```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      684,217
COMMITMENTS
 118,964   82,025  182,477  327,061  351,618  628,502  616,121   55,714   68,096

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     14,381)
   2,146      -86    6,450    3,455    7,273   12,052   13,637    2,329      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     12.0     26.7     47.8     51.4     91.9     90.0      8.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      491)
     173      147      202       99      145      397      388
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,463,395
COMMITMENTS
 539,099   99,661  808,613  883,899  1234084  2231610  2142357  231,785  321,038

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     82,224)
  18,984   -6,765   42,588   17,433   38,119   79,004   73,942    3,221    8,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      4.0     32.8     35.9     50.1     90.6     87.0      9.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      932)
     287      152      317      311      421      750      773
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,220
COMMITMENTS
   4,540      178    1,632    5,850   12,237   12,022   14,047    3,198    1,173

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        492)
   1,114       -1     -433     -342      707      339      272      154      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8      1.2     10.7     38.4     80.4     79.0     92.3     21.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      26        5        9       16       13       45       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      985,063
COMMITMENTS
 217,648   32,904  352,657  342,428  502,778  912,733  888,339   72,329   96,723

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     49,896)
  19,425    5,621   28,881   -2,053   13,125   46,253   47,627    3,643    2,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      3.3     35.8     34.8     51.0     92.7     90.2      7.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      612)
     237      110      232      136      222      479      488
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,321
COMMITMENTS
  23,847    3,452      100       26    5,443   23,973    8,995    2,348   17,326

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,309)
   1,733      886       14        0     -102    1,747      798     -438      511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    90.6     13.1      0.4      0.1     20.7     91.1     34.2      8.9     65.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      22       13        7        3       12       26       31
 
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                      Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,945
COMMITMENTS
     829    6,497    1,447    6,184      785    8,460    8,728      484      216

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     72.6     16.2     69.1      8.8     94.6     97.6      5.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        6        6        9        7       17       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      491,175
COMMITMENTS
 103,389   24,544  111,803  237,823  333,746  453,016  470,093   38,159   21,083

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     24,474)
  20,838   -5,886    8,808  -10,241   20,431   19,405   23,354    5,069    1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      5.0     22.8     48.4     67.9     92.2     95.7      7.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
     116       47       96       67       76      234      190
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      620,085
COMMITMENTS
  51,032   66,619   33,194  398,313  363,657  482,539  463,470  137,546  156,615

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -390)
  -9,047    2,051    5,657    7,953  -11,770    4,563   -4,061   -4,953    3,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     10.7      5.4     64.2     58.6     77.8     74.7     22.2     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      24       31       29       74       76      111      123
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      307,445
COMMITMENTS
  41,669   57,656      467  200,638  197,715  242,773  255,837   64,672   51,608

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      3,480)
  -1,554    1,348       28    4,836      440    3,311    1,817      170    1,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     18.8      0.2     65.3     64.3     79.0     83.2     21.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4       11        2       26       28       31       40
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,907
COMMITMENTS
   1,459      300      398    5,857    7,023    7,714    7,721      193      186

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -193)
      81     -131        5     -289      -21     -203     -147       10      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      3.8      5.0     74.1     88.8     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        5        5       20       24       30       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      262,275
COMMITMENTS
  61,522   12,289   53,321  100,562  176,931  215,406  242,542   46,869   19,733

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     10,722)
   6,938   -2,670    6,365   -5,147    7,133    8,156   10,827    2,566     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      4.7     20.3     38.3     67.5     82.1     92.5     17.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      87       18       55       72       73      187      133
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,473
COMMITMENTS
   8,624    2,573    2,642    6,803   18,661   18,070   23,877    7,404    1,597

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      3,265)
   1,719      180      623       82    2,293    2,424    3,097      841      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9     10.1     10.4     26.7     73.3     70.9     93.7     29.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      64       14       20       29       25      101       56
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      824,448
COMMITMENTS
 202,795  133,687   27,097  487,445  528,466  717,337  689,250  107,111  135,198

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     59,302)
  60,751   14,352    4,169   -7,528   36,434   57,391   54,955    1,911    4,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6     16.2      3.3     59.1     64.1     87.0     83.6     13.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      42       35       27       76      107      132      155
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,768,805
COMMITMENTS
 133,071  260,181  184,903  1154459  977,826  1472432  1422910  296,373  345,895

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     69,153)
  10,693   27,362   35,945   10,285    8,043   56,923   71,350   12,229   -2,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     14.7     10.5     65.3     55.3     83.2     80.4     16.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      46       57       67      124      139      205      228
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,234,248
COMMITMENTS
 279,419   74,529   73,837  671,368  819,377  1024623  967,742  209,624  266,505

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      4,256)
  22,625   -4,356   10,079  -43,362   -6,948  -10,658   -1,224   14,915    5,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      6.0      6.0     54.4     66.4     83.0     78.4     17.0     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      40       28       33       89       91      140      141
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      730,481
COMMITMENTS
 106,738   35,487  222,033  373,426  428,715  702,197  686,235   28,284   44,246

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:   -121,262)
 -13,534   -4,493  -74,913  -26,757  -38,086 -115,204 -117,492   -6,057   -3,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      4.9     30.4     51.1     58.7     96.1     93.9      3.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      30       24       34       53       54      101       96
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       62,445
COMMITMENTS
  21,465    4,302    2,275   30,400   48,859   54,141   55,437    8,304    7,008

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     10,912)
   2,896   -2,200    1,348    5,599   10,105    9,842    9,253    1,070    1,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4      6.9      3.6     48.7     78.2     86.7     88.8     13.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      39       12       10       34       36       78       56
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       10,639
COMMITMENTS
   2,653      465        0    6,191    8,044    8,844    8,509    1,795    2,130

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      4.4      0.0     58.2     75.6     83.1     80.0     16.9     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        2        0        6        7       12        9
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,612
COMMITMENTS
  40,736   10,786    1,439   48,419   81,631   90,593   93,855   13,019    9,756

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        546)
   3,597   -2,218     -416   -1,185    4,122    1,996    1,488   -1,450     -942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.3     10.4      1.4     46.7     78.8     87.4     90.6     12.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      36       16        4       32       35       70       53
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        5,378
COMMITMENTS
   3,601    2,035       37    1,669    3,286    5,307    5,358       71       20

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        252)
     151      269        0       81       -4      232      265       20      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.0     37.8      0.7     31.0     61.1     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        5        1        1        3       13        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,404
COMMITMENTS
   1,392    1,421       20   13,918   13,748   15,330   15,189       74      215

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        108)
    -188     -128        3      278      237       93      112       15       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      9.2      0.1     90.4     89.2     99.5     98.6      0.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        8        1        9       15       12       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       55,615
COMMITMENTS
   2,398    2,060        0   52,888   53,376   55,286   55,436      329      179

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      5,035)
    -786      362        0    5,735    4,984    4,949    5,346       86     -311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      3.7      0.0     95.1     96.0     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        8        0        7       17       12       25
```

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Updated February 4, 2011