DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       55,463
COMMITMENTS
   1,723   13,712    5,475   47,521   35,315   54,719   54,502      744      961

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      3,708)
  -1,926    1,087    1,250    4,440    1,204    3,764    3,541      -56      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     24.7      9.9     85.7     63.7     98.7     98.3      1.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        8        9       23       19       34       30
 

Updated January 18, 2013