Suppose we have some ultraproduct of Banach spaces $(E_i)_U$.  I can think of three natural objects which are "dual-like":

 1. $(E_i^*)_U$, the ultraproduct of the duals of the ground spaces.
 2. The space made up of objects $(f_i)_U$ where each $f_i:E_i\rightarrow\mathbb{R}$ and $(f_i)_U$ approaches a linear function along $U$ (more precisely, for any $(x_i)_U,(y_i)_U\in (E_i)_U$ and any real $\alpha$, $\lim_U ||f_i(x_i+y_i)-f(x_i)-f(y_i)||=0$ and $\lim_U ||f_i(\alpha x_i)-\alpha f_i(x_i)||=0$).
 3. The ordinary dual $(E_i)_U^*$.

It's easy to see that the space in (1) is contained in the space in (2) which is contained in the space in (3).  Furthermore, I think it's well known that (1) is, in general, strictly smaller than (3).

My question is what is known about (2).  Does it have a name?  I expect that it can be strictly smaller than (3), but are any examples known?