DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 05/21/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       54,819
COMMITMENTS
   1,833    7,049    2,384   50,527   45,199   54,744   54,632       75      187

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:        634)
     -29   -1,112      261      422    1,440      654      589      -20       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     12.9      4.3     92.2     82.5     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4       10        7       21       25       30       39
 

Updated May 24, 2013