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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :   722,923:   126,601     83,169    202,462    333,227    365,763    662,289    651,393:    60,634     71,530
Old  :   389,497:   102,370     69,506     94,504    150,479    195,827    347,353    359,837:    42,144     29,660
Other:   333,426:    57,270     46,702     74,919    182,748    169,935    314,936    291,556:    18,490     41,870
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    38,706:     7,637      1,144     19,984      6,165     14,144     33,787     35,272:     4,920      3,434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       11.5       28.0       46.1       50.6       91.6       90.1:       8.4        9.9
Old  :     100.0:      26.3       17.8       24.3       38.6       50.3       89.2       92.4:      10.8        7.6
Other:     100.0:      17.2       14.0       22.5       54.8       51.0       94.5       87.4:       5.5       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       507:       180        144        220         94        146        408        407:
Old  :       466:       186        128        153         80        130        343        343:
Other:       347:        93        108        131         77        126        253        294:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       18.4       27.0       24.6       13.9       15.1       22.3       18.8
Old  :                 18.3       23.6       25.5       30.5       18.0       23.0       24.8       28.5
Other:                 25.4       17.8       37.5       24.6       19.7       12.8       29.3       16.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  : 2,510,643:   539,521    107,766    822,953    909,365  1,263,059  2,271,839  2,193,778:   238,804    316,865
Old  : 1,889,288:   401,523    101,528    642,404    664,344    928,885  1,708,271  1,672,818:   181,016    216,470
Other:   621,355:   177,144     45,384    141,402    245,021    334,174    563,568    520,960:    57,787    100,395
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    47,248:       422      8,105     14,340     25,466     28,975     40,229     51,420:     7,019     -4,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        4.3       32.8       36.2       50.3       90.5       87.4:       9.5       12.6
Old  :     100.0:      21.3        5.4       34.0       35.2       49.2       90.4       88.5:       9.6       11.5
Other:     100.0:      28.5        7.3       22.8       39.4       53.8       90.7       83.8:       9.3       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       940:       296        145        330        309        425        754        790:
Old  :       916:       281        154        291        281        412        694        752:
Other:       690:       157        116        145        172        365        398        565:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       11.8       18.3       17.4        8.2        6.4       11.9        9.8
Old  :                 11.0       13.3       18.5       18.9        8.6        8.4       12.9       11.7
Other:                 18.3       11.7       29.2       18.1       16.2        8.7       25.1       12.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :    15,627:     4,940        181      1,574      5,521     12,694     12,036     14,450:     3,592      1,178
Old  :    12,308:     4,706        162        810      3,828     10,411      9,344     11,384:     2,963        924
Other:     3,320:       466        251        532      1,693      2,283      2,691      3,066:       629        254
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :       408:       400          3        -58       -329        458         14        403:       394          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        1.2       10.1       35.3       81.2       77.0       92.5:      23.0        7.5
Old  :     100.0:      38.2        1.3        6.6       31.1       84.6       75.9       92.5:      24.1        7.5
Other:     100.0:      14.0        7.6       16.0       51.0       68.8       81.1       92.4:      18.9        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        27          6         11         15         13         47         27:
Old  :        49:        21          9          8         12         13         39         24:
Other:        28:        10          3          8         10         11         21         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  :                 22.5       60.3       38.0       77.8       22.5       55.1       36.2       70.2
Old  :                 25.5       68.0       42.9       82.4       25.5       68.0       42.7       80.6
Other:                 46.5       51.7       62.1       70.8       32.6       45.9       42.7       56.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  : 1,009,315:   220,032     31,424    365,216    346,971    513,450    932,219    910,090:    77,096     99,226
Old  :   727,540:   179,101     19,809    261,766    229,178    386,066    670,044    667,641:    57,496     59,899
Other:   281,775:    71,774     42,457     72,608    117,793    127,384    262,175    242,449:    19,600     39,326
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    24,253:     2,384     -1,481     12,558      4,544     10,673     19,486     21,750:     4,767      2,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        3.1       36.2       34.4       50.9       92.4       90.2:       7.6        9.8
Old  :     100.0:      24.6        2.7       36.0       31.5       53.1       92.1       91.8:       7.9        8.2
Other:     100.0:      25.5       15.1       25.8       41.8       45.2       93.0       86.0:       7.0       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       639:       263        103        258        144        228        511        517:
Old  :       611:       255        107        227        125        220        460        484:
Other:       432:       110        107         88         93        185        252        335:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       16.9       19.9       25.0        9.6       12.7       14.2       18.3
Old  :                 12.4       20.0       20.2       29.0       11.1       16.7       16.7       25.0
Other:                 19.5       16.3       30.7       26.0       15.9       14.9       26.1       21.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :    26,806:    24,235      4,074        120         26      5,129     24,381      9,323:     2,425     17,483
Old  :    10,185:     8,252      2,870         45         26      1,220      8,323      4,135:     1,862      6,050
Other:    16,621:    16,049      1,270          9          0      3,909     16,058      5,188:       563     11,433
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :       485:       388        622         20          0       -314        408        328:        77        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.4       15.2        0.4        0.1       19.1       91.0       34.8:       9.0       65.2
Old  :     100.0:      81.0       28.2        0.4        0.3       12.0       81.7       40.6:      18.3       59.4
Other:     100.0:      96.6        7.6        0.1        0.0       23.5       96.6       31.2:       3.4       68.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        21         13          6          3         13         25         31:
Old  :        45:        19         13          3          3         13         22         29:
Other:        35:        17          5          3          0         13         18         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       13.1       74.7       18.6       52.5       13.1       74.6       18.6
Old  :                 39.5       14.9       63.5       25.2       39.5       14.9       63.5       25.2
Other:                 65.1       13.4       86.1       20.0       65.1       13.4       86.1       20.0
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                                                         Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :     9,236:       741      6,892      1,394      6,587        740      8,723      9,026:       513        210
Old  :     9,236:       741      6,892      1,394      6,587        740      8,723      9,026:       513        210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :       291:       -88        395        -53        403        -45        263        298:        29         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       74.6       15.1       71.3        8.0       94.4       97.7:       5.6        2.3
Old  :     100.0:       8.0       74.6       15.1       71.3        8.0       94.4       97.7:       5.6        2.3
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  :        20:         3          6          6          9          7         17         14:
Old  :        20:         3          6          6          9          7         17         14:
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  :                 68.2       83.5       83.7       94.4       63.9       70.3       70.3       75.5
Old  :                 68.2       83.5       83.7       94.4       63.9       70.3       70.3       75.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :   503,024:   113,457     24,596    115,930    232,282    340,787    461,669    481,314:    41,354     21,710
Old  :   441,095:   107,659     30,423     94,715    200,826    297,343    403,200    422,481:    37,896     18,614
Other:    61,928:    19,403      7,779      7,610     31,456     43,444     58,470     58,833:     3,459      3,095
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    11,848:    10,067         53      4,127     -5,541      7,041      8,653     11,221:     3,195        627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        4.9       23.0       46.2       67.7       91.8       95.7:       8.2        4.3
Old  :     100.0:      24.4        6.9       21.5       45.5       67.4       91.4       95.8:       8.6        4.2
Other:     100.0:      31.3       12.6       12.3       50.8       70.2       94.4       95.0:       5.6        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:       126         44        100         70         76        243        196:
Old  :       281:       124         54         93         69         75        237        190:
Other:        98:        32         19         27         35         24         82         56:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       34.0       23.8       48.4        8.3       21.8       14.0       32.0
Old  :                 16.2       33.6       25.6       46.9        9.7       23.2       16.2       31.5
Other:                 32.1       50.4       48.5       69.1       30.4       49.9       44.7       66.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :   671,980:    60,714     87,614     47,620    415,752    366,488    524,086    501,722:   147,894    170,258
Old  :   671,980:    60,714     87,614     47,620    415,752    366,488    524,086    501,722:   147,894    170,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    51,895:     9,682     20,995     14,426     17,439      2,831     41,547     38,252:    10,348     13,643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       13.0        7.1       61.9       54.5       78.0       74.7:      22.0       25.3
Old  :     100.0:       9.0       13.0        7.1       61.9       54.5       78.0       74.7:      22.0       25.3
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  :       162:        28         37         38         78         74        122        133:
Old  :       162:        28         37         38         78         74        122        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       14.9       28.3       23.4       16.4       13.6       25.3       21.7
Old  :                 18.7       14.9       28.3       23.4       16.4       13.6       25.3       21.7
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 with Delta-adjusted Options and Futures Combined, February 8, 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  :   315,191:    41,671     57,445        407    206,333    207,056    248,412    264,909:    66,779     50,282
Old  :   315,191:    41,671     57,445        407    206,333    207,056    248,412    264,909:    66,779     50,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :     7,745:         2       -211        -59      5,696      9,342      5,638      9,071:     2,107     -1,326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       18.2        0.1       65.5       65.7       78.8       84.0:      21.2       16.0
Old  :     100.0:      13.2       18.2        0.1       65.5       65.7       78.8       84.0:      21.2       16.0
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  :        59:         4         11          2         27         32         32         44:
Old  :        59:         4         11          2         27         32         32         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  :                 25.1       42.4       45.7       57.0       24.9       41.4       44.1       55.6
Old  :                 25.1       42.4       45.7       57.0       24.9       41.4       44.1       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :     7,741:     1,277        328        418      5,813      6,611      7,508      7,357:       233        384
Old  :     7,741:     1,277        328        418      5,813      6,611      7,508      7,357:       233        384
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :      -166:      -182         28         20        -44       -412       -206       -364:        40        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        4.2        5.4       75.1       85.4       97.0       95.0:       3.0        5.0
Old  :     100.0:      16.5        4.2        5.4       75.1       85.4       97.0       95.0:       3.0        5.0
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  :        36:         6          4          5         19         23         28         29:
Old  :        36:         6          4          5         19         23         28         29:
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  :                 54.6       46.3       74.2       67.0       37.9       29.9       48.4       38.5
Old  :                 54.6       46.3       74.2       67.0       37.9       29.9       48.4       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :   265,189:    61,547     14,513     57,212    100,336    173,375    219,096    245,100:    46,093     20,089
Old  :   221,407:    58,640     15,562     40,648     81,777    147,884    181,065    204,094:    40,342     17,313
Other:    43,782:     6,565      2,609     12,906     18,560     25,491     38,031     41,005:     5,751      2,776
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :     2,914:        26      2,223      3,890       -226     -3,556      3,690      2,558:      -776        356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        5.5       21.6       37.8       65.4       82.6       92.4:      17.4        7.6
Old  :     100.0:      26.5        7.0       18.4       36.9       66.8       81.8       92.2:      18.2        7.8
Other:     100.0:      15.0        6.0       29.5       42.4       58.2       86.9       93.7:      13.1        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        91         19         61         71         74        189        143:
Old  :       208:        87         23         58         71         71        181        140:
Other:        98:        25         12         21         46         31         84         55:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       35.0       21.3       48.2        6.1       28.4       10.7       34.8
Old  :                 14.1       34.1       20.8       47.2        7.1       27.2       12.6       35.3
Other:                 26.8       47.3       39.4       63.8       21.0       35.4       28.6       48.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :    27,150:     9,824      2,644      2,524      7,102     20,650     19,451     25,818:     7,700      1,332
Old  :    24,377:     9,647      2,662      2,041      5,971     18,600     17,660     23,304:     6,717      1,073
Other:     2,773:       407        211        253      1,131      2,050      1,791      2,514:       982        259
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :     1,677:     1,200         70       -118        299      1,989      1,381      1,941:       296       -264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2        9.7        9.3       26.2       76.1       71.6       95.1:      28.4        4.9
Old  :     100.0:      39.6       10.9        8.4       24.5       76.3       72.4       95.6:      27.6        4.4
Other:     100.0:      14.7        7.6        9.1       40.8       73.9       64.6       90.7:      35.4        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        68         17         21         29         24        107         57:
Old  :       125:        65         21         17         28         24        103         54:
Other:        42:        13          7          7         10         15         27         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       54.8       22.6       67.6       14.4       52.2       22.6       64.0
Old  :                 16.1       57.0       24.9       69.6       16.1       56.7       24.9       68.1
Other:                 33.5       55.0       47.5       70.1       32.7       55.0       41.6       68.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :   902,804:   153,018    179,088     29,114    623,383    547,465    805,515    755,666:    97,289    147,138
Old  :   902,804:   153,018    179,088     29,114    623,383    547,465    805,515    755,666:    97,289    147,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    78,356:   -49,777     45,401      2,017    135,939     18,999     88,178     66,416:    -9,822     11,940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       19.8        3.2       69.0       60.6       89.2       83.7:      10.8       16.3
Old  :     100.0:      16.9       19.8        3.2       69.0       60.6       89.2       83.7:      10.8       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        33         41         27         84        109        132        162:
Old  :       214:        33         41         27         84        109        132        162:
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  :                 29.4       16.6       38.7       26.7       24.2       15.0       32.8       23.2
Old  :                 29.4       16.6       38.7       26.7       24.2       15.0       32.8       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  : 2,135,574:   162,131    251,289    325,747  1,353,738  1,180,570  1,841,615  1,757,606:   293,959    377,969
Old  : 2,135,574:   162,131    251,289    325,747  1,353,738  1,180,570  1,841,615  1,757,606:   293,959    377,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :   366,769:    29,060     -8,892    140,844    199,279    202,744    369,183    334,696:    -2,414     32,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       11.8       15.3       63.4       55.3       86.2       82.3:      13.8       17.7
Old  :     100.0:       7.6       11.8       15.3       63.4       55.3       86.2       82.3:      13.8       17.7
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  :       273:        47         67         75        131        144        224        240:
Old  :       273:        47         67         75        131        144        224        240:
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  :                 21.5       11.1       29.5       18.3       19.2        8.3       23.0       12.6
Old  :                 21.5       11.1       29.5       18.3       19.2        8.3       23.0       12.6
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 with Delta-adjusted Options and Futures Combined, February 8, 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  : 1,472,666:   321,998    123,060    116,286    862,290    916,911  1,300,575  1,156,256:   172,091    316,409
Old  : 1,472,666:   321,998    123,060    116,286    862,290    916,911  1,300,575  1,156,256:   172,091    316,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :   238,418:    42,580     48,531     42,449    190,923     97,534    275,951    188,514:   -37,533     49,904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        8.4        7.9       58.6       62.3       88.3       78.5:      11.7       21.5
Old  :     100.0:      21.9        8.4        7.9       58.6       62.3       88.3       78.5:      11.7       21.5
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  :       201:        36         36         31        101        105        149        160:
Old  :       201:        36         36         31        101        105        149        160:
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  :                 19.5       15.1       29.7       25.8       18.6       12.3       27.4       20.6
Old  :                 19.5       15.1       29.7       25.8       18.6       12.3       27.4       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :   768,079:   113,296     37,121    231,782    391,909    457,506    736,986    726,408:    31,093     41,671
Old  :   768,079:   113,296     37,121    231,782    391,909    457,506    736,986    726,408:    31,093     41,671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    37,599:     6,558      1,634      9,749     18,483     28,791     34,789     40,173:     2,809     -2,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        4.8       30.2       51.0       59.6       96.0       94.6:       4.0        5.4
Old  :     100.0:      14.8        4.8       30.2       51.0       59.6       96.0       94.6:       4.0        5.4
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  :       121:        32         23         36         57         56        107        100:
Old  :       121:        32         23         36         57         56        107        100:
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  :                 33.7       29.1       48.9       46.2       17.5       13.3       20.8       19.7
Old  :                 33.7       29.1       48.9       46.2       17.5       13.3       20.8       19.7
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 with Delta-adjusted Options and Futures Combined, February 8, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    57,745:    15,432      5,320      2,882     30,745     41,209     49,059     49,411:     8,686      8,334
Old  :    57,745:    15,432      5,320      2,882     30,745     41,209     49,059     49,411:     8,686      8,334
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    -4,700:    -6,033      1,018        607        344     -7,650     -5,081     -6,025:       382      1,326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        9.2        5.0       53.2       71.4       85.0       85.6:      15.0       14.4
Old  :     100.0:      26.7        9.2        5.0       53.2       71.4       85.0       85.6:      15.0       14.4
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  :       105:        28         16         12         35         34         72         57:
Old  :       105:        28         16         12         35         34         72         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       29.8       40.7       45.1       27.2       29.8       39.1       44.5
Old  :                 27.7       29.8       40.7       45.1       27.2       29.8       39.1       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    10,792:     2,797        476          0      6,191      8,044      8,988      8,520:     1,804      2,272
Old  :    10,792:     2,797        476          0      6,191      8,044      8,988      8,520:     1,804      2,272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :       153:       144         11          0          0          0        144         11:         9        142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        4.4        0.0       57.4       74.5       83.3       78.9:      16.7       21.1
Old  :     100.0:      25.9        4.4        0.0       57.4       74.5       83.3       78.9:      16.7       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          2          0          6          7         12          9:
Old  :        20:         6          2          0          6          7         12          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       66.7       71.4       77.4       47.3       66.7       69.9       77.4
Old  :                 48.9       66.7       71.4       77.4       47.3       66.7       69.9       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 with Delta-adjusted Options and Futures Combined, February 8, 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  :    93,906:    28,607     13,025      2,428     49,107     66,330     80,142     81,783:    13,764     12,123
Old  :    93,906:    28,607     13,025      2,428     49,107     66,330     80,142     81,783:    13,764     12,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    -9,706:   -12,128      2,239        989        688    -15,301    -10,451    -12,073:       745      2,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       13.9        2.6       52.3       70.6       85.3       87.1:      14.7       12.9
Old  :     100.0:      30.5       13.9        2.6       52.3       70.6       85.3       87.1:      14.7       12.9
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  :       101:        27         19          6         33         33         64         54:
Old  :       101:        27         19          6         33         33         64         54:
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  :                 29.2       29.7       43.4       44.3       28.9       29.7       43.0       43.8
Old  :                 29.2       29.7       43.4       44.3       28.9       29.7       43.0       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :     5,464:     3,611      2,079         37      1,721      3,348      5,369      5,464:        95          0
Old  :     5,464:     3,611      2,079         37      1,721      3,348      5,369      5,464:        95          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :        86:        10         44          0         52         62         62        106:        24        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.1       38.0        0.7       31.5       61.3       98.3      100.0:       1.7        0.0
Old  :     100.0:      66.1       38.0        0.7       31.5       61.3       98.3      100.0:       1.7        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  :        21:        11          5          1          1          4         12         10:
Old  :        21:        11          5          1          1          4         12         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  :                 72.4       91.8       92.0       98.9       72.4       91.8       92.0       98.9
Old  :                 72.4       91.8       92.0       98.9       72.4       91.8       92.0       98.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    15,702:     1,227      1,311          0     14,393     14,166     15,620     15,477:        82        225
Old  :    15,702:     1,227      1,311          0     14,393     14,166     15,620     15,477:        82        225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :       298:      -165       -110        -20        475        418        290        288:         8         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        8.3        0.0       91.7       90.2       99.5       98.6:       0.5        1.4
Old  :     100.0:       7.8        8.3        0.0       91.7       90.2       99.5       98.6:       0.5        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 82.2       66.8       98.8       82.8       75.9       65.8       92.3       78.9
Old  :                 82.2       66.8       98.8       82.8       75.9       65.8       92.3       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :    53,898:     1,615      1,277          0     52,042     52,494     53,657     53,771:       241        127
Old  :    53,898:     1,615      1,277          0     52,042     52,494     53,657     53,771:       241        127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    -1,717:      -783       -783          0       -846       -882     -1,629     -1,665:       -88        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        2.4        0.0       96.6       97.4       99.6       99.8:       0.4        0.2
Old  :     100.0:       3.0        2.4        0.0       96.6       97.4       99.6       99.8:       0.4        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         4          6          0          6         17         10         23:
Old  :        31:         4          6          0          6         17         10         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.0       71.3       99.4       92.4       76.3       59.9       78.5       73.1
Old  :                 97.0       71.3       99.4       92.4       76.3       59.9       78.5       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 11, 2011