DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 04/09/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       51,727
COMMITMENTS
   2,426    4,399    2,166   45,127   42,919   49,719   49,484    2,008    2,243

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:      9,509)
     724      -29       29    8,474    9,299    9,227    9,299      282      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      8.5      4.2     87.2     83.0     96.1     95.7      3.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        8        7       23       24       33       34
 

Updated April 17, 2013