DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       46,096
COMMITMENTS
     952    7,848    2,513   41,841   34,688   45,306   45,049      790    1,047

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     -2,196)
  -1,674   -6,297      826   -1,530    2,751   -2,378   -2,720      182      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     17.0      5.5     90.8     75.3     98.3     97.7      1.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        7        8       23       21       32       31
 

Updated February 1, 2013