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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 22, 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  :   518,419:   109,696     90,276     78,291    277,693    287,701    465,680    456,268:    52,739     62,151
Old  :   235,270:    80,926     65,949      6,217    116,735    141,990    203,878    214,156:    31,392     21,114
Other:   283,149:    60,459     56,016     40,385    160,958    145,711    261,802    242,112:    21,347     41,037
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :   -28,458:   -16,242     -1,469     -7,969     -5,600    -16,653    -29,811    -26,091:     1,353     -2,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       17.4       15.1       53.6       55.5       89.8       88.0:      10.2       12.0
Old  :     100.0:      34.4       28.0        2.6       49.6       60.4       86.7       91.0:      13.3        9.0
Other:     100.0:      21.4       19.8       14.3       56.8       51.5       92.5       85.5:       7.5       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       443:       152        129        151         96        133        345        336:
Old  :       378:       155         94         46         65        101        245        218:
Other:       335:        90         99         90         73        122        224        263:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       21.6       33.9       28.3       19.4       17.9       31.6       21.8
Old  :                 28.6       30.4       38.2       39.5       28.3       29.9       37.9       38.4
Other:                 26.3       18.9       38.1       26.6       25.0       15.1       35.7       19.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 22, 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  : 1,712,941:   594,534    111,754    216,224    701,567  1,105,324  1,512,325  1,433,302:   200,616    279,639
Old  : 1,263,506:   433,638    111,024    148,990    528,278    810,071  1,110,906  1,070,085:   152,600    193,421
Other:   449,435:   200,315     40,149     27,815    173,289    295,253    401,419    363,217:    48,016     86,218
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    -6,933:   -20,325    -19,781    -16,514     12,149      8,111    -24,690    -28,184:    17,757     21,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        6.5       12.6       41.0       64.5       88.3       83.7:      11.7       16.3
Old  :     100.0:      34.3        8.8       11.8       41.8       64.1       87.9       84.7:      12.1       15.3
Other:     100.0:      44.6        8.9        6.2       38.6       65.7       89.3       80.8:      10.7       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       906:       275        134        255        249        380        653        698:
Old  :       878:       260        148        201        221        368        583        653:
Other:       671:       163        110         55        121        332        312        479:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       13.4       20.5       19.4       11.0        9.4       16.4       14.4
Old  :                 14.6       16.9       21.8       22.7       13.1       13.0       18.4       18.1
Other:                 22.2       11.5       32.6       17.6       21.0       11.2       31.4       17.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 22, 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  :    14,757:     5,282        103        575      5,132     12,870     10,989     13,548:     3,768      1,209
Old  :    11,342:     4,577          6        185      3,591     10,199      8,353     10,390:     2,989        952
Other:     3,415:       872        264        223      1,541      2,671      2,636      3,158:       779        257
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :       252:       245        -87        -38        215        537        422        412:      -170       -160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8        0.7        3.9       34.8       87.2       74.5       91.8:      25.5        8.2
Old  :     100.0:      40.4        0.1        1.6       31.7       89.9       73.6       91.6:      26.4        8.4
Other:     100.0:      25.5        7.7        6.5       45.1       78.2       77.2       92.5:      22.8        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        24          2          6         14         12         42         18:
Old  :        43:        22          1          5          9         12         33         17:
Other:        25:         5          4          2         10         11         17         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  :                 23.0       66.3       38.6       82.9       23.0       59.3       38.3       74.5
Old  :                 27.6       75.6       43.4       86.9       27.6       74.9       43.4       83.8
Other:                 50.6       56.4       67.0       78.7       43.8       54.3       52.8       66.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 22, 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  :   637,703:   219,963     44,021     86,438    266,560    410,223    572,961    540,682:    64,742     97,021
Old  :   428,538:   158,847     38,662     40,248    188,437    294,043    387,532    372,953:    41,006     55,585
Other:   209,165:    87,810     32,053     19,496     78,123    116,180    185,429    167,729:    23,736     41,436
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :   -61,063:   -42,232    -11,384    -14,318     -1,660    -35,571    -58,210    -61,273:    -2,853        210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5        6.9       13.6       41.8       64.3       89.8       84.8:      10.2       15.2
Old  :     100.0:      37.1        9.0        9.4       44.0       68.6       90.4       87.0:       9.6       13.0
Other:     100.0:      42.0       15.3        9.3       37.3       55.5       88.7       80.2:      11.3       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       567:       195         91        181        144        209        440        429:
Old  :       533:       191         93        134        115        193        367        381:
Other:       414:       113         97         59         85        170        237        293:
     :----------------------------------------------------------------------------------------------------
     :             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       20.2       22.0       28.2       11.5       18.6       18.0       24.2
Old  :                 18.1       25.8       27.1       35.0       17.2       25.7       25.9       32.1
Other:                 20.1       18.0       32.7       27.6       19.1       17.2       30.0       25.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, February 22, 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  :    23,684:    20,743      1,708        483         24      5,231     21,250      7,422:     2,434     16,262
Old  :     5,993:     3,897        459        386         24        901      4,307      1,746:     1,686      4,247
Other:    17,691:    16,931      1,334         12          0      4,330     16,943      5,676:       748     12,015
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    -2,932:    -3,291     -2,629        350          0         20     -2,941     -2,259:         9       -673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.6        7.2        2.0        0.1       22.1       89.7       31.3:      10.3       68.7
Old  :     100.0:      65.0        7.7        6.4        0.4       15.0       71.9       29.1:      28.1       70.9
Other:     100.0:      95.7        7.5        0.1        0.0       24.5       95.8       32.1:       4.2       67.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        17          6          9          1         14         19         28:
Old  :        34:        16          4          9          1         14         17         27:
Other:        34:        15          5          3          0         14         16         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.6       12.5       76.4       18.8       55.2       12.5       75.9       18.2
Old  :                 38.2       14.1       57.7       20.8       36.7       14.1       54.9       18.9
Other:                 64.6       13.5       85.6       20.2       64.6       13.5       85.6       20.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 22, 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  :   373,754:    93,116     36,421     42,535    197,255    263,936    332,906    342,892:    40,848     30,862
Old  :   311,600:    84,530     44,520     25,645    164,374    213,997    274,549    284,162:    37,051     27,438
Other:    62,154:    21,287      4,602      4,189     32,881     49,939     58,357     58,730:     3,797      3,424
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :   -24,695:   -23,896       -517        176     -3,864    -28,606    -27,584    -28,947:     2,889      4,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        9.7       11.4       52.8       70.6       89.1       91.7:      10.9        8.3
Old  :     100.0:      27.1       14.3        8.2       52.8       68.7       88.1       91.2:      11.9        8.8
Other:     100.0:      34.2        7.4        6.7       52.9       80.3       93.9       94.5:       6.1        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        88         64         82         67         66        209        181:
Old  :       261:        86         77         73         64         64        198        177:
Other:       100:        38         14         14         36         22         79         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  :                 13.9       33.3       23.7       46.6       10.9       23.7       18.5       35.5
Old  :                 14.5       32.8       24.8       44.6       12.8       27.2       22.2       36.8
Other:                 32.3       55.6       50.0       72.4       31.0       54.6       47.8       71.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 22, 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  :   665,717:    66,349    114,277     10,056    421,284    366,094    497,689    490,427:   168,028    175,290
Old  :   665,717:    66,349    114,277     10,056    421,284    366,094    497,689    490,427:   168,028    175,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    73,869:     9,161     18,162      5,059     20,056     37,144     34,276     60,365:    39,593     13,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       17.2        1.5       63.3       55.0       74.8       73.7:      25.2       26.3
Old  :     100.0:      10.0       17.2        1.5       63.3       55.0       74.8       73.7:      25.2       26.3
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  :       143:        21         33         17         69         64         99        106:
Old  :       143:        21         33         17         69         64         99        106:
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  :                 20.2       16.0       30.2       25.3       18.2       15.1       27.4       23.4
Old  :                 20.2       16.0       30.2       25.3       18.2       15.1       27.4       23.4
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 22, 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  :   330,946:    43,620     63,572      4,638    210,250    206,060    258,508    274,270:    72,438     56,676
Old  :   330,946:    43,620     63,572      4,638    210,250    206,060    258,508    274,270:    72,438     56,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :     7,326:       392      2,864      2,752     -2,401     -7,268        743     -1,652:     6,583      8,978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       19.2        1.4       63.5       62.3       78.1       82.9:      21.9       17.1
Old  :     100.0:      13.2       19.2        1.4       63.5       62.3       78.1       82.9:      21.9       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  :        59:         5         13          5         30         27         38         42:
Old  :        59:         5         13          5         30         27         38         42:
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  :                 23.4       40.7       42.9       56.3       23.0       40.2       41.3       55.2
Old  :                 23.4       40.7       42.9       56.3       23.0       40.2       41.3       55.2
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 22, 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  :     7,802:       719        555        435      6,422      6,536      7,576      7,526:       226        276
Old  :     7,802:       719        555        435      6,422      6,536      7,576      7,526:       226        276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :       355:       126        148         25        194        246        345        419:        10        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        7.1        5.6       82.3       83.8       97.1       96.5:       2.9        3.5
Old  :     100.0:       9.2        7.1        5.6       82.3       83.8       97.1       96.5:       2.9        3.5
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  :        38:         5          5          6         21         26         30         33:
Old  :        38:         5          5          6         21         26         30         33:
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       46.5       78.2       65.6       36.5       24.6       42.9       32.5
Old  :                 59.7       46.5       78.2       65.6       36.5       24.6       42.9       32.5
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 22, 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  :   205,915:    61,930     19,967     18,963     89,030    145,089    169,923    184,019:    35,992     21,896
Old  :   163,899:    51,385     20,477     10,699     72,235    113,873    134,319    145,049:    29,580     18,850
Other:    42,016:    12,084      1,029      6,725     16,795     31,216     35,604     38,970:     6,412      3,046
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :   -12,626:    -9,703        803     -1,084      1,067    -15,115     -9,720    -15,396:    -2,906      2,770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        9.7        9.2       43.2       70.5       82.5       89.4:      17.5       10.6
Old  :     100.0:      31.4       12.5        6.5       44.1       69.5       82.0       88.5:      18.0       11.5
Other:     100.0:      28.8        2.4       16.0       40.0       74.3       84.7       92.8:      15.3        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        64         24         39         71         61        162        112:
Old  :       179:        65         25         34         69         59        152        108:
Other:        94:        22          9         10         45         26         75         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       36.4       19.2       46.5        8.7       32.0       14.9       40.4
Old  :                 11.9       34.6       20.9       46.1       11.0       29.9       18.6       39.6
Other:                 23.8       48.0       39.3       68.6       19.4       47.6       31.7       61.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 22, 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  :    25,495:     9,230      2,547      1,570      7,193     20,308     17,993     24,425:     7,502      1,070
Old  :    22,712:     9,116      2,532      1,168      6,027     18,106     16,311     21,806:     6,401        906
Other:     2,783:       419        320         97      1,166      2,202      1,682      2,619:     1,101        164
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :      -381:      -675       -244        337         77       -355       -261       -262:      -120       -119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       10.0        6.2       28.2       79.7       70.6       95.8:      29.4        4.2
Old  :     100.0:      40.1       11.1        5.1       26.5       79.7       71.8       96.0:      28.2        4.0
Other:     100.0:      15.1       11.5        3.5       41.9       79.1       60.4       94.1:      39.6        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        58         12         16         23         21         90         49:
Old  :       109:        58         14         11         17         20         81         44:
Other:        41:        12          7          6         12         14         27         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       56.5       23.3       70.3       14.4       54.1       23.1       66.3
Old  :                 16.2       59.2       25.6       72.6       16.2       59.2       25.6       71.3
Other:                 34.1       63.5       47.4       77.5       33.6       61.7       43.7       75.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 22, 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  :   987,414:   198,026    233,419     24,784    662,180    578,460    884,990    836,663:   102,424    150,751
Old  :   987,414:   198,026    233,419     24,784    662,180    578,460    884,990    836,663:   102,424    150,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    58,863:    17,381     17,688      4,652     21,976     32,179     44,009     54,519:    14,854      4,344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       23.6        2.5       67.1       58.6       89.6       84.7:      10.4       15.3
Old  :     100.0:      20.1       23.6        2.5       67.1       58.6       89.6       84.7:      10.4       15.3
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  :       224:        26         56         24         87        109        127        175:
Old  :       224:        26         56         24         87        109        127        175:
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  :                 31.4       17.2       47.1       26.3       30.3       16.8       42.4       25.3
Old  :                 31.4       17.2       47.1       26.3       30.3       16.8       42.4       25.3
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 22, 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  : 1,590,703:   171,359    319,588     25,758  1,112,164    882,553  1,309,281  1,227,899:   281,422    362,804
Old  : 1,590,703:   171,359    319,588     25,758  1,112,164    882,553  1,309,281  1,227,899:   281,422    362,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    27,968:   -11,053     20,672    -20,183     28,577     -4,532     -2,659     -4,043:    30,627     32,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       20.1        1.6       69.9       55.5       82.3       77.2:      17.7       22.8
Old  :     100.0:      10.8       20.1        1.6       69.9       55.5       82.3       77.2:      17.7       22.8
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  :       239:        30         59         37        110        115        162        189:
Old  :       239:        30         59         37        110        115        162        189:
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  :                 28.4       13.3       35.3       23.2       24.2       11.6       30.3       18.9
Old  :                 28.4       13.3       35.3       23.2       24.2       11.6       30.3       18.9
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 22, 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  : 1,326,630:   326,767    131,391     24,887    786,633    866,242  1,138,287  1,022,520:   188,343    304,110
Old  : 1,326,630:   326,767    131,391     24,887    786,633    866,242  1,138,287  1,022,520:   188,343    304,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :   -34,124:    -2,796    -16,445     -2,570    -50,258    -20,309    -55,624    -39,324:    21,500      5,200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        9.9        1.9       59.3       65.3       85.8       77.1:      14.2       22.9
Old  :     100.0:      24.6        9.9        1.9       59.3       65.3       85.8       77.1:      14.2       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  :       193:        32         41         26         87         93        128        151:
Old  :       193:        32         41         26         87         93        128        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  :                 20.7       17.4       32.4       29.1       20.3       14.5       31.1       23.0
Old  :                 20.7       17.4       32.4       29.1       20.3       14.5       31.1       23.0
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 22, 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  :   611,996:   110,206     43,503     70,916    388,587    443,814    569,709    558,233:    42,287     53,763
Old  :   611,996:   110,206     43,503     70,916    388,587    443,814    569,709    558,233:    42,287     53,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    13,260:    -3,331      3,603      6,720      3,983     -7,520      7,372      2,803:     5,888     10,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        7.1       11.6       63.5       72.5       93.1       91.2:       6.9        8.8
Old  :     100.0:      18.0        7.1       11.6       63.5       72.5       93.1       91.2:       6.9        8.8
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  :       114:        28         22         30         56         50         97         92:
Old  :       114:        28         22         30         56         50         97         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  :                 36.2       36.8       49.6       50.4       22.6       17.9       28.2       26.4
Old  :                 36.2       36.8       49.6       50.4       22.6       17.9       28.2       26.4
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 22, 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  :    57,762:    16,433      5,595      2,732     29,900     41,356     49,065     49,683:     8,698      8,079
Old  :    57,762:    16,433      5,595      2,732     29,900     41,356     49,065     49,683:     8,698      8,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :      -450:      -618      1,466        478        163     -2,145         23       -202:      -473       -248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        9.7        4.7       51.8       71.6       84.9       86.0:      15.1       14.0
Old  :     100.0:      28.4        9.7        4.7       51.8       71.6       84.9       86.0:      15.1       14.0
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  :       106:        29         15         10         34         33         70         55:
Old  :       106:        29         15         10         34         33         70         55:
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  :                 27.7       34.4       39.6       50.4       27.1       33.8       37.8       47.4
Old  :                 27.7       34.4       39.6       50.4       27.1       33.8       37.8       47.4
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 22, 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  :    11,833:     3,326        753          0      6,582      8,839      9,908      9,592:     1,925      2,241
Old  :    11,833:     3,326        753          0      6,582      8,839      9,908      9,592:     1,925      2,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :       296:       276        240          0          8          0        284        240:        12         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        6.4        0.0       55.6       74.7       83.7       81.1:      16.3       18.9
Old  :     100.0:      28.1        6.4        0.0       55.6       74.7       83.7       81.1:      16.3       18.9
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  :        23:         6          3          0          7          8         13         11:
Old  :        23:         6          3          0          7          8         13         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       63.3       68.1       75.8       43.1       63.3       66.7       75.8
Old  :                 44.6       63.3       68.1       75.8       43.1       63.3       66.7       75.8
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 22, 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  :    91,858:    31,282     14,752        396     46,635     65,034     78,313     80,182:    13,545     11,676
Old  :    91,858:    31,282     14,752        396     46,635     65,034     78,313     80,182:    13,545     11,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    -1,491:      -883      3,355         52        309     -4,290       -522       -883:      -969       -608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       16.1        0.4       50.8       70.8       85.3       87.3:      14.7       12.7
Old  :     100.0:      34.1       16.1        0.4       50.8       70.8       85.3       87.3:      14.7       12.7
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  :       101:        29         16          4         32         32         62         51:
Old  :       101:        29         16          4         32         32         62         51:
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  :                 29.8       32.2       42.7       48.9       29.4       32.2       42.4       48.7
Old  :                 29.8       32.2       42.7       48.9       29.4       32.2       42.4       48.7
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 22, 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  :     5,634:     3,804      2,184         37      1,721      3,384      5,562      5,605:        72         29
Old  :     5,634:     3,804      2,184         37      1,721      3,384      5,562      5,605:        72         29
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :        21:        21         27          0          0        -35         21         -8:         0         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.5       38.8        0.7       30.5       60.1       98.7       99.5:       1.3        0.5
Old  :     100.0:      67.5       38.8        0.7       30.5       60.1       98.7       99.5:       1.3        0.5
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  :        21:        13          4          1          1          3         14          8:
Old  :        21:        13          4          1          1          3         14          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.2       92.0       90.0       99.5       70.2       92.0       90.0       98.8
Old  :                 70.2       92.0       90.0       99.5       70.2       92.0       90.0       98.8
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 22, 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  :    14,635:       530      1,501        255     13,788     12,629     14,573     14,385:        62        250
Old  :    14,635:       530      1,501        255     13,788     12,629     14,573     14,385:        62        250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :       205:       335         59        255       -385       -140        205        174:         0         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       10.3        1.7       94.2       86.3       99.6       98.3:       0.4        1.7
Old  :     100.0:       3.6       10.3        1.7       94.2       86.3       99.6       98.3:       0.4        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          7          1          9         15         11         23:
Old  :        30:         2          7          1          9         15         11         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  :                 83.1       64.3       98.7       80.4       78.3       62.4       90.2       76.5
Old  :                 83.1       64.3       98.7       80.4       78.3       62.4       90.2       76.5
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 22, 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  :    47,125:     1,316        948          0     45,361     46,064     46,677     47,012:       448        113
Old  :    47,125:     1,316        948          0     45,361     46,064     46,677     47,012:       448        113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    -2,191:     1,125        -61        -16     -3,371     -2,045     -2,262     -2,122:        71        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        2.0        0.0       96.3       97.7       99.0       99.8:       1.0        0.2
Old  :     100.0:       2.8        2.0        0.0       96.3       97.7       99.0       99.8:       1.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          5          0          7         17         11         22:
Old  :        30:         4          5          0          7         17         11         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  :                 95.9       77.2       98.9       94.0       66.9       54.8       68.5       64.4
Old  :                 95.9       77.2       98.9       94.0       66.9       54.8       68.5       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 25, 2011