`DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                                                        Code-045L2T
Commitments of Traders - Futures Only, June 11, 2013                   
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :    50,517:     1,597      6,188      3,570     45,214     40,572     50,381     50,330:       136        187
Old  :    50,517:     1,597      6,188      3,570     45,214     40,572     50,381     50,330:       136        187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2013                         :
     :     1,911:      -128        423        588      1,355        739      1,815      1,750:        96        161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       12.2        7.1       89.5       80.3       99.7       99.6:       0.3        0.4
Old  :     100.0:       3.2       12.2        7.1       89.5       80.3       99.7       99.6:       0.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         6          9          8         22         26         33         40:
Old  :        47:         6          9          8         22         26         33         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       51.0       75.3       67.7       49.8       41.9       63.2       56.7
Old  :                 55.1       51.0       75.3       67.7       49.8       41.9       63.2       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0`

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Updated June 14, 2013