DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       54,185
COMMITMENTS
   1,862    8,161    2,123   50,105   43,759   54,090   54,043       95      142

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:      2,965)
     290      257       87    2,535    2,493    2,912    2,837       53      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     15.1      3.9     92.5     80.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3       11        6       24       24       31       38
 

Updated May 17, 2013