How do I stop my steak from leaking juice?
A lot of people had good questions in the comments. The best being Kenji's article from serious eats .com. Read that. 

Chances are if a lot of juices are coming out of your steak, its because you are cooking it past medium. I like to think the proportion of 'grey' meat in a cooked steak indicates how much red juice has been 'squeezed' out of the meat fibrils and is now on the plate. If your steak is still medium or medium rare, there is lots of 'red' meat that has the capacity to hold the juice!
-Most important: Let rest ten minutes (longer for bigger cuts/roasts etc) after cooking. Seems like you're doing that.

Heres one link to a Serious Eats article by Kenji. This one explains some myths, including 'locking in juices'.

Serious Eats - Steak Old Wives Tales