DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       40,079
COMMITMENTS
   1,591   22,933    2,265   35,843   14,516   39,699   39,714      380      365

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:      2,529)
     467    2,272      328    2,488    1,013    3,283    3,613     -754   -1,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     57.2      5.7     89.4     36.2     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6       12        7       22       21       31       37
 

Updated November 16, 2012