DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       55,437
COMMITMENTS
   3,133    5,347    2,363   47,172   47,354   52,668   55,064    2,769      373

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      1,959)
      77    1,076     -133     -294    1,012     -350    1,955    2,309        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      9.6      4.3     85.1     85.4     95.0     99.3      5.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        6        5       25       21       33       29
 

Updated April 26, 2013