DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       59,034
COMMITMENTS
   2,171    8,706    2,985   53,849   47,185   59,005   58,876       29      158

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:      3,597)
    -962    3,359      622    6,677     -169    6,337    3,812   -2,740     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     14.7      5.1     91.2     79.9    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        8        7       26       22       34       33
 

Updated May 3, 2013