DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 04/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       53,478
COMMITMENTS
   3,056    4,271    2,496   47,466   46,342   53,018   53,109      460      369

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:      1,751)
     630     -128      330    2,339    3,423    3,299    3,625   -1,548   -1,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      8.0      4.7     88.8     86.7     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        6        5       25       23       33       32
 

Updated April 19, 2013