DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 12/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       42,959
COMMITMENTS
   1,075   12,361    1,356   39,786   28,534   42,217   42,251      742      708

CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST:      3,551)
      36      962       64    3,539    2,636    3,639    3,662      -88     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     28.8      3.2     92.6     66.4     98.3     98.4      1.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       10        5       22       21       32       34
 

Updated December 14, 2012