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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   684,217:   118,964     82,025    182,477    327,061    351,618    628,502    616,121:    55,714     68,096
Old  :   375,180:    97,514     74,488     81,986    157,301    190,125    336,801    346,599:    38,379     28,581
Other:   309,036:    54,346     40,434     67,594    169,760    161,493    291,701    269,521:    17,335     39,515
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    14,381:     2,146        -86      6,450      3,455      7,273     12,052     13,637:     2,329        743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       12.0       26.7       47.8       51.4       91.9       90.0:       8.1       10.0
Old  :     100.0:      26.0       19.9       21.9       41.9       50.7       89.8       92.4:      10.2        7.6
Other:     100.0:      17.6       13.1       21.9       54.9       52.3       94.4       87.2:       5.6       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       491:       173        147        202         99        145        397        388:
Old  :       457:       176        130        148         86        132        342        336:
Other:       333:        90        101        116         77        126        239        279:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       18.6       27.5       24.7       14.4       14.8       23.0       18.5
Old  :                 18.8       23.5       27.9       31.0       18.6       23.2       26.3       28.9
Other:                 26.9       17.5       38.4       25.0       20.5       12.6       29.5       16.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  : 2,463,395:   539,099     99,661    808,613    883,899  1,234,084  2,231,610  2,142,357:   231,785    321,038
Old  : 1,875,162:   404,581     97,109    632,760    661,664    921,085  1,699,005  1,650,954:   176,157    224,208
Other:   588,233:   172,150     40,184    138,221    222,234    312,998    532,605    491,403:    55,628     96,830
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    82,224:    18,984     -6,765     42,588     17,433     38,119     79,004     73,942:     3,221      8,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        4.0       32.8       35.9       50.1       90.6       87.0:       9.4       13.0
Old  :     100.0:      21.6        5.2       33.7       35.3       49.1       90.6       88.0:       9.4       12.0
Other:     100.0:      29.3        6.8       23.5       37.8       53.2       90.5       83.5:       9.5       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       932:       287        152        317        311        421        750        773:
Old  :       908:       274        166        277        282        408        691        732:
Other:       690:       167        111        131        171        359        399        549:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.9       11.7       17.9       17.4        8.3        6.6       12.0       10.1
Old  :                 10.9       12.9       18.6       18.2        8.6        8.0       12.8       11.5
Other:                 16.4       12.0       26.4       18.9       15.1        9.0       22.2       13.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    15,220:     4,540        178      1,632      5,850     12,237     12,022     14,047:     3,198      1,173
Old  :    12,122:     4,412        161        875      4,173     10,162      9,460     11,197:     2,662        925
Other:     3,098:       285        175        599      1,677      2,075      2,562      2,850:       535        248
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :       492:     1,114         -1       -433       -342        707        339        272:       154        220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8        1.2       10.7       38.4       80.4       79.0       92.3:      21.0        7.7
Old  :     100.0:      36.4        1.3        7.2       34.4       83.8       78.0       92.4:      22.0        7.6
Other:     100.0:       9.2        5.6       19.3       54.1       67.0       82.7       92.0:      17.3        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        26          5          9         16         13         45         26:
Old  :        49:        22          7          7         14         13         40         23:
Other:        26:         9          2          8         10         12         20         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  :                 22.7       62.2       38.3       77.9       22.7       55.0       36.4       67.2
Old  :                 25.5       70.1       43.8       84.2       25.5       67.9       42.5       77.5
Other:                 51.1       53.8       66.8       71.8       36.0       46.8       43.7       55.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   985,063:   217,648     32,904    352,657    342,428    502,778    912,733    888,339:    72,329     96,723
Old  :   717,035:   179,140     22,051    251,022    231,456    384,146    661,618    657,219:    55,417     59,816
Other:   268,027:    71,805     44,151     68,338    110,972    118,632    251,115    231,120:    16,912     36,907
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    49,896:    19,425      5,621     28,881     -2,053     13,125     46,253     47,627:     3,643      2,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        3.3       35.8       34.8       51.0       92.7       90.2:       7.3        9.8
Old  :     100.0:      25.0        3.1       35.0       32.3       53.6       92.3       91.7:       7.7        8.3
Other:     100.0:      26.8       16.5       25.5       41.4       44.3       93.7       86.2:       6.3       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       612:       237        110        232        136        222        479        488:
Old  :       588:       230        111        207        117        214        432        461:
Other:       412:       102        101         77         87        181        233        320:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       16.9       20.0       25.2        9.8       12.9       14.5       18.6
Old  :                 13.0       20.0       21.3       29.1       11.8       16.7       17.3       25.0
Other:                 19.2       15.9       31.6       25.6       16.0       14.8       26.5       22.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    26,321:    23,847      3,452        100         26      5,443     23,973      8,995:     2,348     17,326
Old  :    10,258:     8,336      2,444         85         26      1,637      8,447      4,166:     1,811      6,092
Other:    16,063:    15,511      1,008         15          0      3,806     15,526      4,829:       537     11,234
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     1,309:     1,733        886         14          0       -102      1,747        798:      -438        511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.6       13.1        0.4        0.1       20.7       91.1       34.2:       8.9       65.8
Old  :     100.0:      81.3       23.8        0.8        0.3       16.0       82.3       40.6:      17.7       59.4
Other:     100.0:      96.6        6.3        0.1        0.0       23.7       96.7       30.1:       3.3       69.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        22         13          7          3         12         26         31:
Old  :        45:        21         12          5          3         12         24         29:
Other:        33:        16          5          3          0         12         17         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  :                 53.6       12.6       74.7       18.9       53.6       12.6       74.6       18.9
Old  :                 39.5       13.7       60.5       23.6       39.5       13.7       60.5       23.6
Other:                 65.8       13.8       86.3       20.3       65.8       13.8       86.3       20.3
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                                                         Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :     8,945:       829      6,497      1,447      6,184        785      8,460      8,728:       484        216
Old  :     8,945:       829      6,497      1,447      6,184        785      8,460      8,728:       484        216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       72.6       16.2       69.1        8.8       94.6       97.6:       5.4        2.4
Old  :     100.0:       9.3       72.6       16.2       69.1        8.8       94.6       97.6:       5.4        2.4
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  :        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  :                 67.3       82.9       83.9       94.1       62.4       68.6       69.1       73.8
Old  :                 67.3       82.9       83.9       94.1       62.4       68.6       69.1       73.8
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 1, 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  :   491,175:   103,389     24,544    111,803    237,823    333,746    453,016    470,093:    38,159     21,083
Old  :   437,428:    99,704     28,976     94,645    207,991    294,801    402,340    418,421:    35,088     19,007
Other:    53,747:    13,130      5,012      7,714     29,833     38,945     50,676     51,671:     3,071      2,075
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    24,474:    20,838     -5,886      8,808    -10,241     20,431     19,405     23,354:     5,069      1,120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        5.0       22.8       48.4       67.9       92.2       95.7:       7.8        4.3
Old  :     100.0:      22.8        6.6       21.6       47.5       67.4       92.0       95.7:       8.0        4.3
Other:     100.0:      24.4        9.3       14.4       55.5       72.5       94.3       96.1:       5.7        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:       116         47         96         67         76        234        190:
Old  :       272:       112         59         88         66         75        228        183:
Other:        96:        35         14         27         33         26         79         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       33.9       25.1       47.7        8.3       21.8       14.3       30.1
Old  :                 16.9       33.5       26.7       46.4        9.6       24.0       16.2       32.3
Other:                 35.3       53.5       53.0       70.8       33.3       53.3       47.6       63.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   620,085:    51,032     66,619     33,194    398,313    363,657    482,539    463,470:   137,546    156,615
Old  :   620,085:    51,032     66,619     33,194    398,313    363,657    482,539    463,470:   137,546    156,615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :      -390:    -9,047      2,051      5,657      7,953    -11,770      4,563     -4,061:    -4,953      3,671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       10.7        5.4       64.2       58.6       77.8       74.7:      22.2       25.3
Old  :     100.0:       8.2       10.7        5.4       64.2       58.6       77.8       74.7:      22.2       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  :       148:        24         31         29         74         76        111        123:
Old  :       148:        24         31         29         74         76        111        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       16.7       30.8       25.8       18.4       15.1       27.2       23.6
Old  :                 20.7       16.7       30.8       25.8       18.4       15.1       27.2       23.6
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 1, 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  :   307,445:    41,669     57,656        467    200,638    197,715    242,773    255,837:    64,672     51,608
Old  :   307,445:    41,669     57,656        467    200,638    197,715    242,773    255,837:    64,672     51,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     3,480:    -1,554      1,348         28      4,836        440      3,311      1,817:       170      1,664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       18.8        0.2       65.3       64.3       79.0       83.2:      21.0       16.8
Old  :     100.0:      13.6       18.8        0.2       65.3       64.3       79.0       83.2:      21.0       16.8
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  :        53:         4         11          2         26         28         31         40:
Old  :        53:         4         11          2         26         28         31         40:
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  :                 26.8       43.2       47.8       59.5       26.6       42.6       46.4       58.3
Old  :                 26.8       43.2       47.8       59.5       26.6       42.6       46.4       58.3
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 1, 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  :     7,907:     1,459        300        398      5,857      7,023      7,714      7,721:       193        186
Old  :     7,907:     1,459        300        398      5,857      7,023      7,714      7,721:       193        186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :      -193:        81       -131          5       -289        -21       -203       -147:        10        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        3.8        5.0       74.1       88.8       97.6       97.6:       2.4        2.4
Old  :     100.0:      18.5        3.8        5.0       74.1       88.8       97.6       97.6:       2.4        2.4
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  :        38:         7          5          5         20         24         30         31:
Old  :        38:         7          5          5         20         24         30         31:
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  :                 53.2       47.2       73.8       69.0       39.1       32.0       48.9       40.9
Old  :                 53.2       47.2       73.8       69.0       39.1       32.0       48.9       40.9
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 1, 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  :   262,275:    61,522     12,289     53,321    100,562    176,931    215,406    242,542:    46,869     19,733
Old  :   221,655:    59,748     12,680     39,399     81,576    152,169    180,724    204,249:    40,931     17,406
Other:    40,620:     4,076      1,912     11,619     18,986     24,762     34,682     38,293:     5,938      2,327
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    10,722:     6,938     -2,670      6,365     -5,147      7,133      8,156     10,827:     2,566       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        4.7       20.3       38.3       67.5       82.1       92.5:      17.9        7.5
Old  :     100.0:      27.0        5.7       17.8       36.8       68.7       81.5       92.1:      18.5        7.9
Other:     100.0:      10.0        4.7       28.6       46.7       61.0       85.4       94.3:      14.6        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        87         18         55         72         73        187        133:
Old  :       205:        85         21         51         72         70        181        128:
Other:        96:        25         11         21         46         30         83         54:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.3       37.4       20.4       48.9        6.3       31.4       11.3       37.7
Old  :                 12.7       36.7       19.7       48.0        7.4       30.5       13.0       37.8
Other:                 27.9       45.6       40.2       64.4       21.7       36.5       27.5       49.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    25,473:     8,624      2,573      2,642      6,803     18,661     18,070     23,877:     7,404      1,597
Old  :    23,087:     8,384      2,542      2,258      5,722     16,952     16,363     21,752:     6,723      1,335
Other:     2,387:       374        165        251      1,081      1,708      1,706      2,125:       680        262
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     3,265:     1,719        180        623         82      2,293      2,424      3,097:       841        168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       10.1       10.4       26.7       73.3       70.9       93.7:      29.1        6.3
Old  :     100.0:      36.3       11.0        9.8       24.8       73.4       70.9       94.2:      29.1        5.8
Other:     100.0:      15.7        6.9       10.5       45.3       71.6       71.5       89.0:      28.5       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        64         14         20         29         25        101         56:
Old  :       118:        63         15         18         28         24         98         53:
Other:        40:        13          5          6         10         15         25         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       53.0       22.7       65.7       14.2       50.3       22.6       61.9
Old  :                 15.6       54.6       24.6       67.1       15.6       54.4       24.5       65.5
Other:                 41.1       53.5       54.7       67.5       39.2       52.6       49.3       65.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :   824,448:   202,795    133,687     27,097    487,445    528,466    717,337    689,250:   107,111    135,198
Old  :   824,448:   202,795    133,687     27,097    487,445    528,466    717,337    689,250:   107,111    135,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    59,302:    60,751     14,352      4,169     -7,528     36,434     57,391     54,955:     1,911      4,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       16.2        3.3       59.1       64.1       87.0       83.6:      13.0       16.4
Old  :     100.0:      24.6       16.2        3.3       59.1       64.1       87.0       83.6:      13.0       16.4
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  :       206:        42         35         27         76        107        132        155:
Old  :       206:        42         35         27         76        107        132        155:
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  :                 27.5       15.6       39.2       25.0       25.2       12.1       33.8       20.5
Old  :                 27.5       15.6       39.2       25.0       25.2       12.1       33.8       20.5
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 1, 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  : 1,768,805:   133,071    260,181    184,903  1,154,459    977,826  1,472,432  1,422,910:   296,373    345,895
Old  : 1,768,805:   133,071    260,181    184,903  1,154,459    977,826  1,472,432  1,422,910:   296,373    345,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    69,153:    10,693     27,362     35,945     10,285      8,043     56,923     71,350:    12,229     -2,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       14.7       10.5       65.3       55.3       83.2       80.4:      16.8       19.6
Old  :     100.0:       7.5       14.7       10.5       65.3       55.3       83.2       80.4:      16.8       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        46         57         67        124        139        205        228:
Old  :       256:        46         57         67        124        139        205        228:
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  :                 25.5       11.2       32.1       17.5       21.3        8.5       25.5       13.4
Old  :                 25.5       11.2       32.1       17.5       21.3        8.5       25.5       13.4
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 1, 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  : 1,234,248:   279,419     74,529     73,837    671,368    819,377  1,024,623    967,742:   209,624    266,505
Old  : 1,234,248:   279,419     74,529     73,837    671,368    819,377  1,024,623    967,742:   209,624    266,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     4,256:    22,625     -4,356     10,079    -43,362     -6,948    -10,658     -1,224:    14,915      5,480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        6.0        6.0       54.4       66.4       83.0       78.4:      17.0       21.6
Old  :     100.0:      22.6        6.0        6.0       54.4       66.4       83.0       78.4:      17.0       21.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        40         28         33         89         91        140        141:
Old  :       182:        40         28         33         89         91        140        141:
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  :                 15.8       18.4       26.5       30.7       14.1       16.2       22.0       25.9
Old  :                 15.8       18.4       26.5       30.7       14.1       16.2       22.0       25.9
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 1, 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  :   730,481:   106,738     35,487    222,033    373,426    428,715    702,197    686,235:    28,284     44,246
Old  :   730,481:   106,738     35,487    222,033    373,426    428,715    702,197    686,235:    28,284     44,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :  -121,262:   -13,534     -4,493    -74,913    -26,757    -38,086   -115,204   -117,492:    -6,057     -3,770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        4.9       30.4       51.1       58.7       96.1       93.9:       3.9        6.1
Old  :     100.0:      14.6        4.9       30.4       51.1       58.7       96.1       93.9:       3.9        6.1
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  :       117:        30         24         34         53         54        101         96:
Old  :       117:        30         24         34         53         54        101         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       29.6       50.6       46.3       17.2       13.2       20.6       18.8
Old  :                 36.0       29.6       50.6       46.3       17.2       13.2       20.6       18.8
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 1, 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  :    62,445:    21,465      4,302      2,275     30,400     48,859     54,141     55,437:     8,304      7,008
Old  :    62,445:    21,465      4,302      2,275     30,400     48,859     54,141     55,437:     8,304      7,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :    10,912:     2,896     -2,200      1,348      5,599     10,105      9,842      9,253:     1,070      1,659
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4        6.9        3.6       48.7       78.2       86.7       88.8:      13.3       11.2
Old  :     100.0:      34.4        6.9        3.6       48.7       78.2       86.7       88.8:      13.3       11.2
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  :       112:        39         12         10         34         36         78         56:
Old  :       112:        39         12         10         34         36         78         56:
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  :                 28.3       36.8       40.5       51.4       27.7       36.3       39.2       49.6
Old  :                 28.3       36.8       40.5       51.4       27.7       36.3       39.2       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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  :    10,639:     2,653        465          0      6,191      8,044      8,844      8,509:     1,795      2,130
Old  :    10,639:     2,653        465          0      6,191      8,044      8,844      8,509:     1,795      2,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        4.4        0.0       58.2       75.6       83.1       80.0:      16.9       20.0
Old  :     100.0:      24.9        4.4        0.0       58.2       75.6       83.1       80.0:      16.9       20.0
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  :        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  :                 49.6       66.5       72.0       78.4       48.0       66.5       70.4       78.4
Old  :                 49.6       66.5       72.0       78.4       48.0       66.5       70.4       78.4
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 1, 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  :   103,612:    40,736     10,786      1,439     48,419     81,631     90,593     93,855:    13,019      9,756
Old  :   103,612:    40,736     10,786      1,439     48,419     81,631     90,593     93,855:    13,019      9,756
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :       546:     3,597     -2,218       -416     -1,185      4,122      1,996      1,488:    -1,450       -942
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       10.4        1.4       46.7       78.8       87.4       90.6:      12.6        9.4
Old  :     100.0:      39.3       10.4        1.4       46.7       78.8       87.4       90.6:      12.6        9.4
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  :       108:        36         16          4         32         35         70         53:
Old  :       108:        36         16          4         32         35         70         53:
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  :                 29.6       35.8       42.7       51.6       29.3       35.0       42.3       49.9
Old  :                 29.6       35.8       42.7       51.6       29.3       35.0       42.3       49.9
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 1, 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  :     5,378:     3,601      2,035         37      1,669      3,286      5,307      5,358:        71         20
Old  :     5,378:     3,601      2,035         37      1,669      3,286      5,307      5,358:        71         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :       252:       151        269          0         81         -4        232        265:        20        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.0       37.8        0.7       31.0       61.1       98.7       99.6:       1.3        0.4
Old  :     100.0:      67.0       37.8        0.7       31.0       61.1       98.7       99.6:       1.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        12          5          1          1          3         13          9:
Old  :        21:        12          5          1          1          3         13          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  :                 72.4       90.4       91.8       99.1       72.4       90.4       91.8       98.9
Old  :                 72.4       90.4       91.8       99.1       72.4       90.4       91.8       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 1, 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  :    15,404:     1,392      1,421         20     13,918     13,748     15,330     15,189:        74        215
Old  :    15,404:     1,392      1,421         20     13,918     13,748     15,330     15,189:        74        215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :       108:      -188       -128          3        278        237         93        112:        15         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        9.2        0.1       90.4       89.2       99.5       98.6:       0.5        1.4
Old  :     100.0:       9.0        9.2        0.1       90.4       89.2       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  :        31:         2          8          1          9         15         12         23:
Old  :        31:         2          8          1          9         15         12         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  :                 80.7       67.9       98.6       83.1       77.0       67.5       92.1       78.7
Old  :                 80.7       67.9       98.6       83.1       77.0       67.5       92.1       78.7
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 1, 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  :    55,615:     2,398      2,060          0     52,888     53,376     55,286     55,436:       329        179
Old  :    55,615:     2,398      2,060          0     52,888     53,376     55,286     55,436:       329        179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2011                     :
     :     5,035:      -786        362          0      5,735      4,984      4,949      5,346:        86       -311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        3.7        0.0       95.1       96.0       99.4       99.7:       0.6        0.3
Old  :     100.0:       4.3        3.7        0.0       95.1       96.0       99.4       99.7:       0.6        0.3
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  :        34:         5          8          0          7         17         12         25:
Old  :        34:         5          8          0          7         17         12         25:
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  :                 96.7       65.8       99.0       90.9       80.7       60.0       82.9       76.2
Old  :                 96.7       65.8       99.0       90.9       80.7       60.0       82.9       76.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 4, 2011