```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      722,923
COMMITMENTS
 126,601   83,169  202,462  333,227  365,763  662,289  651,393   60,634   71,530

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     38,706)
   7,637    1,144   19,984    6,165   14,144   33,787   35,272    4,920    3,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     11.5     28.0     46.1     50.6     91.6     90.1      8.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      507)
     180      144      220       94      146      408      407
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,510,643
COMMITMENTS
 539,521  107,766  822,953  909,365  1263059  2271839  2193778  238,804  316,865

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     47,248)
     422    8,105   14,340   25,466   28,975   40,229   51,420    7,019   -4,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      4.3     32.8     36.2     50.3     90.5     87.4      9.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      940)
     296      145      330      309      425      754      790
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,627
COMMITMENTS
   4,940      181    1,574    5,521   12,694   12,036   14,450    3,592    1,178

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        408)
     400        3      -58     -329      458       14      403      394        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6      1.2     10.1     35.3     81.2     77.0     92.5     23.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      27        6       11       15       13       47       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,009,315
COMMITMENTS
 220,032   31,424  365,216  346,971  513,450  932,219  910,090   77,096   99,226

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     24,253)
   2,384   -1,481   12,558    4,544   10,673   19,486   21,750    4,767    2,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      3.1     36.2     34.4     50.9     92.4     90.2      7.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      639)
     263      103      258      144      228      511      517
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,806
COMMITMENTS
  24,235    4,074      120       26    5,129   24,381    9,323    2,425   17,483

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        485)
     388      622       20        0     -314      408      328       77      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    90.4     15.2      0.4      0.1     19.1     91.0     34.8      9.0     65.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      21       13        6        3       13       25       31
 
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                      Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,236
COMMITMENTS
     741    6,892    1,394    6,587      740    8,723    9,026      513      210

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        291)
     -88      395      -53      403      -45      263      298       29       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     74.6     15.1     71.3      8.0     94.4     97.7      5.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        6        6        9        7       17       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      503,024
COMMITMENTS
 113,457   24,596  115,930  232,282  340,787  461,669  481,314   41,354   21,710

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     11,848)
  10,067       53    4,127   -5,541    7,041    8,653   11,221    3,195      627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      4.9     23.0     46.2     67.7     91.8     95.7      8.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
     126       44      100       70       76      243      196
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      671,980
COMMITMENTS
  60,714   87,614   47,620  415,752  366,488  524,086  501,722  147,894  170,258

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     51,895)
   9,682   20,995   14,426   17,439    2,831   41,547   38,252   10,348   13,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     13.0      7.1     61.9     54.5     78.0     74.7     22.0     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      28       37       38       78       74      122      133
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      315,191
COMMITMENTS
  41,671   57,445      407  206,333  207,056  248,412  264,909   66,779   50,282

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      7,745)
       2     -211      -59    5,696    9,342    5,638    9,071    2,107   -1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     18.2      0.1     65.5     65.7     78.8     84.0     21.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4       11        2       27       32       32       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,741
COMMITMENTS
   1,277      328      418    5,813    6,611    7,508    7,357      233      384

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -166)
    -182       28       20      -44     -412     -206     -364       40      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      4.2      5.4     75.1     85.4     97.0     95.0      3.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        4        5       19       23       28       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      265,189
COMMITMENTS
  61,547   14,513   57,212  100,336  173,375  219,096  245,100   46,093   20,089

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      2,914)
      26    2,223    3,890     -226   -3,556    3,690    2,558     -776      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      5.5     21.6     37.8     65.4     82.6     92.4     17.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      91       19       61       71       74      189      143
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,150
COMMITMENTS
   9,824    2,644    2,524    7,102   20,650   19,451   25,818    7,700    1,332

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      1,677)
   1,200       70     -118      299    1,989    1,381    1,941      296     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2      9.7      9.3     26.2     76.1     71.6     95.1     28.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      68       17       21       29       24      107       57
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      902,804
COMMITMENTS
 153,018  179,088   29,114  623,383  547,465  805,515  755,666   97,289  147,138

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     78,356)
 -49,777   45,401    2,017  135,939   18,999   88,178   66,416   -9,822   11,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     19.8      3.2     69.0     60.6     89.2     83.7     10.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      33       41       27       84      109      132      162
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,135,574
COMMITMENTS
 162,131  251,289  325,747  1353738  1180570  1841615  1757606  293,959  377,969

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    366,769)
  29,060   -8,892  140,844  199,279  202,744  369,183  334,696   -2,414   32,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     11.8     15.3     63.4     55.3     86.2     82.3     13.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      47       67       75      131      144      224      240
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,472,666
COMMITMENTS
 321,998  123,060  116,286  862,290  916,911  1300575  1156256  172,091  316,409

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    238,418)
  42,580   48,531   42,449  190,923   97,534  275,951  188,514  -37,533   49,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      8.4      7.9     58.6     62.3     88.3     78.5     11.7     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      36       36       31      101      105      149      160
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      768,079
COMMITMENTS
 113,296   37,121  231,782  391,909  457,506  736,986  726,408   31,093   41,671

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     37,599)
   6,558    1,634    9,749   18,483   28,791   34,789   40,173    2,809   -2,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      4.8     30.2     51.0     59.6     96.0     94.6      4.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      32       23       36       57       56      107      100
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,745
COMMITMENTS
  15,432    5,320    2,882   30,745   41,209   49,059   49,411    8,686    8,334

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -4,700)
  -6,033    1,018      607      344   -7,650   -5,081   -6,025      382    1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      9.2      5.0     53.2     71.4     85.0     85.6     15.0     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      28       16       12       35       34       72       57
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       10,792
COMMITMENTS
   2,797      476        0    6,191    8,044    8,988    8,520    1,804    2,272

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        153)
     144       11        0        0        0      144       11        9      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      4.4      0.0     57.4     74.5     83.3     78.9     16.7     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        2        0        6        7       12        9
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       93,906
COMMITMENTS
  28,607   13,025    2,428   49,107   66,330   80,142   81,783   13,764   12,123

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -9,706)
 -12,128    2,239      989      688  -15,301  -10,451  -12,073      745    2,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     13.9      2.6     52.3     70.6     85.3     87.1     14.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      27       19        6       33       33       64       54
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        5,464
COMMITMENTS
   3,611    2,079       37    1,721    3,348    5,369    5,464       95        0

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:         86)
      10       44        0       52       62       62      106       24      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.1     38.0      0.7     31.5     61.3     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        5        1        1        4       12       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,702
COMMITMENTS
   1,227    1,311        0   14,393   14,166   15,620   15,477       82      225

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        298)
    -165     -110      -20      475      418      290      288        8       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      8.3      0.0     91.7     90.2     99.5     98.6      0.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        7        0        9       15       11       22
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       53,898
COMMITMENTS
   1,615    1,277        0   52,042   52,494   53,657   53,771      241      127

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -1,717)
    -783     -783        0     -846     -882   -1,629   -1,665      -88      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      2.4      0.0     96.6     97.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        6        0        6       17       10       23
```

----

Updated February 11, 2011