DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 03/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       52,619
COMMITMENTS
   1,297    6,207    1,597   47,953   42,913   50,847   50,717    1,772    1,902

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:        445)
    -596       -8     -111      777      233       70      114      375      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     11.8      3.0     91.1     81.6     96.6     96.4      3.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        9        7       23       23       32       34
 

Updated March 22, 2013