DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                                                        Code-045L2T
Commitments of Traders - Futures Only, April 2, 2013                   
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :    42,218:     1,702      4,428      2,137     36,653     33,620     40,492     40,185:     1,726      2,033
Old  :    42,218:     1,702      4,428      2,137     36,653     33,620     40,492     40,185:     1,726      2,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 26, 2013                       :
     :   -11,660:       -65       -899        299    -12,129    -11,458    -11,895    -12,058:       235        398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       10.5        5.1       86.8       79.6       95.9       95.2:       4.1        4.8
Old  :     100.0:       4.0       10.5        5.1       86.8       79.6       95.9       95.2:       4.1        4.8
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  :        44:         5          8          7         20         25         30         35:
Old  :        44:         5          8          7         20         25         30         35:
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  :                 53.6       47.9       72.4       67.4       51.7       45.7       68.0       62.2
Old  :                 53.6       47.9       72.4       67.4       51.7       45.7       68.0       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 5, 2013