```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      545,753
COMMITMENTS
 124,914   89,634   91,218  280,251  303,546  496,383  484,398   49,370   61,355

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      9,809)
   2,610    1,721    2,598    2,703    5,025    7,911    9,344    1,898      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     16.4     16.7     51.4     55.6     91.0     88.8      9.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      459)
     164      134      163       87      134      358      343
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,669,116
COMMITMENTS
 614,748  116,571  217,934  661,108  1064276  1493790  1398781  175,326  270,335

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     45,364)
  11,353   -4,904   18,556   13,094   29,107   43,003   42,759    2,361    2,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      7.0     13.1     39.6     63.8     89.5     83.8     10.5     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      891)
     287      116      214      237      385      633      654
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,011
COMMITMENTS
   4,700      188      928    5,263   11,776   10,891   12,892    3,120    1,119

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        387)
     955      -19     -421     -275      610      259      170      128      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      1.3      6.6     37.6     84.0     77.7     92.0     22.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      24        4        6       15       12       43       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      677,852
COMMITMENTS
 265,819   47,010   87,471  261,833  456,497  615,123  590,978   62,729   86,874

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     27,730)
  15,136    9,523    7,636    2,334   10,299   25,106   27,458    2,624      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2      6.9     12.9     38.6     67.3     90.7     87.2      9.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      591)
     235       88      155      120      207      429      413
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,321
COMMITMENTS
  23,847    3,452      100       26    5,443   23,973    8,995    2,348   17,326

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,309)
   1,733      886       14        0     -102    1,747      798     -438      511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    90.6     13.1      0.4      0.1     20.7     91.1     34.2      8.9     65.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      22       13        7        3       12       26       31
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      400,599
COMMITMENTS
 119,174   29,455   43,283  202,336  307,902  364,793  380,640   35,806   19,959

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     15,996)
  17,294   -3,637    2,146   -7,512   16,542   11,928   15,051    4,068      945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      7.4     10.8     50.5     76.9     91.1     95.0      8.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
     112       43       83       63       62      220      165
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      560,523
COMMITMENTS
  52,969   71,410    5,230  377,728  339,467  435,927  416,107  124,596  144,416

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -7,383)
  -7,253    1,390    1,054    6,431  -12,632      232  -10,188   -7,615    2,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     12.7      0.9     67.4     60.6     77.8     74.2     22.2     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      17       33       16       66       65       93      104
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      305,494
COMMITMENTS
  41,669   57,767      256  199,563  197,623  241,488  255,646   64,006   49,848

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      3,210)
  -1,554    1,308        6    4,418      504    2,870    1,818      340    1,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     18.9      0.1     65.3     64.7     79.0     83.7     21.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4       11        1       26       27       30       39
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,907
COMMITMENTS
   1,459      300      398    5,857    7,023    7,714    7,721      193      186

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -193)
      81     -131        5     -289      -21     -203     -147       10      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      3.8      5.0     74.1     88.8     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        5        5       20       24       30       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      218,089
COMMITMENTS
  73,278   13,049   21,518   81,752  166,408  176,548  200,975   41,541   17,114

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      6,286)
   7,340   -1,116    3,111   -6,155    5,003    4,296    6,998    1,990     -712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      6.0      9.9     37.5     76.3     81.0     92.2     19.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      84       18       42       67       64      177      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,034
COMMITMENTS
   8,462    2,651    1,217    6,338   17,811   16,017   21,679    7,017    1,355

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      2,742)
   1,674      267      265       78    2,132    2,017    2,664      725       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     11.5      5.3     27.5     77.3     69.5     94.1     30.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      58       14       14       22       21       88       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      796,113
COMMITMENTS
 201,168  136,375   10,539  481,564  519,333  693,271  666,247  102,842  129,866

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     52,883)
  59,450   15,435      912   -7,384   34,521   52,978   50,868      -95    2,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     17.1      1.3     60.5     65.2     87.1     83.7     12.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      38       39       19       73      104      122      151
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,365,536
COMMITMENTS
 139,750  273,580   12,855  940,550  761,446  1093155  1047881  272,381  317,655

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -5,312)
   8,864   28,376   -3,114  -18,771  -23,726  -13,021    1,536    7,709   -6,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     20.0      0.9     68.9     55.8     80.1     76.7     19.9     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      37       60       32       99      117      151      194
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,120,310
COMMITMENTS
 283,233   82,070   15,635  624,854  772,288  923,722  869,993  196,588  250,317

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -12,651)
  23,470   -5,707    3,016  -52,956  -13,907  -26,470  -16,598   13,819    3,947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      7.3      1.4     55.8     68.9     82.5     77.7     17.5     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      33       32       21       77       80      119      124
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      544,417
COMMITMENTS
 109,117   30,511   61,958  347,125  410,113  518,200  502,582   26,217   41,835

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -37,999)
 -17,922   -7,046    3,168  -18,410  -30,797  -33,164  -34,675   -4,835   -3,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      5.6     11.4     63.8     75.3     95.2     92.3      4.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      26       21       31       51       51       92       92
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,570
COMMITMENTS
  21,546    4,347    1,556   29,244   47,769   52,346   53,671    8,225    6,899

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     10,789)
   2,888   -2,183    1,304    5,545   10,006    9,737    9,127    1,052    1,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6      7.2      2.6     48.3     78.9     86.4     88.6     13.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      39       11        6       31       33       73       50
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       10,616
COMMITMENTS
   2,653      465        0    6,191    8,044    8,844    8,509    1,772    2,107

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      4.4      0.0     58.3     75.8     83.3     80.2     16.7     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        2        0        6        7       12        9
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,908
COMMITMENTS
  40,897   10,875        0   46,106   79,449   87,003   90,324   12,905    9,584

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        345)
   3,582   -2,184     -504   -1,293    3,923    1,785    1,235   -1,440     -890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     10.9      0.0     46.1     79.5     87.1     90.4     12.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      36       15        0       29       32       65       47
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        5,378
COMMITMENTS
   3,601    2,035       37    1,669    3,286    5,307    5,358       71       20

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        252)
     151      269        0       81       -4      232      265       20      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0     37.8      0.7     31.0     61.1     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        5        1        1        3       13        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,404
COMMITMENTS
   1,392    1,421       20   13,918   13,748   15,330   15,189       74      215

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        108)
    -188     -128        3      278      237       93      112       15       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      9.2      0.1     90.4     89.2     99.5     98.6      0.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        8        1        9       15       12       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       55,615
COMMITMENTS
   2,398    2,060        0   52,888   53,376   55,286   55,436      329      179

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      5,035)
    -786      362        0    5,735    4,984    4,949    5,346       86     -311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.7      0.0     95.1     96.0     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        8        0        7       17       12       25
```

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Updated February 4, 2011