DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       35,129
COMMITMENTS
   1,319   17,743    2,377   31,153   14,788   34,849   34,908      280      221

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -5,502)
  -2,068   -1,090     -169   -3,330   -4,278   -5,567   -5,537       65       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     50.5      6.8     88.7     42.1     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        9        6       18       14       26       27
 

Updated October 5, 2012