DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       54,731
COMMITMENTS
   1,312    6,005    4,346   48,769   44,125   54,427   54,476      304      255

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:      2,962)
     -71      946       79    2,982    1,916    2,990    2,941      -28       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     11.0      7.9     89.1     80.6     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        9        9       16       22       26       37



Updated December 30, 2013