DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       52,393
COMMITMENTS
   2,691    7,723    4,084   44,451   39,567   51,226   51,374    1,167    1,019

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      2,119)
  -1,428       83    1,414    2,049      732    2,035    2,229       84     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     14.7      7.8     84.8     75.5     97.8     98.1      2.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        9       10       24       25       35       39
 

Updated March 1, 2013