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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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  :   698,258:   118,040     84,653    189,639    333,914    354,269    641,593    628,561:    56,665     69,697
Old  :   349,908:    90,060     64,780     80,782    142,787    177,724    313,629    323,286:    36,280     26,623
Other:   348,349:    56,325     48,218     80,512    191,127    176,545    327,964    305,275:    20,385     43,074
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :   -24,665:    -8,560      1,484    -12,823        687    -11,494    -20,696    -22,832:    -3,969     -1,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       12.1       27.2       47.8       50.7       91.9       90.0:       8.1       10.0
Old  :     100.0:      25.7       18.5       23.1       40.8       50.8       89.6       92.4:      10.4        7.6
Other:     100.0:      16.2       13.8       23.1       54.9       50.7       94.1       87.6:       5.9       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       487:       167        151        205        100        142        389        395:
Old  :       436:       166        131        139         81        122        317        323:
Other:       349:        95        110        136         78        125        255        299:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       18.0       28.2       23.7       14.0       14.6       22.8       18.1
Old  :                 20.4       23.7       27.6       30.5       18.6       23.2       25.6       29.2
Other:                 24.0       16.9       36.6       24.2       19.1       12.8       28.8       17.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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  : 2,573,509:   524,775    111,937    874,348    935,581  1,280,827  2,334,704  2,267,112:   238,805    306,398
Old  : 1,933,737:   387,488    113,079    683,063    684,603    930,766  1,755,154  1,726,908:   178,583    206,829
Other:   639,773:   180,350     41,921    148,222    250,978    350,061    579,550    540,204:    60,223     99,568
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    62,867:   -14,746      4,171     51,395     26,216     17,768     62,865     73,334:         2    -10,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        4.3       34.0       36.4       49.8       90.7       88.1:       9.3       11.9
Old  :     100.0:      20.0        5.8       35.3       35.4       48.1       90.8       89.3:       9.2       10.7
Other:     100.0:      28.2        6.6       23.2       39.2       54.7       90.6       84.4:       9.4       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       963:       292        163        347        309        424        771        810:
Old  :       937:       284        166        295        281        412        702        766:
Other:       719:       160        140        144        182        367        423        578:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       11.7       18.3       17.1        8.0        5.9       11.7        9.2
Old  :                 11.1       13.1       18.5       18.6        8.5        7.9       12.5       11.0
Other:                 17.5       11.0       28.5       18.0       15.3        8.2       23.9       11.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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  :    15,733:     5,053        183      1,250      5,406     12,859     11,709     14,292:     4,024      1,441
Old  :    12,158:     4,644         80        519      3,655     10,420      8,818     11,019:     3,340      1,139
Other:     3,575:       609        303        531      1,751      2,440      2,891      3,273:       684        301
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :       105:       112          1       -324       -115        165       -327       -158:       432        263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        1.2        7.9       34.4       81.7       74.4       90.8:      25.6        9.2
Old  :     100.0:      38.2        0.7        4.3       30.1       85.7       72.5       90.6:      27.5        9.4
Other:     100.0:      17.0        8.5       14.8       49.0       68.3       80.9       91.6:      19.1        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        25          7         10         15         13         46         26:
Old  :        48:        22          7          7         12         13         38         23:
Other:        28:         8          5          7         10         11         21         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       60.8       36.4       78.6       21.3       55.6       35.3       71.1
Old  :                 25.6       72.4       39.8       83.2       25.6       72.2       39.8       82.0
Other:                 43.0       49.6       62.3       70.5       37.1       46.3       46.2       57.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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  : 1,003,821:   199,200     41,388    366,285    361,679    491,318    927,164    898,990:    76,657    104,831
Old  :   715,392:   154,454     32,889    258,692    250,128    362,310    663,273    653,890:    52,119     61,502
Other:   288,429:    77,277     41,031     75,061    111,552    129,008    263,890    245,100:    24,539     43,329
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -5,494:   -20,832      9,964      1,069     14,708    -22,132     -5,055    -11,099:      -439      5,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        4.1       36.5       36.0       48.9       92.4       89.6:       7.6       10.4
Old  :     100.0:      21.6        4.6       36.2       35.0       50.6       92.7       91.4:       7.3        8.6
Other:     100.0:      26.8       14.2       26.0       38.7       44.7       91.5       85.0:       8.5       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       636:       244        116        267        153        227        519        526:
Old  :       606:       220        127        228        133        214        458        486:
Other:       437:       124         98         95        102        189        282        329:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       16.6       20.6       24.8        9.8       11.9       14.4       16.1
Old  :                 13.2       19.7       21.3       28.3       11.6       15.4       17.0       21.0
Other:                 17.1       15.0       28.9       24.0       14.4       12.9       23.7       19.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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  :    26,616:    24,034      4,337        133         24      5,211     24,191      9,681:     2,425     16,935
Old  :     9,162:     7,337      3,082         99         24        939      7,460      4,120:     1,702      5,042
Other:    17,454:    16,722      1,280          9          0      4,272     16,731      5,561:       723     11,893
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :      -190:      -201        263         13         -2         82       -190        358:         0       -548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.3       16.3        0.5        0.1       19.6       90.9       36.4:       9.1       63.6
Old  :     100.0:      80.1       33.6        1.1        0.3       10.2       81.4       45.0:      18.6       55.0
Other:     100.0:      95.8        7.3        0.1        0.0       24.5       95.9       31.9:       4.1       68.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        20         12          8          1         14         22         33:
Old  :        44:        18         12          5          1         14         19         31:
Other:        35:        16          5          3          0         14         17         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  :                 54.6       14.7       76.7       20.7       54.5       14.7       76.5       20.6
Old  :                 40.1       21.4       64.4       30.9       40.1       21.4       63.9       30.9
Other:                 64.8       13.4       85.7       20.0       64.8       13.4       85.7       20.0
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                                                         Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,038:       547      7,626      1,578      7,441        634      9,566      9,837:       472        201
Old  :    10,038:       547      7,626      1,578      7,441        634      9,566      9,837:       472        201
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :       802:      -194        733        183        854       -106        843        811:       -42         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       76.0       15.7       74.1        6.3       95.3       98.0:       4.7        2.0
Old  :     100.0:       5.5       76.0       15.7       74.1        6.3       95.3       98.0:       4.7        2.0
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:         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  :                 69.3       85.8       84.1       94.9       64.7       71.6       71.4       76.7
Old  :                 69.3       85.8       84.1       94.9       64.7       71.6       71.4       76.7
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 15, 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  :   490,148:   100,248     35,503    109,858    240,071    317,402    450,177    462,763:    39,971     27,385
Old  :   424,923:    92,299     42,070     88,386    207,869    270,059    388,554    400,515:    36,369     24,408
Other:    65,226:    20,804      6,288      8,617     32,203     47,343     61,624     62,248:     3,602      2,977
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :   -12,875:   -13,209     10,907     -6,072      7,789    -23,386    -11,492    -18,551:    -1,383      5,676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        7.2       22.4       49.0       64.8       91.8       94.4:       8.2        5.6
Old  :     100.0:      21.7        9.9       20.8       48.9       63.6       91.4       94.3:       8.6        5.7
Other:     100.0:      31.9        9.6       13.2       49.4       72.6       94.5       95.4:       5.5        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        99         62         95         75         74        227        196:
Old  :       270:        94         76         83         73         73        218        189:
Other:       106:        42         14         29         39         24         88         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       32.0       23.9       45.6        8.6       20.2       14.3       29.0
Old  :                 15.6       30.8       25.7       44.2       10.2       20.0       16.9       27.8
Other:                 30.3       51.3       46.9       69.0       28.1       50.4       43.8       65.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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  :   670,069:    50,729     92,502     44,126    433,933    357,988    528,789    494,616:   141,281    175,453
Old  :   670,069:    50,729     92,502     44,126    433,933    357,988    528,789    494,616:   141,281    175,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -1,911:    -9,984      4,888     -3,494     18,181     -8,500      4,702     -7,106:    -6,613      5,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       13.8        6.6       64.8       53.4       78.9       73.8:      21.1       26.2
Old  :     100.0:       7.6       13.8        6.6       64.8       53.4       78.9       73.8:      21.1       26.2
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  :       162:        21         41         40         85         77        132        132:
Old  :       162:        21         41         40         85         77        132        132:
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  :                 20.1       15.0       29.9       23.8       18.4       13.8       27.3       22.3
Old  :                 20.1       15.0       29.9       23.8       18.4       13.8       27.3       22.3
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 15, 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  :   326,702:    43,228     60,859      2,219    214,333    213,807    259,780    276,885:    66,922     49,817
Old  :   326,702:    43,228     60,859      2,219    214,333    213,807    259,780    276,885:    66,922     49,817
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    11,512:     1,557      3,414      1,812      8,000      6,751     11,368     11,977:       143       -465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       18.6        0.7       65.6       65.4       79.5       84.8:      20.5       15.2
Old  :     100.0:      13.2       18.6        0.7       65.6       65.4       79.5       84.8:      20.5       15.2
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  :        61:         5         13          6         31         30         40         45:
Old  :        61:         5         13          6         31         30         40         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       43.9       43.0       59.2       23.1       41.0       41.5       55.8
Old  :                 23.4       43.9       43.0       59.2       23.1       41.0       41.5       55.8
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 15, 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  :     7,447:       593        407        410      6,228      6,290      7,231      7,107:       216        340
Old  :     7,447:       593        407        410      6,228      6,290      7,231      7,107:       216        340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :      -294:      -684         79         -8        415       -321       -277       -250:       -17        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        5.5        5.5       83.6       84.5       97.1       95.4:       2.9        4.6
Old  :     100.0:       8.0        5.5        5.5       83.6       84.5       97.1       95.4:       2.9        4.6
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  :        34:         4          3          5         20         25         27         30:
Old  :        34:         4          3          5         20         25         27         30:
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  :                 60.2       47.7       79.0       66.4       39.2       24.5       45.7       33.0
Old  :                 60.2       47.7       79.0       66.4       39.2       24.5       45.7       33.0
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 15, 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  :   263,524:    55,252     19,854     54,119    110,989    168,765    220,361    242,738:    43,163     20,786
Old  :   211,136:    48,974     19,430     37,495     88,209    135,942    174,677    192,867:    36,459     18,270
Other:    52,388:     8,094      2,240     14,809     22,781     32,822     45,684     49,871:     6,704      2,517
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -1,664:    -6,295      5,342     -3,093     10,653     -4,611      1,265     -2,362:    -2,930        697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        7.5       20.5       42.1       64.0       83.6       92.1:      16.4        7.9
Old  :     100.0:      23.2        9.2       17.8       41.8       64.4       82.7       91.3:      17.3        8.7
Other:     100.0:      15.5        4.3       28.3       43.5       62.7       87.2       95.2:      12.8        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        68         34         57         72         73        177        140:
Old  :       194:        69         32         53         72         69        169        134:
Other:       100:        21         17         24         46         32         84         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       32.5       20.3       46.3        7.0       25.7       12.3       32.5
Old  :                 12.8       31.6       20.3       45.6        9.0       26.6       15.7       34.6
Other:                 23.8       42.8       38.3       63.6       16.8       35.8       25.5       46.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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  :    27,772:    10,082      2,680      2,429      7,333     21,342     19,845     26,451:     7,927      1,321
Old  :    24,645:     9,895      2,696      1,868      6,156     19,002     17,919     23,567:     6,725      1,078
Other:     3,127:       480        276        269      1,177      2,339      1,925      2,884:     1,201        243
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :       622:       259         36        -95        231        692        394        633:       227        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        9.6        8.7       26.4       76.8       71.5       95.2:      28.5        4.8
Old  :     100.0:      40.1       10.9        7.6       25.0       77.1       72.7       95.6:      27.3        4.4
Other:     100.0:      15.3        8.8        8.6       37.6       74.8       61.6       92.2:      38.4        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        71         18         23         28         24        112         59:
Old  :       129:        69         21         18         26         24        106         55:
Other:        47:        16          8          9         12         15         32         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.3       54.9       21.3       67.7       13.3       52.2       21.2       63.5
Old  :                 14.9       57.8       23.6       70.3       14.9       57.3       23.6       68.5
Other:                 30.5       56.3       43.4       70.1       29.9       54.7       38.9       67.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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  :   963,532:   181,185    209,401     40,102    650,679    562,703    871,965    812,206:    91,567    151,327
Old  :   963,532:   181,185    209,401     40,102    650,679    562,703    871,965    812,206:    91,567    151,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    60,728:    28,166     30,313     10,988     27,296     15,238     66,450     56,539:    -5,721      4,189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       21.7        4.2       67.5       58.4       90.5       84.3:       9.5       15.7
Old  :     100.0:      18.8       21.7        4.2       67.5       58.4       90.5       84.3:       9.5       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        32         53         31         87        115        137        181:
Old  :       230:        32         53         31         87        115        137        181:
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  :                 33.0       15.7       45.9       25.4       30.9       14.6       40.4       23.0
Old  :                 33.0       15.7       45.9       25.4       30.9       14.6       40.4       23.0
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 15, 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  : 2,087,559:   172,681    285,253    277,811  1,364,149  1,169,425  1,814,641  1,732,490:   272,918    355,070
Old  : 2,087,559:   172,681    285,253    277,811  1,364,149  1,169,425  1,814,641  1,732,490:   272,918    355,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :   -48,015:    10,550     33,965    -47,936     10,411    -11,145    -26,974    -25,116:   -21,041    -22,899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       13.7       13.3       65.3       56.0       86.9       83.0:      13.1       17.0
Old  :     100.0:       8.3       13.7       13.3       65.3       56.0       86.9       83.0:      13.1       17.0
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  :       283:        50         64         77        136        153        230        250:
Old  :       283:        50         64         77        136        153        230        250:
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  :                 22.9       10.1       30.1       17.6       18.8        8.3       23.3       13.0
Old  :                 22.9       10.1       30.1       17.6       18.8        8.3       23.3       13.0
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 15, 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  : 1,540,233:   318,877    140,184    125,719    914,039    955,846  1,358,635  1,221,749:   181,598    318,483
Old  : 1,540,233:   318,877    140,184    125,719    914,039    955,846  1,358,635  1,221,749:   181,598    318,483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    67,567:    -3,121     17,124      9,433     51,748     38,936     58,060     65,493:     9,507      2,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        9.1        8.2       59.3       62.1       88.2       79.3:      11.8       20.7
Old  :     100.0:      20.7        9.1        8.2       59.3       62.1       88.2       79.3:      11.8       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        31         41         32        101        108        146        167:
Old  :       200:        31         41         32        101        108        146        167:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       14.9       29.3       25.4       18.8       12.4       27.3       21.0
Old  :                 19.2       14.9       29.3       25.4       18.8       12.4       27.3       21.0
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 15, 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  :   816,212:   107,670     43,271    251,707    417,785    475,081    777,162    770,059:    39,050     46,152
Old  :   816,212:   107,670     43,271    251,707    417,785    475,081    777,162    770,059:    39,050     46,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    48,132:    -5,626      6,151     19,925     25,876     17,575     40,175     43,651:     7,957      4,481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        5.3       30.8       51.2       58.2       95.2       94.3:       4.8        5.7
Old  :     100.0:      13.2        5.3       30.8       51.2       58.2       95.2       94.3:       4.8        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        31         24         36         59         57        106        102:
Old  :       121:        31         24         36         59         57        106        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       27.9       48.0       44.7       17.5       12.7       20.6       18.8
Old  :                 32.7       27.9       48.0       44.7       17.5       12.7       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 15, 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  :    60,443:    16,947      4,034      3,184     31,067     44,753     51,197     51,971:     9,246      8,471
Old  :    60,443:    16,947      4,034      3,184     31,067     44,753     51,197     51,971:     9,246      8,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :     2,698:     1,514     -1,286        301        322      3,544      2,138      2,560:       560        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        6.7        5.3       51.4       74.0       84.7       86.0:      15.3       14.0
Old  :     100.0:      28.0        6.7        5.3       51.4       74.0       84.7       86.0:      15.3       14.0
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  :       104:        31         11         10         37         35         74         54:
Old  :       104:        31         11         10         37         35         74         54:
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       35.0       38.2       50.8       26.3       34.9       36.6       47.5
Old  :                 26.8       35.0       38.2       50.8       26.3       34.9       36.6       47.5
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 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    11,558:     3,050        513          0      6,574      8,839      9,624      9,352:     1,934      2,206
Old  :    11,558:     3,050        513          0      6,574      8,839      9,624      9,352:     1,934      2,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :       766:       253         37          0        383        795        636        832:       130        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        4.4        0.0       56.9       76.5       83.3       80.9:      16.7       19.1
Old  :     100.0:      26.4        4.4        0.0       56.9       76.5       83.3       80.9:      16.7       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          2          0          7          8         13         10:
Old  :        22:         6          2          0          7          8         13         10:
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  :                 45.6       64.8       67.9       77.3       44.2       64.8       66.5       77.3
Old  :                 45.6       64.8       67.9       77.3       44.2       64.8       66.5       77.3
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 15, 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  :    97,769:    31,957     11,206      2,204     48,985     71,829     83,146     85,239:    14,623     12,531
Old  :    97,769:    31,957     11,206      2,204     48,985     71,829     83,146     85,239:    14,623     12,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :     3,863:     3,350     -1,819       -224       -122      5,499      3,004      3,456:       860        407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       11.5        2.3       50.1       73.5       85.0       87.2:      15.0       12.8
Old  :     100.0:      32.7       11.5        2.3       50.1       73.5       85.0       87.2:      15.0       12.8
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  :        99:        30         13          5         34         34         65         51:
Old  :        99:        30         13          5         34         34         65         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       32.9       40.4       49.8       28.1       32.9       39.8       48.4
Old  :                 28.5       32.9       40.4       49.8       28.1       32.9       39.8       48.4
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 15, 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  :     5,613:     3,783      2,157         37      1,721      3,419      5,541      5,613:        72          0
Old  :     5,613:     3,783      2,157         37      1,721      3,419      5,541      5,613:        72          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :       149:       172         78          0          0         71        172        149:       -23          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.4       38.4        0.7       30.7       60.9       98.7      100.0:       1.3        0.0
Old  :     100.0:      67.4       38.4        0.7       30.7       60.9       98.7      100.0:       1.3        0.0
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  :        23:        13          5          1          1          4         14         10:
Old  :        23:        13          5          1          1          4         14         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.5       91.0       90.0       98.5       70.5       91.0       90.0       98.5
Old  :                 70.5       91.0       90.0       98.5       70.5       91.0       90.0       98.5
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 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,430:       195      1,442          0     14,173     12,769     14,368     14,211:        62        219
Old  :    14,430:       195      1,442          0     14,173     12,769     14,368     14,211:        62        219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -1,272:    -1,032        131          0       -220     -1,397     -1,252     -1,266:       -20         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       10.0        0.0       98.2       88.5       99.6       98.5:       0.4        1.5
Old  :     100.0:       1.4       10.0        0.0       98.2       88.5       99.6       98.5:       0.4        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          7          0          9         15         11         22:
Old  :        30:         2          7          0          9         15         11         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.4       65.2       98.9       81.8       81.2       64.8       91.5       77.2
Old  :                 87.4       65.2       98.9       81.8       81.2       64.8       91.5       77.2
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 15, 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  :    49,316:       191      1,009         16     48,732     48,109     48,939     49,134:       377        182
Old  :    49,316:       191      1,009         16     48,732     48,109     48,939     49,134:       377        182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2011                     :
     :    -4,582:    -1,424       -268         16     -3,310     -4,385     -4,718     -4,637:       136         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        2.0        0.0       98.8       97.6       99.2       99.6:       0.8        0.4
Old  :     100.0:       0.4        2.0        0.0       98.8       97.6       99.2       99.6:       0.8        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  :        28:         2          5          1          6         17          9         22:
Old  :        28:         2          5          1          6         17          9         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.4       74.4       99.2       92.2       69.8       53.6       70.0       63.9
Old  :                 98.4       74.4       99.2       92.2       69.8       53.6       70.0       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 18, 2011