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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 15, 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  :   546,877:   125,938     91,745     86,260    283,293    304,354    495,491    482,359:    51,386     64,518
Old  :   271,826:    99,323     73,362     11,951    128,364    162,165    239,638    247,478:    32,188     24,348
Other:   275,051:    61,815     53,583     39,109    154,929    142,189    255,853    234,881:    19,198     40,170
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :   -15,321:    -8,049        393     -7,438      2,347     -9,169    -13,140    -16,214:    -2,181        893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       16.8       15.8       51.8       55.7       90.6       88.2:       9.4       11.8
Old  :     100.0:      36.5       27.0        4.4       47.2       59.7       88.2       91.0:      11.8        9.0
Other:     100.0:      22.5       19.5       14.2       56.3       51.7       93.0       85.4:       7.0       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       453:       163        131        157         89        131        356        334:
Old  :       401:       169        104         62         61        103        258        242:
Other:       334:        91        101         98         69        119        222        268:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       21.4       32.6       27.9       18.1       18.1       29.6       22.3
Old  :                 25.7       29.7       34.9       37.3       23.5       29.3       32.5       36.6
Other:                 26.1       18.5       38.8       26.4       25.1       15.7       36.7       20.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 15, 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  : 1,719,874:   614,859    131,535    232,738    689,418  1,097,213  1,537,015  1,461,486:   182,859    258,388
Old  : 1,274,482:   457,908    131,499    164,897    516,098    803,249  1,138,903  1,099,645:   135,579    174,837
Other:   445,392:   196,886     39,971     27,906    173,320    293,964    398,112    361,841:    47,280     83,551
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    29,748:    -5,829      3,580     23,445     11,532     11,157     29,148     38,182:       600     -8,434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8        7.6       13.5       40.1       63.8       89.4       85.0:      10.6       15.0
Old  :     100.0:      35.9       10.3       12.9       40.5       63.0       89.4       86.3:      10.6       13.7
Other:     100.0:      44.2        9.0        6.3       38.9       66.0       89.4       81.2:      10.6       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       930:       301        126        253        250        389        681        695:
Old  :       901:       288        139        196        221        377        608        648:
Other:       678:       166        104         57        121        338        318        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  :                 13.1       12.0       20.5       18.2       10.8        8.9       15.9       14.0
Old  :                 13.9       15.0       21.2       21.1       12.6       11.5       17.7       16.7
Other:                 23.3       11.7       33.3       17.8       22.2       11.3       32.1       17.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 15, 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  :    14,505:     5,037        190        613      4,917     12,333     10,567     13,136:     3,938      1,369
Old  :    11,564:     4,656        296        138      3,496     10,032      8,290     10,466:     3,274      1,098
Other:     2,941:       817        330         39      1,421      2,301      2,277      2,670:       664        271
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :       140:       143        -62       -290       -119        249       -266       -103:       406        243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        1.3        4.2       33.9       85.0       72.9       90.6:      27.1        9.4
Old  :     100.0:      40.3        2.6        1.2       30.2       86.8       71.7       90.5:      28.3        9.5
Other:     100.0:      27.8       11.2        1.3       48.3       78.2       77.4       90.8:      22.6        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        25          3          7         14         11         44         19:
Old  :        45:        23          4          3          9         11         33         17:
Other:        26:         8          4          2         10         10         19         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  :                 23.1       65.9       38.5       81.8       23.1       61.2       37.7       75.8
Old  :                 26.9       73.7       41.4       84.1       26.9       73.7       41.4       83.8
Other:                 46.8       59.1       63.7       78.8       39.9       55.5       53.5       68.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 15, 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  :   698,766:   262,195     55,405    100,756    268,220    445,794    631,171    601,955:    67,595     96,811
Old  :   490,281:   200,807     47,233     54,467    189,530    331,562    444,804    433,262:    45,477     57,019
Other:   208,485:    89,031     35,815     18,646     78,690    114,232    186,367    168,693:    22,118     39,792
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :       672:    -8,308      9,649      4,705      4,135    -20,299        532     -5,945:       140      6,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5        7.9       14.4       38.4       63.8       90.3       86.1:       9.7       13.9
Old  :     100.0:      41.0        9.6       11.1       38.7       67.6       90.7       88.4:       9.3       11.6
Other:     100.0:      42.7       17.2        8.9       37.7       54.8       89.4       80.9:      10.6       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       612:       228        102        197        140        212        474        454:
Old  :       580:       213        111        145        113        194        402        400:
Other:       422:       128         84         53         88        176        253        282:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       21.5       20.5       29.1       10.8       19.8       17.4       25.8
Old  :                 16.1       26.6       24.6       36.5       15.0       26.3       23.1       34.7
Other:                 20.4       18.8       32.5       29.0       19.5       18.1       30.5       27.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, February 15, 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  :    26,616:    24,034      4,337        133         24      5,211     24,191      9,681:     2,425     16,935
Old  :     9,162:     7,337      3,082         99         24        939      7,460      4,120:     1,702      5,042
Other:    17,454:    16,722      1,280          9          0      4,272     16,731      5,561:       723     11,893
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :      -190:      -201        263         13         -2         82       -190        358:         0       -548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.3       16.3        0.5        0.1       19.6       90.9       36.4:       9.1       63.6
Old  :     100.0:      80.1       33.6        1.1        0.3       10.2       81.4       45.0:      18.6       55.0
Other:     100.0:      95.8        7.3        0.1        0.0       24.5       95.9       31.9:       4.1       68.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        20         12          8          1         14         22         33:
Old  :        44:        18         12          5          1         14         19         31:
Other:        35:        16          5          3          0         14         17         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  :                 54.6       14.7       76.7       20.7       54.5       14.7       76.5       20.6
Old  :                 40.1       21.4       64.4       30.9       40.1       21.4       63.9       30.9
Other:                 64.8       13.4       85.7       20.0       64.8       13.4       85.7       20.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 15, 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  :   398,449:   117,012     36,938     42,359    201,119    292,542    360,490    371,839:    37,959     26,610
Old  :   339,743:   111,544     45,366     24,586    169,076    246,092    305,206    316,044:    34,537     23,699
Other:    58,706:    19,534      5,638      3,707     32,043     46,450     55,284     55,795:     3,422      2,911
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -9,710:   -10,184      8,920     -3,540      4,714    -21,307     -9,010    -15,927:      -700      6,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        9.3       10.6       50.5       73.4       90.5       93.3:       9.5        6.7
Old  :     100.0:      32.8       13.4        7.2       49.8       72.4       89.8       93.0:      10.2        7.0
Other:     100.0:      33.3        9.6        6.3       54.6       79.1       94.2       95.0:       5.8        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        99         55         75         71         63        216        167:
Old  :       263:       100         65         64         68         62        204        163:
Other:        99:        37         14         12         39         20         78         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       35.8       23.5       48.7       11.4       25.4       18.7       37.3
Old  :                 14.6       34.6       25.8       46.7       13.1       26.3       22.0       37.5
Other:                 33.7       57.0       52.1       74.1       32.2       56.0       49.9       73.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 15, 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  :   591,848:    57,188     96,115      4,997    401,228    328,950    463,413    430,062:   128,435    161,786
Old  :   591,848:    57,188     96,115      4,997    401,228    328,950    463,413    430,062:   128,435    161,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :     5,878:   -10,336      5,438     -1,496     18,930     -4,321      7,098       -379:    -1,220      6,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       16.2        0.8       67.8       55.6       78.3       72.7:      21.7       27.3
Old  :     100.0:       9.7       16.2        0.8       67.8       55.6       78.3       72.7:      21.7       27.3
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  :       156:        23         34         21         75         69        110        112:
Old  :       156:        23         34         21         75         69        110        112:
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  :                 22.8       16.6       33.8       26.6       20.8       15.9       30.9       25.5
Old  :                 22.8       16.6       33.8       26.6       20.8       15.9       30.9       25.5
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 15, 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  :   323,620:    43,228     60,708      1,886    212,651    213,328    257,765    275,922:    65,855     47,698
Old  :   323,620:    43,228     60,708      1,886    212,651    213,328    257,765    275,922:    65,855     47,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    10,747:     1,557      3,282      1,604      8,011      6,283     11,172     11,169:      -425       -422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       18.8        0.6       65.7       65.9       79.7       85.3:      20.3       14.7
Old  :     100.0:      13.4       18.8        0.6       65.7       65.9       79.7       85.3:      20.3       14.7
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  :        60:         5         13          6         29         29         38         44:
Old  :        60:         5         13          6         29         29         38         44:
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  :                 23.6       44.2       43.4       59.6       23.3       41.8       41.9       56.7
Old  :                 23.6       44.2       43.4       59.6       23.3       41.8       41.9       56.7
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 15, 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  :     7,447:       593        407        410      6,228      6,290      7,231      7,107:       216        340
Old  :     7,447:       593        407        410      6,228      6,290      7,231      7,107:       216        340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :      -294:      -684         79         -8        415       -321       -277       -250:       -17        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        5.5        5.5       83.6       84.5       97.1       95.4:       2.9        4.6
Old  :     100.0:       8.0        5.5        5.5       83.6       84.5       97.1       95.4:       2.9        4.6
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  :        34:         4          3          5         20         25         27         30:
Old  :        34:         4          3          5         20         25         27         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       47.7       79.0       66.4       39.2       24.5       45.7       33.0
Old  :                 60.2       47.7       79.0       66.4       39.2       24.5       45.7       33.0
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 15, 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  :   218,541:    71,633     19,164     20,047     87,963    160,204    179,643    199,415:    38,898     19,126
Old  :   177,049:    60,647     19,865     11,265     72,331    129,170    144,243    160,300:    32,806     16,749
Other:    41,492:    12,623        936      7,145     15,632     31,034     35,400     39,115:     6,092      2,377
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -2,443:    -2,982      3,644     -4,146      6,846     -3,155       -282     -3,657:    -2,161      1,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        8.8        9.2       40.3       73.3       82.2       91.2:      17.8        8.8
Old  :     100.0:      34.3       11.2        6.4       40.9       73.0       81.5       90.5:      18.5        9.5
Other:     100.0:      30.4        2.3       17.2       37.7       74.8       85.3       94.3:      14.7        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        71         27         40         65         65        161        120:
Old  :       185:        68         29         35         65         63        153        115:
Other:        92:        25         10         11         40         25         72         43:
     :----------------------------------------------------------------------------------------------------
     :             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       38.2       19.9       49.6        9.1       34.2       15.2       42.6
Old  :                 13.2       36.6       21.3       50.2       11.0       33.0       18.6       43.3
Other:                 24.7       50.1       39.1       70.4       19.9       50.0       31.7       63.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 15, 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  :    25,876:     9,905      2,791      1,233      7,116     20,663     18,254     24,687:     7,622      1,189
Old  :    23,125:     9,753      2,789        872      5,939     18,453     16,564     22,114:     6,561      1,011
Other:     2,751:       430        280         83      1,177      2,210      1,690      2,573:     1,061        178
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :       854:       329       -133         49        130        865        508        781:       346         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       10.8        4.8       27.5       79.9       70.5       95.4:      29.5        4.6
Old  :     100.0:      42.2       12.1        3.8       25.7       79.8       71.6       95.6:      28.4        4.4
Other:     100.0:      15.6       10.2        3.0       42.8       80.3       61.4       93.5:      38.6        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        64         19         17         23         20        100         50:
Old  :       120:        65         20         10         18         19         91         44:
Other:        43:        14          7          6         12         14         29         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  :                 14.3       58.2       22.8       71.7       14.3       55.6       22.7       67.7
Old  :                 15.9       60.9       25.1       74.1       15.9       60.8       25.1       72.7
Other:                 34.5       64.0       47.7       77.3       34.0       62.2       44.3       75.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 15, 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  :   928,551:   180,645    215,731     20,132    640,204    546,281    840,981    782,144:    87,570    146,407
Old  :   928,551:   180,645    215,731     20,132    640,204    546,281    840,981    782,144:    87,570    146,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    62,925:    30,199     30,842     10,015     27,247     15,232     67,461     56,089:    -4,536      6,836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       23.2        2.2       68.9       58.8       90.6       84.2:       9.4       15.8
Old  :     100.0:      19.5       23.2        2.2       68.9       58.8       90.6       84.2:       9.4       15.8
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  :       227:        29         54         22         82        111        124        174:
Old  :       227:        29         54         22         82        111        124        174:
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  :                 34.3       16.3       47.6       26.4       32.0       15.2       42.0       23.9
Old  :                 34.3       16.3       47.6       26.4       32.0       15.2       42.0       23.9
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 15, 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  : 1,562,735:   182,412    298,916     45,941  1,083,587    887,085  1,311,940  1,231,942:   250,795    330,793
Old  : 1,562,735:   182,412    298,916     45,941  1,083,587    887,085  1,311,940  1,231,942:   250,795    330,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    55,832:     6,229     26,578     15,325     48,803     30,211     70,357     72,114:   -14,525    -16,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       19.1        2.9       69.3       56.8       84.0       78.8:      16.0       21.2
Old  :     100.0:      11.7       19.1        2.9       69.3       56.8       84.0       78.8:      16.0       21.2
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  :       272:        50         58         47        114        129        184        214:
Old  :       272:        50         58         47        114        129        184        214:
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  :                 29.3       12.8       35.7       22.7       24.8       11.1       30.9       17.6
Old  :                 29.3       12.8       35.7       22.7       24.8       11.1       30.9       17.6
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 15, 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  : 1,360,754:   329,563    147,836     27,457    836,891    886,551  1,193,911  1,061,844:   166,843    298,910
Old  : 1,360,754:   329,563    147,836     27,457    836,891    886,551  1,193,911  1,061,844:   166,843    298,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    70,427:    -6,218     17,359      8,312     54,753     37,921     56,847     63,592:    13,580      6,835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       10.9        2.0       61.5       65.2       87.7       78.0:      12.3       22.0
Old  :     100.0:      24.2       10.9        2.0       61.5       65.2       87.7       78.0:      12.3       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        34         35         22         86         95        124        148:
Old  :       194:        34         35         22         86         95        124        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       16.8       32.8       28.7       21.3       14.3       30.9       24.4
Old  :                 21.6       16.8       32.8       28.7       21.3       14.3       30.9       24.4
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 15, 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  :   598,736:   113,537     39,900     64,196    384,604    451,334    562,337    555,430:    36,399     43,306
Old  :   598,736:   113,537     39,900     64,196    384,604    451,334    562,337    555,430:    36,399     43,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    27,927:    -5,893      4,679      5,785     20,204     13,335     20,096     23,799:     7,831      4,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        6.7       10.7       64.2       75.4       93.9       92.8:       6.1        7.2
Old  :     100.0:      19.0        6.7       10.7       64.2       75.4       93.9       92.8:       6.1        7.2
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  :       111:        27         21         29         57         53         95         93:
Old  :       111:        27         21         29         57         53         95         93:
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  :                 36.8       37.2       49.8       51.2       23.0       18.1       28.2       26.5
Old  :                 36.8       37.2       49.8       51.2       23.0       18.1       28.2       26.5
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 15, 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  :    58,212:    17,051      4,130      2,254     29,737     43,501     49,042     49,885:     9,170      8,327
Old  :    58,212:    17,051      4,130      2,254     29,737     43,501     49,042     49,885:     9,170      8,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :     2,583:     1,515     -1,268        235        286      3,494      2,035      2,460:       549        123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        7.1        3.9       51.1       74.7       84.2       85.7:      15.8       14.3
Old  :     100.0:      29.3        7.1        3.9       51.1       74.7       84.2       85.7:      15.8       14.3
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  :       102:        30         11          6         32         33         67         49:
Old  :       102:        30         11          6         32         33         67         49:
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  :                 27.8       36.4       39.7       52.3       27.3       36.3       38.0       50.6
Old  :                 27.8       36.4       39.7       52.3       27.3       36.3       38.0       50.6
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 15, 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  :    11,537:     3,050        513          0      6,574      8,839      9,624      9,352:     1,913      2,185
Old  :    11,537:     3,050        513          0      6,574      8,839      9,624      9,352:     1,913      2,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :       766:       253         37          0        383        795        636        832:       130        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        4.4        0.0       57.0       76.6       83.4       81.1:      16.6       18.9
Old  :     100.0:      26.4        4.4        0.0       57.0       76.6       83.4       81.1:      16.6       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  :        22:         6          2          0          7          8         13         10:
Old  :        22:         6          2          0          7          8         13         10:
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  :                 45.7       64.9       68.1       77.4       44.2       64.9       66.6       77.4
Old  :                 45.7       64.9       68.1       77.4       44.2       64.9       66.6       77.4
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 15, 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  :    93,349:    32,165     11,397        344     46,326     69,324     78,835     81,065:    14,514     12,284
Old  :    93,349:    32,165     11,397        344     46,326     69,324     78,835     81,065:    14,514     12,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :     3,634:     3,350     -1,783       -358       -195      5,397      2,797      3,256:       837        378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       12.2        0.4       49.6       74.3       84.5       86.8:      15.5       13.2
Old  :     100.0:      34.5       12.2        0.4       49.6       74.3       84.5       86.8:      15.5       13.2
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  :        97:        29         13          1         29         32         58         46:
Old  :        97:        29         13          1         29         32         58         46:
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       34.5       42.0       51.6       29.4       34.5       41.7       51.5
Old  :                 29.8       34.5       42.0       51.6       29.4       34.5       41.7       51.5
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 15, 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  :     5,613:     3,783      2,157         37      1,721      3,419      5,541      5,613:        72          0
Old  :     5,613:     3,783      2,157         37      1,721      3,419      5,541      5,613:        72          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :       149:       172         78          0          0         71        172        149:       -23          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.4       38.4        0.7       30.7       60.9       98.7      100.0:       1.3        0.0
Old  :     100.0:      67.4       38.4        0.7       30.7       60.9       98.7      100.0:       1.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        13          5          1          1          4         14         10:
Old  :        23:        13          5          1          1          4         14         10:
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  :                 70.5       91.0       90.0       98.5       70.5       91.0       90.0       98.5
Old  :                 70.5       91.0       90.0       98.5       70.5       91.0       90.0       98.5
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 15, 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  :    14,430:       195      1,442          0     14,173     12,769     14,368     14,211:        62        219
Old  :    14,430:       195      1,442          0     14,173     12,769     14,368     14,211:        62        219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -1,272:    -1,032        131          0       -220     -1,397     -1,252     -1,266:       -20         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       10.0        0.0       98.2       88.5       99.6       98.5:       0.4        1.5
Old  :     100.0:       1.4       10.0        0.0       98.2       88.5       99.6       98.5:       0.4        1.5
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  :        30:         2          7          0          9         15         11         22:
Old  :        30:         2          7          0          9         15         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  :                 87.4       65.2       98.9       81.8       81.2       64.8       91.5       77.2
Old  :                 87.4       65.2       98.9       81.8       81.2       64.8       91.5       77.2
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 15, 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  :    49,316:       191      1,009         16     48,732     48,109     48,939     49,134:       377        182
Old  :    49,316:       191      1,009         16     48,732     48,109     48,939     49,134:       377        182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -4,582:    -1,424       -268         16     -3,310     -4,385     -4,718     -4,637:       136         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        2.0        0.0       98.8       97.6       99.2       99.6:       0.8        0.4
Old  :     100.0:       0.4        2.0        0.0       98.8       97.6       99.2       99.6:       0.8        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  :        28:         2          5          1          6         17          9         22:
Old  :        28:         2          5          1          6         17          9         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  :                 98.4       74.4       99.2       92.2       69.8       53.6       70.0       63.9
Old  :                 98.4       74.4       99.2       92.2       69.8       53.6       70.0       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 18, 2011