```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      698,258
COMMITMENTS
 118,040   84,653  189,639  333,914  354,269  641,593  628,561   56,665   69,697

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:    -24,665)
  -8,560    1,484  -12,823      687  -11,494  -20,696  -22,832   -3,969   -1,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     12.1     27.2     47.8     50.7     91.9     90.0      8.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      487)
     167      151      205      100      142      389      395
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,573,509
COMMITMENTS
 524,775  111,937  874,348  935,581  1280827  2334704  2267112  238,805  306,398

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     62,867)
 -14,746    4,171   51,395   26,216   17,768   62,865   73,334        2  -10,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      4.3     34.0     36.4     49.8     90.7     88.1      9.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      963)
     292      163      347      309      424      771      810
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,733
COMMITMENTS
   5,053      183    1,250    5,406   12,859   11,709   14,292    4,024    1,441

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:        105)
     112        1     -324     -115      165     -327     -158      432      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      1.2      7.9     34.4     81.7     74.4     90.8     25.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      25        7       10       15       13       46       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,003,821
COMMITMENTS
 199,200   41,388  366,285  361,679  491,318  927,164  898,990   76,657  104,831

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -5,494)
 -20,832    9,964    1,069   14,708  -22,132   -5,055  -11,099     -439    5,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      4.1     36.5     36.0     48.9     92.4     89.6      7.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      636)
     244      116      267      153      227      519      526
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,616
COMMITMENTS
  24,034    4,337      133       24    5,211   24,191    9,681    2,425   16,935

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:       -190)
    -201      263       13       -2       82     -190      358        0     -548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    90.3     16.3      0.5      0.1     19.6     90.9     36.4      9.1     63.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      20       12        8        1       14       22       33
 
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                      Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,038
COMMITMENTS
     547    7,626    1,578    7,441      634    9,566    9,837      472      201

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:        802)
    -194      733      183      854     -106      843      811      -42       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     76.0     15.7     74.1      6.3     95.3     98.0      4.7      2.0

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 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      490,148
COMMITMENTS
 100,248   35,503  109,858  240,071  317,402  450,177  462,763   39,971   27,385

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:    -12,875)
 -13,209   10,907   -6,072    7,789  -23,386  -11,492  -18,551   -1,383    5,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      7.2     22.4     49.0     64.8     91.8     94.4      8.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      99       62       95       75       74      227      196
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      670,069
COMMITMENTS
  50,729   92,502   44,126  433,933  357,988  528,789  494,616  141,281  175,453

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -1,911)
  -9,984    4,888   -3,494   18,181   -8,500    4,702   -7,106   -6,613    5,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     13.8      6.6     64.8     53.4     78.9     73.8     21.1     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      21       41       40       85       77      132      132
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      326,702
COMMITMENTS
  43,228   60,859    2,219  214,333  213,807  259,780  276,885   66,922   49,817

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     11,512)
   1,557    3,414    1,812    8,000    6,751   11,368   11,977      143     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     18.6      0.7     65.6     65.4     79.5     84.8     20.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5       13        6       31       30       40       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,447
COMMITMENTS
     593      407      410    6,228    6,290    7,231    7,107      216      340

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:       -294)
    -684       79       -8      415     -321     -277     -250      -17      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      5.5      5.5     83.6     84.5     97.1     95.4      2.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        5       20       25       27       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      263,524
COMMITMENTS
  55,252   19,854   54,119  110,989  168,765  220,361  242,738   43,163   20,786

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -1,664)
  -6,295    5,342   -3,093   10,653   -4,611    1,265   -2,362   -2,930      697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      7.5     20.5     42.1     64.0     83.6     92.1     16.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      68       34       57       72       73      177      140
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,772
COMMITMENTS
  10,082    2,680    2,429    7,333   21,342   19,845   26,451    7,927    1,321

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:        622)
     259       36      -95      231      692      394      633      227      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      9.6      8.7     26.4     76.8     71.5     95.2     28.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      71       18       23       28       24      112       59
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      963,532
COMMITMENTS
 181,185  209,401   40,102  650,679  562,703  871,965  812,206   91,567  151,327

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     60,728)
  28,166   30,313   10,988   27,296   15,238   66,450   56,539   -5,721    4,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     21.7      4.2     67.5     58.4     90.5     84.3      9.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      32       53       31       87      115      137      181
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,087,559
COMMITMENTS
 172,681  285,253  277,811  1364149  1169425  1814641  1732490  272,918  355,070

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:    -48,015)
  10,550   33,965  -47,936   10,411  -11,145  -26,974  -25,116  -21,041  -22,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     13.7     13.3     65.3     56.0     86.9     83.0     13.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      50       64       77      136      153      230      250
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,540,233
COMMITMENTS
 318,877  140,184  125,719  914,039  955,846  1358635  1221749  181,598  318,483

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     67,567)
  -3,121   17,124    9,433   51,748   38,936   58,060   65,493    9,507    2,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      9.1      8.2     59.3     62.1     88.2     79.3     11.8     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      31       41       32      101      108      146      167
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      816,212
COMMITMENTS
 107,670   43,271  251,707  417,785  475,081  777,162  770,059   39,050   46,152

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     48,132)
  -5,626    6,151   19,925   25,876   17,575   40,175   43,651    7,957    4,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      5.3     30.8     51.2     58.2     95.2     94.3      4.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      31       24       36       59       57      106      102
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,443
COMMITMENTS
  16,947    4,034    3,184   31,067   44,753   51,197   51,971    9,246    8,471

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      2,698)
   1,514   -1,286      301      322    3,544    2,138    2,560      560      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0      6.7      5.3     51.4     74.0     84.7     86.0     15.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      31       11       10       37       35       74       54
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       11,558
COMMITMENTS
   3,050      513        0    6,574    8,839    9,624    9,352    1,934    2,206

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:        766)
     253       37        0      383      795      636      832      130      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      4.4      0.0     56.9     76.5     83.3     80.9     16.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        2        0        7        8       13       10
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       97,769
COMMITMENTS
  31,957   11,206    2,204   48,985   71,829   83,146   85,239   14,623   12,531

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      3,863)
   3,350   -1,819     -224     -122    5,499    3,004    3,456      860      407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7     11.5      2.3     50.1     73.5     85.0     87.2     15.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      30       13        5       34       34       65       51
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        5,613
COMMITMENTS
   3,783    2,157       37    1,721    3,419    5,541    5,613       72        0

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:        149)
     172       78        0        0       71      172      149      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.4     38.4      0.7     30.7     60.9     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      13        5        1        1        4       14       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,430
COMMITMENTS
     195    1,442        0   14,173   12,769   14,368   14,211       62      219

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -1,272)
  -1,032      131        0     -220   -1,397   -1,252   -1,266      -20       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     10.0      0.0     98.2     88.5     99.6     98.5      0.4      1.5

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 02/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       49,316
COMMITMENTS
     191    1,009       16   48,732   48,109   48,939   49,134      377      182

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -4,582)
  -1,424     -268       16   -3,310   -4,385   -4,718   -4,637      136       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      2.0      0.0     98.8     97.6     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        5        1        6       17        9       22
```

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Updated February 18, 2011