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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 8, 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  :   562,198:   133,987     91,352     93,698    280,946    313,523    508,631    498,573:    53,567     63,625
Old  :   301,308:   111,384     80,869     18,543    135,120    177,066    265,047    276,478:    36,261     24,830
Other:   260,890:    62,225     50,105     35,533    145,826    136,457    243,584    222,095:    17,306     38,795
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    16,445:     9,073      1,718      2,480        695      9,977     12,248     14,175:     4,197      2,270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       16.2       16.7       50.0       55.8       90.5       88.7:       9.5       11.3
Old  :     100.0:      37.0       26.8        6.2       44.8       58.8       88.0       91.8:      12.0        8.2
Other:     100.0:      23.9       19.2       13.6       55.9       52.3       93.4       85.1:       6.6       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       472:       169        130        170         82        134        370        347:
Old  :       427:       178        110         79         60        110        282        264:
Other:       331:        92         98         89         66        120        215        262:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       22.7       31.2       29.2       18.0       19.4       29.2       23.3
Old  :                 23.0       29.9       32.2       37.3       22.9       29.0       31.6       36.0
Other:                 26.5       19.0       39.4       26.5       25.0       15.8       36.8       20.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 8, 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  : 1,690,126:   620,688    127,955    209,293    677,886  1,086,056  1,507,867  1,423,304:   182,259    266,822
Old  : 1,253,124:   464,679    119,179    146,930    504,981    805,096  1,116,590  1,071,205:   136,534    181,919
Other:   437,002:   189,298     42,065     29,074    172,905    280,960    391,277    352,099:    45,725     84,903
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    21,010:     5,940     11,384     -8,641     16,778     21,780     14,077     24,523:     6,933     -3,513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7        7.6       12.4       40.1       64.3       89.2       84.2:      10.8       15.8
Old  :     100.0:      37.1        9.5       11.7       40.3       64.2       89.1       85.5:      10.9       14.5
Other:     100.0:      43.3        9.6        6.7       39.6       64.3       89.5       80.6:      10.5       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       901:       293        118        231        238        390        646        671:
Old  :       874:       280        131        186        206        377        580        629:
Other:       655:       157         91         60        116        338        302        471:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       12.4       20.7       18.7       11.1        9.5       16.2       14.5
Old  :                 14.0       15.0       21.5       21.2       12.7       11.9       18.1       17.0
Other:                 24.1       12.0       34.1       18.4       23.1       11.9       33.0       17.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 8, 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  :    14,365:     4,894        252        903      5,036     12,084     10,833     13,239:     3,532      1,126
Old  :    11,643:     4,709        436        373      3,653      9,941      8,735     10,750:     2,908        893
Other:     2,722:       667        298         48      1,383      2,143      2,098      2,489:       624        233
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :       354:       194         64        -25       -227        308        -58        347:       412          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        1.8        6.3       35.1       84.1       75.4       92.2:      24.6        7.8
Old  :     100.0:      40.4        3.7        3.2       31.4       85.4       75.0       92.3:      25.0        7.7
Other:     100.0:      24.5       10.9        1.8       50.8       78.7       77.1       91.4:      22.9        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        26          4          7         14         11         44         20:
Old  :        46:        22          6          4          9         11         33         19:
Other:        26:         8          4          3         10          9         19         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.4       65.6       39.6       81.8       24.4       60.8       38.9       74.5
Old  :                 27.0       71.9       45.2       83.5       27.0       71.9       44.5       82.8
Other:                 49.0       59.8       62.3       79.5       41.1       55.1       51.9       68.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 8, 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  :   698,094:   270,503     45,756     96,051    264,085    466,093    630,639    607,900:    67,455     90,194
Old  :   493,535:   216,029     35,468     50,389    176,801    353,335    443,219    439,192:    50,316     54,343
Other:   204,559:    83,743     39,557     16,393     87,284    112,758    187,420    168,708:    17,139     35,851
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    20,242:     4,684     -1,254      8,580      2,252      9,596     15,516     16,922:     4,726      3,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        6.6       13.8       37.8       66.8       90.3       87.1:       9.7       12.9
Old  :     100.0:      43.8        7.2       10.2       35.8       71.6       89.8       89.0:      10.2       11.0
Other:     100.0:      40.9       19.3        8.0       42.7       55.1       91.6       82.5:       8.4       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       617:       239         97        180        131        211        461        440:
Old  :       590:       237        106        136        105        197        401        393:
Other:       416:       115         90         47         78        175        221        291:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       22.0       19.9       31.5       10.5       20.4       17.1       28.5
Old  :                 15.1       27.3       23.6       39.9       14.4       27.0       22.6       39.3
Other:                 22.4       21.4       34.7       31.7       21.2       20.8       33.2       30.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, February 8, 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  :    26,806:    24,235      4,074        120         26      5,129     24,381      9,323:     2,425     17,483
Old  :    10,185:     8,252      2,870         45         26      1,220      8,323      4,135:     1,862      6,050
Other:    16,621:    16,049      1,270          9          0      3,909     16,058      5,188:       563     11,433
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :       485:       388        622         20          0       -314        408        328:        77        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.4       15.2        0.4        0.1       19.1       91.0       34.8:       9.0       65.2
Old  :     100.0:      81.0       28.2        0.4        0.3       12.0       81.7       40.6:      18.3       59.4
Other:     100.0:      96.6        7.6        0.1        0.0       23.5       96.6       31.2:       3.4       68.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        21         13          6          3         13         25         31:
Old  :        45:        19         13          3          3         13         22         29:
Other:        35:        17          5          3          0         13         18         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  :                 52.5       13.1       74.7       18.6       52.5       13.1       74.6       18.6
Old  :                 39.5       14.9       63.5       25.2       39.5       14.9       63.5       25.2
Other:                 65.1       13.4       86.1       20.0       65.1       13.4       86.1       20.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 8, 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  :   408,159:   127,196     28,018     45,899    196,405    313,849    369,500    387,766:    38,659     20,393
Old  :   353,118:   123,809     35,426     28,887    165,024    271,452    317,720    335,765:    35,398     17,353
Other:    55,041:    17,291      6,496      3,108     31,381     42,397     51,780     52,001:     3,261      3,040
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :     7,560:     8,022     -1,437      2,616     -5,931      5,947      4,707      7,126:     2,853        434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        6.9       11.2       48.1       76.9       90.5       95.0:       9.5        5.0
Old  :     100.0:      35.1       10.0        8.2       46.7       76.9       90.0       95.1:      10.0        4.9
Other:     100.0:      31.4       11.8        5.6       57.0       77.0       94.1       94.5:       5.9        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:       119         43         84         65         65        229        171:
Old  :       272:       115         56         76         62         64        220        165:
Other:        94:        33         16         12         35         20         73         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       38.1       22.9       52.2       10.9       27.2       18.0       40.3
Old  :                 14.4       37.8       24.9       51.1       12.6       28.6       21.1       40.4
Other:                 36.2       56.7       54.5       74.7       35.8       56.1       51.9       74.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 8, 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  :   585,970:    67,524     90,677      6,493    382,298    333,271    456,315    430,441:   129,655    155,529
Old  :   585,970:    67,524     90,677      6,493    382,298    333,271    456,315    430,441:   129,655    155,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    25,447:    14,555     19,267      1,263      4,570     -6,196     20,388     14,334:     5,059     11,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       15.5        1.1       65.2       56.9       77.9       73.5:      22.1       26.5
Old  :     100.0:      11.5       15.5        1.1       65.2       56.9       77.9       73.5:      22.1       26.5
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  :       156:        23         37         19         70         66        104        111:
Old  :       156:        23         37         19         70         66        104        111:
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  :                 21.4       16.9       32.5       26.7       18.9       15.8       29.0       25.1
Old  :                 21.4       16.9       32.5       26.7       18.9       15.8       29.0       25.1
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 - Futures Only, February 8, 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  :   312,873:    41,671     57,426        282    204,640    207,045    246,593    264,753:    66,280     48,120
Old  :   312,873:    41,671     57,426        282    204,640    207,045    246,593    264,753:    66,280     48,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :     7,379:         2       -341         26      5,077      9,422      5,105      9,107:     2,274     -1,728
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       18.4        0.1       65.4       66.2       78.8       84.6:      21.2       15.4
Old  :     100.0:      13.3       18.4        0.1       65.4       66.2       78.8       84.6:      21.2       15.4
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  :        59:         4         11          2         27         32         32         44:
Old  :        59:         4         11          2         27         32         32         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       42.7       46.0       57.3       25.1       42.3       44.5       56.5
Old  :                 25.3       42.7       46.0       57.3       25.1       42.3       44.5       56.5
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 - Futures Only, February 8, 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  :     7,741:     1,277        328        418      5,813      6,611      7,508      7,357:       233        384
Old  :     7,741:     1,277        328        418      5,813      6,611      7,508      7,357:       233        384
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :      -166:      -182         28         20        -44       -412       -206       -364:        40        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        4.2        5.4       75.1       85.4       97.0       95.0:       3.0        5.0
Old  :     100.0:      16.5        4.2        5.4       75.1       85.4       97.0       95.0:       3.0        5.0
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  :        36:         6          4          5         19         23         28         29:
Old  :        36:         6          4          5         19         23         28         29:
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  :                 54.6       46.3       74.2       67.0       37.9       29.9       48.4       38.5
Old  :                 54.6       46.3       74.2       67.0       37.9       29.9       48.4       38.5
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 - Futures Only, February 8, 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  :   220,984:    74,615     15,520     24,193     81,117    163,359    179,925    203,072:    41,059     17,912
Old  :   185,305:    68,028     16,258     14,126     67,089    139,567    149,243    169,951:    36,062     15,354
Other:    35,679:     9,347      2,022      7,307     14,028     23,792     30,682     33,121:     4,997      2,558
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :     2,895:     1,337      2,471      2,675       -635     -3,049      3,377      2,097:      -482        798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        7.0       10.9       36.7       73.9       81.4       91.9:      18.6        8.1
Old  :     100.0:      36.7        8.8        7.6       36.2       75.3       80.5       91.7:      19.5        8.3
Other:     100.0:      26.2        5.7       20.5       39.3       66.7       86.0       92.8:      14.0        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        84         21         47         67         66        177        124:
Old  :       200:        80         25         43         66         63        167        121:
Other:        93:        26          9         10         42         24         76         39:
     :----------------------------------------------------------------------------------------------------
     :             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       40.8       20.8       51.4        7.6       35.9       13.1       43.5
Old  :                 14.1       39.6       21.0       51.8        9.5       33.8       15.9       43.2
Other:                 28.4       52.1       42.5       72.3       24.3       46.8       35.0       61.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 8, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    25,022:     9,576      2,924      1,184      6,986     19,798     17,746     23,906:     7,276      1,116
Old  :    22,589:     9,431      2,891        887      5,855     17,897     16,173     21,675:     6,416        914
Other:     2,433:       326        214        116      1,131      1,901      1,573      2,231:       860        202
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :     1,988:     1,114        273        -33        648      1,987      1,729      2,227:       259       -239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       11.7        4.7       27.9       79.1       70.9       95.5:      29.1        4.5
Old  :     100.0:      41.8       12.8        3.9       25.9       79.2       71.6       96.0:      28.4        4.0
Other:     100.0:      13.4        8.8        4.8       46.5       78.1       64.7       91.7:      35.3        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        59         20         15         24         21         95         50:
Old  :       118:        60         21         11         20         20         89         46:
Other:        38:         8          9          4         10         13         21         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       58.6       24.6       72.3       15.7       55.9       24.5       68.6
Old  :                 17.4       60.8       26.8       74.3       17.4       60.6       26.7       72.8
Other:                 38.2       62.6       53.0       77.1       38.1       62.6       49.5       75.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 8, 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  :   865,626:   150,446    184,889     10,117    612,957    531,049    773,520    726,055:    92,106    139,571
Old  :   865,626:   150,446    184,889     10,117    612,957    531,049    773,520    726,055:    92,106    139,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    69,513:   -50,722     48,514       -422    131,393     11,716     80,249     59,808:   -10,736      9,705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       21.4        1.2       70.8       61.3       89.4       83.9:      10.6       16.1
Old  :     100.0:      17.4       21.4        1.2       70.8       61.3       89.4       83.9:      10.6       16.1
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  :       212:        28         44         16         81        108        121        156:
Old  :       212:        28         44         16         81        108        121        156:
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  :                 30.6       17.3       40.3       27.7       25.3       15.6       34.2       24.2
Old  :                 30.6       17.3       40.3       27.7       25.3       15.6       34.2       24.2
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 - Futures Only, February 8, 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  : 1,506,903:   176,183    272,338     30,616  1,034,784    856,874  1,241,583  1,159,828:   265,320    347,075
Old  : 1,506,903:   176,183    272,338     30,616  1,034,784    856,874  1,241,583  1,159,828:   265,320    347,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :   141,367:    36,433     -1,242     17,761     94,234     95,428    148,428    111,947:    -7,061     29,420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       18.1        2.0       68.7       56.9       82.4       77.0:      17.6       23.0
Old  :     100.0:      11.7       18.1        2.0       68.7       56.9       82.4       77.0:      17.6       23.0
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  :       261:        46         60         33        107        121        170        197:
Old  :       261:        46         60         33        107        121        170        197:
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  :                 28.7       14.9       36.0       23.3       26.4       11.8       32.2       17.8
Old  :                 28.7       14.9       36.0       23.3       26.4       11.8       32.2       17.8
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 - Futures Only, February 8, 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  : 1,290,327:   335,781    130,477     19,145    782,138    848,630  1,137,064    998,252:   153,263    292,075
Old  : 1,290,327:   335,781    130,477     19,145    782,138    848,630  1,137,064    998,252:   153,263    292,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :   170,017:    52,548     48,407      3,510    157,284     76,342    213,342    128,259:   -43,325     41,758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       10.1        1.5       60.6       65.8       88.1       77.4:      11.9       22.6
Old  :     100.0:      26.0       10.1        1.5       60.6       65.8       88.1       77.4:      11.9       22.6
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  :       193:        34         34         22         85         90        127        138:
Old  :       193:        34         34         22         85         90        127        138:
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  :                 22.2       17.2       33.4       29.4       21.5       14.4       31.5       24.1
Old  :                 22.2       17.2       33.4       29.4       21.5       14.4       31.5       24.1
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 - Futures Only, February 8, 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  :   570,809:   119,430     35,221     58,411    364,400    437,999    542,241    531,631:    28,568     39,178
Old  :   570,809:   119,430     35,221     58,411    364,400    437,999    542,241    531,631:    28,568     39,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    26,392:    10,313      4,710     -3,547     17,275     27,886     24,041     29,049:     2,351     -2,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        6.2       10.2       63.8       76.7       95.0       93.1:       5.0        6.9
Old  :     100.0:      20.9        6.2       10.2       63.8       76.7       95.0       93.1:       5.0        6.9
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  :       111:        29         17         31         55         52         96         92:
Old  :       111:        29         17         31         55         52         96         92:
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  :                 37.5       39.0       50.2       53.1       22.5       18.6       27.9       27.2
Old  :                 37.5       39.0       50.2       53.1       22.5       18.6       27.9       27.2
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 - Futures Only, February 8, 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  :    55,629:    15,536      5,398      2,020     29,452     40,008     47,007     47,425:     8,622      8,204
Old  :    55,629:    15,536      5,398      2,020     29,452     40,008     47,007     47,425:     8,622      8,204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    -4,942:    -6,010      1,051        464        208     -7,761     -5,339     -6,247:       397      1,305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        9.7        3.6       52.9       71.9       84.5       85.3:      15.5       14.7
Old  :     100.0:      27.9        9.7        3.6       52.9       71.9       84.5       85.3:      15.5       14.7
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  :       103:        29         14          8         31         31         66         51:
Old  :       103:        29         14          8         31         31         66         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  :                 28.8       30.9       42.2       46.3       28.2       30.9       40.6       46.2
Old  :                 28.8       30.9       42.2       46.3       28.2       30.9       40.6       46.2
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 - Futures Only, February 8, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    10,771:     2,797        476          0      6,191      8,044      8,988      8,520:     1,783      2,251
Old  :    10,771:     2,797        476          0      6,191      8,044      8,988      8,520:     1,783      2,251
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :       155:       144         11          0          0          0        144         11:        11        144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        4.4        0.0       57.5       74.7       83.4       79.1:      16.6       20.9
Old  :     100.0:      26.0        4.4        0.0       57.5       74.7       83.4       79.1:      16.6       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          2          0          6          7         12          9:
Old  :        20:         6          2          0          6          7         12          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       66.8       71.6       77.5       47.4       66.8       70.0       77.5
Old  :                 48.9       66.8       71.6       77.5       47.4       66.8       70.0       77.5
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 - Futures Only, February 8, 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  :    89,715:    28,815     13,180        702     46,521     63,927     76,038     77,809:    13,677     11,906
Old  :    89,715:    28,815     13,180        702     46,521     63,927     76,038     77,809:    13,677     11,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :   -10,193:   -12,082      2,305        702        415    -15,522    -10,965    -12,515:       772      2,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       14.7        0.8       51.9       71.3       84.8       86.7:      15.2       13.3
Old  :     100.0:      32.1       14.7        0.8       51.9       71.3       84.8       86.7:      15.2       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        28         17          2         29         30         58         48:
Old  :        99:        28         17          2         29         30         58         48:
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  :                 30.6       31.1       45.3       45.8       30.2       31.1       44.9       45.8
Old  :                 30.6       31.1       45.3       45.8       30.2       31.1       44.9       45.8
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 - Futures Only, February 8, 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  :     5,464:     3,611      2,079         37      1,721      3,348      5,369      5,464:        95          0
Old  :     5,464:     3,611      2,079         37      1,721      3,348      5,369      5,464:        95          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :        86:        10         44          0         52         62         62        106:        24        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.1       38.0        0.7       31.5       61.3       98.3      100.0:       1.7        0.0
Old  :     100.0:      66.1       38.0        0.7       31.5       61.3       98.3      100.0:       1.7        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  :        21:        11          5          1          1          4         12         10:
Old  :        21:        11          5          1          1          4         12         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  :                 72.4       91.8       92.0       98.9       72.4       91.8       92.0       98.9
Old  :                 72.4       91.8       92.0       98.9       72.4       91.8       92.0       98.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, February 8, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    15,702:     1,227      1,311          0     14,393     14,166     15,620     15,477:        82        225
Old  :    15,702:     1,227      1,311          0     14,393     14,166     15,620     15,477:        82        225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :       298:      -165       -110        -20        475        418        290        288:         8         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        8.3        0.0       91.7       90.2       99.5       98.6:       0.5        1.4
Old  :     100.0:       7.8        8.3        0.0       91.7       90.2       99.5       98.6:       0.5        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 82.2       66.8       98.8       82.8       75.9       65.8       92.3       78.9
Old  :                 82.2       66.8       98.8       82.8       75.9       65.8       92.3       78.9
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 - Futures Only, February 8, 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  :    53,898:     1,615      1,277          0     52,042     52,494     53,657     53,771:       241        127
Old  :    53,898:     1,615      1,277          0     52,042     52,494     53,657     53,771:       241        127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    -1,717:      -783       -783          0       -846       -882     -1,629     -1,665:       -88        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        2.4        0.0       96.6       97.4       99.6       99.8:       0.4        0.2
Old  :     100.0:       3.0        2.4        0.0       96.6       97.4       99.6       99.8:       0.4        0.2
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  :        31:         4          6          0          6         17         10         23:
Old  :        31:         4          6          0          6         17         10         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.0       71.3       99.4       92.4       76.3       59.9       78.5       73.1
Old  :                 97.0       71.3       99.4       92.4       76.3       59.9       78.5       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 11, 2011