```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      626,895
COMMITMENTS
 107,600   87,501  143,551  318,907  328,812  570,058  559,864   56,837   67,031

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -71,363)
 -10,440    2,848  -46,087  -15,007  -25,457  -71,535  -68,696      173   -2,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     14.0     22.9     50.9     52.5     90.9     89.3      9.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      455)
     158      132      187      102      138      369      367
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,342,713
COMMITMENTS
 513,780  105,268  668,682  912,533  1245958  2094995  2019908  247,718  322,806

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:   -230,796)
 -10,995   -6,669 -205,666  -23,048  -34,869 -239,709 -247,204    8,913   16,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      4.5     28.5     39.0     53.2     89.4     86.2     10.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      931)
     282      155      327      299      415      732      789
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,593
COMMITMENTS
   5,012      110    1,118    5,618   13,051   11,748   14,279    3,845    1,313

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -140)
     -40      -72     -132      212      192       39      -13     -180     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      0.7      7.2     36.0     83.7     75.3     91.6     24.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      21        6        9       14       13       43       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      863,916
COMMITMENTS
 172,284   39,381  273,705  345,395  446,328  791,385  759,414   72,531  104,501

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:   -139,905)
 -26,916   -2,007  -92,579  -16,284  -44,990 -135,779 -139,576   -4,126     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      4.6     31.7     40.0     51.7     91.6     87.9      8.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      591)
     200      109      235      156      225      477      492
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,684
COMMITMENTS
  20,743    1,708      483       24    5,231   21,250    7,422    2,434   16,262

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -2,932)
  -3,291   -2,629      350        0       20   -2,941   -2,259        9     -673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    87.6      7.2      2.0      0.1     22.1     89.7     31.3     10.3     68.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      17        6        9        1       14       19       28
 
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                      Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,812
COMMITMENTS
     483    7,850    1,874    7,996      894   10,353   10,618      459      194

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        774)
     -64      225      297      554      260      787      781      -13       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     72.6     17.3     74.0      8.3     95.8     98.2      4.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        6        6        9        7       18       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      439,190
COMMITMENTS
  86,950   37,492   82,167  227,510  286,857  396,626  406,516   42,564   32,674

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -50,958)
 -13,298    1,989  -27,692  -12,562  -30,544  -53,551  -56,247    2,593    5,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      8.5     18.7     51.8     65.3     90.3     92.6      9.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      87       69      100       69       78      217      208
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      710,660
COMMITMENTS
  66,908  114,240   25,313  436,354  380,987  528,575  520,540  182,085  190,120

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     40,591)
  16,179   21,737  -18,813    2,421   22,999     -213   25,923   40,804   14,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     16.1      3.6     61.4     53.6     74.4     73.2     25.6     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      22       33       26       75       68      111      114
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      332,605
COMMITMENTS
  43,620   63,615    4,976  211,062  207,120  259,658  275,711   72,947   56,893

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      5,902)
     392    2,756    2,757   -3,272   -6,687     -122   -1,174    6,025    7,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     19.1      1.5     63.5     62.3     78.1     82.9     21.9     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5       13        6       32       28       41       43
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,802
COMMITMENTS
     719      555      435    6,422    6,536    7,576    7,526      226      276

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        355)
     126      148       25      194      246      345      419       10      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      7.1      5.6     82.3     83.8     97.1     96.5      2.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        5        6       21       26       30       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      241,659
COMMITMENTS
  50,479   23,695   43,271  109,023  151,414  202,772  218,380   38,887   23,279

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -21,865)
  -4,773    3,841  -10,849   -1,967  -17,350  -17,589  -24,358   -4,277    2,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      9.8     17.9     45.1     62.7     83.9     90.4     16.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      57       35       55       76       69      172      135
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,822
COMMITMENTS
   9,172    2,549    2,387    7,503   20,722   19,061   25,658    7,761    1,164

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -949)
    -911     -131      -42      169     -619     -784     -793     -166     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2      9.5      8.9     28.0     77.3     71.1     95.7     28.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      58       17       19       28       23      101       53
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,014,127
COMMITMENTS
 197,892  231,203   43,169  669,315  587,359  910,376  861,731  103,751  152,396

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     50,595)
  16,708   21,802    3,067   18,636   24,656   38,411   49,525   12,184    1,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     22.8      4.3     66.0     57.9     89.8     85.0     10.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      28       55       33       92      114      140      182
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,820,681
COMMITMENTS
 172,979  298,667  135,914  1211671  1002943  1520565  1437525  300,116  383,156

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:   -266,878)
     298   13,414 -141,897 -152,478 -166,482 -294,076 -294,965   27,198   28,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     16.4      7.5     66.6     55.1     83.5     79.0     16.5     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      44       48       57      122      133      191      213
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,411,692
COMMITMENTS
 318,486  124,330   84,772  814,889  890,052  1218147  1099153  193,546  312,539

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:   -128,540)
    -391  -15,854  -40,948  -99,149  -65,794 -140,488 -122,596   11,948   -5,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      8.8      6.0     57.7     63.0     86.3     77.9     13.7     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      37       37       37       95       99      145      160
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      836,962
COMMITMENTS
 103,871   47,693  265,422  422,837  467,322  792,130  780,436   44,832   56,526

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     20,750)
  -3,799    4,421   13,715    5,052   -7,759   14,968   10,377    5,782   10,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      5.7     31.7     50.5     55.8     94.6     93.2      5.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      32       26       37       58       54      108      101
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       59,860
COMMITMENTS
  16,361    5,620    3,553   31,132   42,479   51,047   51,652    8,813    8,208

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -583)
    -585    1,586      369       66   -2,274     -150     -319     -432     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3      9.4      5.9     52.0     71.0     85.3     86.3     14.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      29       16       14       38       34       76       59
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       11,854
COMMITMENTS
   3,326      753        0    6,582    8,839    9,908    9,592    1,946    2,262

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        296)
     276      240        0        8        0      284      240       12       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      6.4      0.0     55.5     74.6     83.6     80.9     16.4     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        3        0        7        8       13       11
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,012
COMMITMENTS
  31,139   14,802    2,038   49,100   67,280   82,277   84,120   13,734   11,892

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -1,758)
    -818    3,596     -166      115   -4,549     -869   -1,119     -889     -639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4     15.4      2.1     51.1     70.1     85.7     87.6     14.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      29       17        8       36       33       68       55
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        5,634
COMMITMENTS
   3,804    2,184       37    1,721    3,384    5,562    5,605       72       29

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:         21)
      21       27        0        0      -35       21       -8        0       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.5     38.8      0.7     30.5     60.1     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      13        4        1        1        3       14        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,635
COMMITMENTS
     530    1,501      255   13,788   12,629   14,573   14,385       62      250

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        205)
     335       59      255     -385     -140      205      174        0       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     10.3      1.7     94.2     86.3     99.6     98.3      0.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        7        1        9       15       11       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       47,125
COMMITMENTS
   1,316      948        0   45,361   46,064   46,677   47,012      448      113

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -2,191)
   1,125      -61      -16   -3,371   -2,045   -2,262   -2,122       71      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.0      0.0     96.3     97.7     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        5        0        7       17       11       22
```

----

Updated February 25, 2011