DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/07/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       51,220
COMMITMENTS
   1,572    7,904    2,036   47,570   41,266   51,178   51,206       42       14

CHANGES FROM 04/30/13 (CHANGE IN OPEN INTEREST:     -7,814)
    -599     -802     -949   -6,279   -5,919   -7,827   -7,670       13     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     15.4      4.0     92.9     80.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3       11        5       22       21       28       34
 

Updated May 10, 2013