DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 03/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       53,878
COMMITMENTS
   1,767    5,327    1,838   48,782   45,078   52,387   52,243    1,491    1,635

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:      1,259)
     470     -880      241      829    2,165    1,540    1,526     -281     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      9.9      3.4     90.5     83.7     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        9        7       24       26       34       37
 

Updated March 29, 2013