DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 02/12/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       48,476
COMMITMENTS
   4,165    6,976    2,412   40,839   38,077   47,416   47,465    1,060    1,011

CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST:      6,678)
     628      796       61    6,479    6,509    7,168    7,366     -490     -688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     14.4      5.0     84.2     78.5     97.8     97.9      2.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        6        7       22       27       30       37
 

Updated February 15, 2013