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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   626,895:   107,600     87,501    143,551    318,907    328,812    570,058    559,864:    56,837     67,031
Old  :   268,210:    77,616     64,103     34,289    122,541    146,924    234,446    245,317:    33,763     22,892
Other:   358,686:    56,643     50,057     82,603    196,366    181,888    335,611    314,547:    23,074     44,138
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :   -71,363:   -10,440      2,848    -46,087    -15,007    -25,457    -71,535    -68,696:       173     -2,666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       14.0       22.9       50.9       52.5       90.9       89.3:       9.1       10.7
Old  :     100.0:      28.9       23.9       12.8       45.7       54.8       87.4       91.5:      12.6        8.5
Other:     100.0:      15.8       14.0       23.0       54.7       50.7       93.6       87.7:       6.4       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       455:       158        132        187        102        138        369        367:
Old  :       393:       150        109        112         76        108        282        275:
Other:       349:        94        108        127         80        127        252        295:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       18.4       30.4       25.0       15.7       14.8       25.8       18.2
Old  :                 25.1       26.8       33.6       34.9       24.9       26.3       33.4       33.7
Other:                 23.8       17.3       35.3       25.0       18.9       11.9       27.5       15.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,342,713:   513,780    105,268    668,682    912,533  1,245,958  2,094,995  2,019,908:   247,718    322,806
Old  : 1,693,603:   372,739    106,191    474,776    660,353    893,408  1,507,868  1,474,376:   185,735    219,228
Other:   649,110:   185,729     43,765    149,218    252,180    352,549    587,127    545,532:    61,983    103,578
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :  -230,796:   -10,995     -6,669   -205,666    -23,048    -34,869   -239,709   -247,204:     8,913     16,408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        4.5       28.5       39.0       53.2       89.4       86.2:      10.6       13.8
Old  :     100.0:      22.0        6.3       28.0       39.0       52.8       89.0       87.1:      11.0       12.9
Other:     100.0:      28.6        6.7       23.0       38.9       54.3       90.5       84.0:       9.5       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       931:       282        155        327        299        415        732        789:
Old  :       904:       270        156        278        268        400        659        745:
Other:       707:       153        144        137        177        364        407        575:
     :----------------------------------------------------------------------------------------------------
     :             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       12.5       19.0       18.0        8.9        6.5       12.8       10.0
Old  :                 11.9       14.4       20.0       20.2        9.8        9.4       14.3       12.9
Other:                 16.6       10.9       27.7       17.8       15.0        8.1       23.4       11.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    15,593:     5,012        110      1,118      5,618     13,051     11,748     14,279:     3,845      1,313
Old  :    11,466:     4,544          6        243      3,654     10,243      8,442     10,492:     3,025        974
Other:     4,126:       874        510        468      1,964      2,809      3,307      3,787:       820        339
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :      -140:       -40        -72       -132        212        192         39        -13:      -180       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        0.7        7.2       36.0       83.7       75.3       91.6:      24.7        8.4
Old  :     100.0:      39.6        0.1        2.1       31.9       89.3       73.6       91.5:      26.4        8.5
Other:     100.0:      21.2       12.4       11.4       47.6       68.1       80.1       91.8:      19.9        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        21          6          9         14         13         43         22:
Old  :        44:        22          1          7         10         13         34         20:
Other:        27:         3          7          6         10         12         19         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       62.8       37.6       79.4       21.8       55.0       36.3       68.9
Old  :                 27.3       74.7       43.0       86.0       27.3       73.7       43.0       82.4
Other:                 47.9       53.2       66.2       73.1       43.3       47.8       52.1       60.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   863,916:   172,284     39,381    273,705    345,395    446,328    791,385    759,414:    72,531    104,501
Old  :   574,566:   129,044     34,895    165,043    234,269    315,150    528,356    515,089:    46,210     59,477
Other:   289,350:    76,260     37,505     75,643    111,126    131,177    263,029    244,326:    26,320     45,024
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :  -139,905:   -26,916     -2,007    -92,579    -16,284    -44,990   -135,779   -139,576:    -4,126       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        4.6       31.7       40.0       51.7       91.6       87.9:       8.4       12.1
Old  :     100.0:      22.5        6.1       28.7       40.8       54.9       92.0       89.6:       8.0       10.4
Other:     100.0:      26.4       13.0       26.1       38.4       45.3       90.9       84.4:       9.1       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       591:       200        109        235        156        225        477        492:
Old  :       560:       192        111        197        134        213        414        454:
Other:       436:       116        110        100        101        184        274        340:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       16.2       22.0       24.2       10.9       11.6       15.9       15.7
Old  :                 15.5       19.8       23.3       28.5       14.0       16.0       20.3       20.8
Other:                 16.9       14.5       28.7       23.5       14.1       12.3       23.2       18.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    23,684:    20,743      1,708        483         24      5,231     21,250      7,422:     2,434     16,262
Old  :     5,993:     3,897        459        386         24        901      4,307      1,746:     1,686      4,247
Other:    17,691:    16,931      1,334         12          0      4,330     16,943      5,676:       748     12,015
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    -2,932:    -3,291     -2,629        350          0         20     -2,941     -2,259:         9       -673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.6        7.2        2.0        0.1       22.1       89.7       31.3:      10.3       68.7
Old  :     100.0:      65.0        7.7        6.4        0.4       15.0       71.9       29.1:      28.1       70.9
Other:     100.0:      95.7        7.5        0.1        0.0       24.5       95.8       32.1:       4.2       67.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        17          6          9          1         14         19         28:
Old  :        34:        16          4          9          1         14         17         27:
Other:        34:        15          5          3          0         14         16         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       12.5       76.4       18.8       55.2       12.5       75.9       18.2
Old  :                 38.2       14.1       57.7       20.8       36.7       14.1       54.9       18.9
Other:                 64.6       13.5       85.6       20.2       64.6       13.5       85.6       20.2
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                                                         Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,812:       483      7,850      1,874      7,996        894     10,353     10,618:       459        194
Old  :    10,812:       483      7,850      1,874      7,996        894     10,353     10,618:       459        194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :       774:       -64        225        297        554        260        787        781:       -13         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       72.6       17.3       74.0        8.3       95.8       98.2:       4.2        1.8
Old  :     100.0:       4.5       72.6       17.3       74.0        8.3       95.8       98.2:       4.2        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          6          6          9          7         18         14:
Old  :        21:         4          6          6          9          7         18         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  :                 72.2       84.4       85.0       95.6       61.6       68.5       67.7       73.3
Old  :                 72.2       84.4       85.0       95.6       61.6       68.5       67.7       73.3
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 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   439,190:    86,950     37,492     82,167    227,510    286,857    396,626    406,516:    42,564     32,674
Old  :   370,273:    77,781     44,541     60,427    193,457    236,138    331,665    341,107:    38,607     29,166
Other:    68,918:    21,862      5,645      9,046     34,052     50,719     64,961     65,410:     3,957      3,508
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :   -50,958:   -13,298      1,989    -27,692    -12,562    -30,544    -53,551    -56,247:     2,593      5,288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        8.5       18.7       51.8       65.3       90.3       92.6:       9.7        7.4
Old  :     100.0:      21.0       12.0       16.3       52.2       63.8       89.6       92.1:      10.4        7.9
Other:     100.0:      31.7        8.2       13.1       49.4       73.6       94.3       94.9:       5.7        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        87         69        100         69         78        217        208:
Old  :       266:        82         84         90         66         76        208        201:
Other:       107:        41         16         30         36         26         87         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       31.4       23.3       44.7        9.4       21.1       15.7       29.6
Old  :                 14.0       30.3       23.7       42.6       10.9       21.8       18.8       29.1
Other:                 29.8       50.2       46.3       67.6       27.6       49.3       43.4       64.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   710,660:    66,908    114,240     25,313    436,354    380,987    528,575    520,540:   182,085    190,120
Old  :   710,660:    66,908    114,240     25,313    436,354    380,987    528,575    520,540:   182,085    190,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    40,591:    16,179     21,737    -18,813      2,421     22,999       -213     25,923:    40,804     14,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       16.1        3.6       61.4       53.6       74.4       73.2:      25.6       26.8
Old  :     100.0:       9.4       16.1        3.6       61.4       53.6       74.4       73.2:      25.6       26.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        22         33         26         75         68        111        114:
Old  :       145:        22         33         26         75         68        111        114:
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  :                 18.9       15.3       28.3       24.0       17.1       14.3       25.7       22.1
Old  :                 18.9       15.3       28.3       24.0       17.1       14.3       25.7       22.1
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 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   332,605:    43,620     63,615      4,976    211,062    207,120    259,658    275,711:    72,947     56,893
Old  :   332,605:    43,620     63,615      4,976    211,062    207,120    259,658    275,711:    72,947     56,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :     5,902:       392      2,756      2,757     -3,272     -6,687       -122     -1,174:     6,025      7,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       19.1        1.5       63.5       62.3       78.1       82.9:      21.9       17.1
Old  :     100.0:      13.1       19.1        1.5       63.5       62.3       78.1       82.9:      21.9       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         5         13          6         32         28         41         43:
Old  :        60:         5         13          6         32         28         41         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       40.8       42.7       56.3       22.9       40.3       41.1       55.1
Old  :                 23.3       40.8       42.7       56.3       22.9       40.3       41.1       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     7,802:       719        555        435      6,422      6,536      7,576      7,526:       226        276
Old  :     7,802:       719        555        435      6,422      6,536      7,576      7,526:       226        276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :       355:       126        148         25        194        246        345        419:        10        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        7.1        5.6       82.3       83.8       97.1       96.5:       2.9        3.5
Old  :     100.0:       9.2        7.1        5.6       82.3       83.8       97.1       96.5:       2.9        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         5          5          6         21         26         30         33:
Old  :        38:         5          5          6         21         26         30         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       46.5       78.2       65.6       36.5       24.6       42.9       32.5
Old  :                 59.7       46.5       78.2       65.6       36.5       24.6       42.9       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   241,659:    50,479     23,695     43,271    109,023    151,414    202,772    218,380:    38,887     23,279
Old  :   188,038:    44,533     22,338     27,247     84,433    118,462    156,214    168,047:    31,824     19,990
Other:    53,621:     7,667      3,078     14,302     24,590     32,953     46,559     50,333:     7,063      3,289
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :   -21,865:    -4,773      3,841    -10,849     -1,967    -17,350    -17,589    -24,358:    -4,277      2,493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        9.8       17.9       45.1       62.7       83.9       90.4:      16.1        9.6
Old  :     100.0:      23.7       11.9       14.5       44.9       63.0       83.1       89.4:      16.9       10.6
Other:     100.0:      14.3        5.7       26.7       45.9       61.5       86.8       93.9:      13.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        57         35         55         76         69        172        135:
Old  :       187:        62         32         49         74         64        162        127:
Other:       102:        15         19         23         51         34         86         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       31.7       19.9       43.7        7.5       24.4       13.1       31.5
Old  :                 11.5       30.8       19.8       42.0        9.6       24.5       16.7       32.9
Other:                 23.0       42.5       37.8       62.3       15.7       33.9       25.8       44.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    26,822:     9,172      2,549      2,387      7,503     20,722     19,061     25,658:     7,761      1,164
Old  :    23,685:     9,054      2,531      1,801      6,314     18,404     17,168     22,737:     6,516        948
Other:     3,137:       428        327        276      1,189      2,318      1,893      2,921:     1,245        217
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :      -949:      -911       -131        -42        169       -619       -784       -793:      -166       -157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        9.5        8.9       28.0       77.3       71.1       95.7:      28.9        4.3
Old  :     100.0:      38.2       10.7        7.6       26.7       77.7       72.5       96.0:      27.5        4.0
Other:     100.0:      13.6       10.4        8.8       37.9       73.9       60.3       93.1:      39.7        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        58         17         19         28         23        101         53:
Old  :       116:        57         19         15         24         23         93         50:
Other:        45:        13          8          9         13         15         30         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       54.0       22.1       67.2       13.7       51.6       21.9       62.8
Old  :                 15.5       57.0       24.5       69.9       15.5       56.3       24.5       68.0
Other:                 30.6       56.8       43.3       70.9       29.8       55.2       38.8       67.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,014,127:   197,892    231,203     43,169    669,315    587,359    910,376    861,731:   103,751    152,396
Old  : 1,014,127:   197,892    231,203     43,169    669,315    587,359    910,376    861,731:   103,751    152,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    50,595:    16,708     21,802      3,067     18,636     24,656     38,411     49,525:    12,184      1,070
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       22.8        4.3       66.0       57.9       89.8       85.0:      10.2       15.0
Old  :     100.0:      19.5       22.8        4.3       66.0       57.9       89.8       85.0:      10.2       15.0
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  :       226:        28         55         33         92        114        140        182:
Old  :       226:        28         55         33         92        114        140        182:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       16.8       46.0       25.6       29.5       16.4       41.3       24.6
Old  :                 30.6       16.8       46.0       25.6       29.5       16.4       41.3       24.6
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 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,820,681:   172,979    298,667    135,914  1,211,671  1,002,943  1,520,565  1,437,525:   300,116    383,156
Old  : 1,820,681:   172,979    298,667    135,914  1,211,671  1,002,943  1,520,565  1,437,525:   300,116    383,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :  -266,878:       298     13,414   -141,897   -152,478   -166,482   -294,076   -294,965:    27,198     28,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       16.4        7.5       66.6       55.1       83.5       79.0:      16.5       21.0
Old  :     100.0:       9.5       16.4        7.5       66.6       55.1       83.5       79.0:      16.5       21.0
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  :       246:        44         48         57        122        133        191        213:
Old  :       246:        44         48         57        122        133        191        213:
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       11.7       31.7       20.3       21.1       10.1       26.4       16.5
Old  :                 25.1       11.7       31.7       20.3       21.1       10.1       26.4       16.5
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 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,411,692:   318,486    124,330     84,772    814,889    890,052  1,218,147  1,099,153:   193,546    312,539
Old  : 1,411,692:   318,486    124,330     84,772    814,889    890,052  1,218,147  1,099,153:   193,546    312,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :  -128,540:      -391    -15,854    -40,948    -99,149    -65,794   -140,488   -122,596:    11,948     -5,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        8.8        6.0       57.7       63.0       86.3       77.9:      13.7       22.1
Old  :     100.0:      22.6        8.8        6.0       57.7       63.0       86.3       77.9:      13.7       22.1
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  :       197:        37         37         37         95         99        145        160:
Old  :       197:        37         37         37         95         99        145        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       16.4       30.5       27.4       19.1       13.6       29.3       21.6
Old  :                 19.5       16.4       30.5       27.4       19.1       13.6       29.3       21.6
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 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   836,962:   103,871     47,693    265,422    422,837    467,322    792,130    780,436:    44,832     56,526
Old  :   836,962:   103,871     47,693    265,422    422,837    467,322    792,130    780,436:    44,832     56,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    20,750:    -3,799      4,421     13,715      5,052     -7,759     14,968     10,377:     5,782     10,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        5.7       31.7       50.5       55.8       94.6       93.2:       5.4        6.8
Old  :     100.0:      12.4        5.7       31.7       50.5       55.8       94.6       93.2:       5.4        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        32         26         37         58         54        108        101:
Old  :       124:        32         26         37         58         54        108        101:
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  :                 32.7       28.3       48.0       44.7       17.0       12.6       20.7       18.7
Old  :                 32.7       28.3       48.0       44.7       17.0       12.6       20.7       18.7
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 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    59,860:    16,361      5,620      3,553     31,132     42,479     51,047     51,652:     8,813      8,208
Old  :    59,860:    16,361      5,620      3,553     31,132     42,479     51,047     51,652:     8,813      8,208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :      -583:      -585      1,586        369         66     -2,274       -150       -319:      -432       -264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        9.4        5.9       52.0       71.0       85.3       86.3:      14.7       13.7
Old  :     100.0:      27.3        9.4        5.9       52.0       71.0       85.3       86.3:      14.7       13.7
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  :       107:        29         16         14         38         34         76         59:
Old  :       107:        29         16         14         38         34         76         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       33.2       38.2       48.7       26.1       32.6       36.5       45.2
Old  :                 26.7       33.2       38.2       48.7       26.1       32.6       36.5       45.2
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 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    11,854:     3,326        753          0      6,582      8,839      9,908      9,592:     1,946      2,262
Old  :    11,854:     3,326        753          0      6,582      8,839      9,908      9,592:     1,946      2,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :       296:       276        240          0          8          0        284        240:        12         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        6.4        0.0       55.5       74.6       83.6       80.9:      16.4       19.1
Old  :     100.0:      28.1        6.4        0.0       55.5       74.6       83.6       80.9:      16.4       19.1
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  :        23:         6          3          0          7          8         13         11:
Old  :        23:         6          3          0          7          8         13         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       63.2       68.0       75.7       43.1       63.2       66.6       75.7
Old  :                 44.5       63.2       68.0       75.7       43.1       63.2       66.6       75.7
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 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    96,012:    31,139     14,802      2,038     49,100     67,280     82,277     84,120:    13,734     11,892
Old  :    96,012:    31,139     14,802      2,038     49,100     67,280     82,277     84,120:    13,734     11,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    -1,758:      -818      3,596       -166        115     -4,549       -869     -1,119:      -889       -639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       15.4        2.1       51.1       70.1       85.7       87.6:      14.3       12.4
Old  :     100.0:      32.4       15.4        2.1       51.1       70.1       85.7       87.6:      14.3       12.4
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  :       102:        29         17          8         36         33         68         55:
Old  :       102:        29         17          8         36         33         68         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       30.8       41.0       47.0       28.2       30.8       40.6       46.6
Old  :                 28.5       30.8       41.0       47.0       28.2       30.8       40.6       46.6
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 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     5,634:     3,804      2,184         37      1,721      3,384      5,562      5,605:        72         29
Old  :     5,634:     3,804      2,184         37      1,721      3,384      5,562      5,605:        72         29
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :        21:        21         27          0          0        -35         21         -8:         0         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.5       38.8        0.7       30.5       60.1       98.7       99.5:       1.3        0.5
Old  :     100.0:      67.5       38.8        0.7       30.5       60.1       98.7       99.5:       1.3        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        13          4          1          1          3         14          8:
Old  :        21:        13          4          1          1          3         14          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.2       92.0       90.0       99.5       70.2       92.0       90.0       98.8
Old  :                 70.2       92.0       90.0       99.5       70.2       92.0       90.0       98.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,635:       530      1,501        255     13,788     12,629     14,573     14,385:        62        250
Old  :    14,635:       530      1,501        255     13,788     12,629     14,573     14,385:        62        250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :       205:       335         59        255       -385       -140        205        174:         0         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       10.3        1.7       94.2       86.3       99.6       98.3:       0.4        1.7
Old  :     100.0:       3.6       10.3        1.7       94.2       86.3       99.6       98.3:       0.4        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          7          1          9         15         11         23:
Old  :        30:         2          7          1          9         15         11         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.1       64.3       98.7       80.4       78.3       62.4       90.2       76.5
Old  :                 83.1       64.3       98.7       80.4       78.3       62.4       90.2       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    47,125:     1,316        948          0     45,361     46,064     46,677     47,012:       448        113
Old  :    47,125:     1,316        948          0     45,361     46,064     46,677     47,012:       448        113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2011                    :
     :    -2,191:     1,125        -61        -16     -3,371     -2,045     -2,262     -2,122:        71        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        2.0        0.0       96.3       97.7       99.0       99.8:       1.0        0.2
Old  :     100.0:       2.8        2.0        0.0       96.3       97.7       99.0       99.8:       1.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          5          0          7         17         11         22:
Old  :        30:         4          5          0          7         17         11         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.9       77.2       98.9       94.0       66.9       54.8       68.5       64.4
Old  :                 95.9       77.2       98.9       94.0       66.9       54.8       68.5       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 25, 2011