.9       68.9       55.8       80.1       76.7:      19.9       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  :       244:        37         60         32         99        117        151        194:
Old  :       244:        37         60         32         99        117        151        194:
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  :                 31.9       14.1       38.3       21.9       27.6       11.1       33.1       17.3
Old  :                 31.9       14.1       38.3       21.9       27.6       11.1       33.1       17.3
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 - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,120,310:   283,233     82,070     15,635    624,854    772,288    923,722    869,993:   196,588    250,317
Old  : 1,120,310:   283,233     82,070     15,635    624,854    772,288    923,722    869,993:   196,588    250,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :   -12,651:    23,470     -5,707      3,016    -52,956    -13,907    -26,470    -16,598:    13,819      3,947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        7.3        1.4       55.8       68.9       82.5       77.7:      17.5       22.3
Old  :     100.0:      25.3        7.3        1.4       55.8       68.9       82.5       77.7:      17.5       22.3
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  :       176:        33         32         21         77         80        119        124:
Old  :       176:        33         32         21         77         80        119        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       20.3       28.4       33.8       15.5       18.2       24.8       28.9
Old  :                 17.2       20.3       28.4       33.8       15.5       18.2       24.8       28.9
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 - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   544,417:   109,117     30,511     61,958    347,125    410,113    518,200    502,582:    26,217     41,835
Old  :   544,417:   109,117     30,511     61,958    347,125    410,113    518,200    502,582:    26,217     41,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :   -37,999:   -17,922     -7,046      3,168    -18,410    -30,797    -33,164    -34,675:    -4,835     -3,324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        5.6       11.4       63.8       75.3       95.2       92.3:       4.8        7.7
Old  :     100.0:      20.0        5.6       11.4       63.8       75.3       95.2       92.3:       4.8        7.7
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  :       110:        26         21         31         51         51         92         92:
Old  :       110:        26         21         31         51         51         92         92:
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  :                 39.2       37.8       52.3       52.3       22.1       18.1       27.0       25.8
Old  :                 39.2       37.8       52.3       52.3       22.1       18.1       27.0       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    60,570:    21,546      4,347      1,556     29,244     47,769     52,346     53,671:     8,225      6,899
Old  :    60,570:    21,546      4,347      1,556     29,244     47,769     52,346     53,671:     8,225      6,899
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    10,789:     2,888     -2,183      1,304      5,545     10,006      9,737      9,127:     1,052      1,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6        7.2        2.6       48.3       78.9       86.4       88.6:      13.6       11.4
Old  :     100.0:      35.6        7.2        2.6       48.3       78.9       86.4       88.6:      13.6       11.4
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  :       111:        39         11          6         31         33         73         50:
Old  :       111:        39         11          6         31         33         73         50:
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  :                 29.1       37.6       41.7       52.6       28.6       37.5       40.4       52.4
Old  :                 29.1       37.6       41.7       52.6       28.6       37.5       40.4       52.4
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 - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,616:     2,653        465          0      6,191      8,044      8,844      8,509:     1,772      2,107
Old  :    10,616:     2,653        465          0      6,191      8,044      8,844      8,509:     1,772      2,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        4.4        0.0       58.3       75.8       83.3       80.2:      16.7       19.8
Old  :     100.0:      25.0        4.4        0.0       58.3       75.8       83.3       80.2:      16.7       19.8
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  :        20:         6          2          0          6          7         12          9:
Old  :        20:         6          2          0          6          7         12          9:
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  :                 49.7       66.7       72.2       78.6       48.1       66.7       70.6       78.6
Old  :                 49.7       66.7       72.2       78.6       48.1       66.7       70.6       78.6
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 - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    99,908:    40,897     10,875          0     46,106     79,449     87,003     90,324:    12,905      9,584
Old  :    99,908:    40,897     10,875          0     46,106     79,449     87,003     90,324:    12,905      9,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :       345:     3,582     -2,184       -504     -1,293      3,923      1,785      1,235:    -1,440       -890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       10.9        0.0       46.1       79.5       87.1       90.4:      12.9        9.6
Old  :     100.0:      40.9       10.9        0.0       46.1       79.5       87.1       90.4:      12.9        9.6
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  :       107:        36         15          0         29         32         65         47:
Old  :       107:        36         15          0         29         32         65         47:
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  :                 30.7       36.7       44.1       53.1       30.4       36.7       43.8       53.0
Old  :                 30.7       36.7       44.1       53.1       30.4       36.7       43.8       53.0
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 - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     5,378:     3,601      2,035         37      1,669      3,286      5,307      5,358:        71         20
Old  :     5,378:     3,601      2,035         37      1,669      3,286      5,307      5,358:        71         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :       252:       151        269          0         81         -4        232        265:        20        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.0       37.8        0.7       31.0       61.1       98.7       99.6:       1.3        0.4
Old  :     100.0:      67.0       37.8        0.7       31.0       61.1       98.7       99.6:       1.3        0.4
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  :        21:        12          5          1          1          3         13          9:
Old  :        21:        12          5          1          1          3         13          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.4       90.4       91.8       99.1       72.4       90.4       91.8       98.9
Old  :                 72.4       90.4       91.8       99.1       72.4       90.4       91.8       98.9
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 - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    15,404:     1,392      1,421         20     13,918     13,748     15,330     15,189:        74        215
Old  :    15,404:     1,392      1,421         20     13,918     13,748     15,330     15,189:        74        215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :       108:      -188       -128          3        278        237         93        112:        15         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        9.2        0.1       90.4       89.2       99.5       98.6:       0.5        1.4
Old  :     100.0:       9.0        9.2        0.1       90.4       89.2       99.5       98.6:       0.5        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  :        31:         2          8          1          9         15         12         23:
Old  :        31:         2          8          1          9         15         12         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  :                 80.7       67.9       98.6       83.1       77.0       67.5       92.1       78.7
Old  :                 80.7       67.9       98.6       83.1       77.0       67.5       92.1       78.7
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 - Futures Only, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    55,615:     2,398      2,060          0     52,888     53,376     55,286     55,436:       329        179
Old  :    55,615:     2,398      2,060          0     52,888     53,376     55,286     55,436:       329        179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     5,035:      -786        362          0      5,735      4,984      4,949      5,346:        86       -311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        3.7        0.0       95.1       96.0       99.4       99.7:       0.6        0.3
Old  :     100.0:       4.3        3.7        0.0       95.1       96.0       99.4       99.7:       0.6        0.3
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  :        34:         5          8          0          7         17         12         25:
Old  :        34:         5          8          0          7         17         12         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  :                 96.7       65.8       99.0       90.9       80.7       60.0       82.9       76.2
Old  :                 96.7       65.8       99.0       90.9       80.7       60.0       82.9       76.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 4, 2011