DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 02/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       50,274
COMMITMENTS
   4,119    7,640    2,670   42,402   38,835   49,191   49,145    1,083    1,129

CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST:      1,798)
     -46      664      258    1,563      758    1,775    1,680       23      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     15.2      5.3     84.3     77.2     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        7        9       21       25       30       38
 

Updated February 22, 2013