DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 11/05/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       40,438
COMMITMENTS
   2,166    4,997    3,412   34,860   31,963   40,438   40,372        0       66

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:        573)
    -686     -501      189    1,084      884      587      572      -14        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     12.4      8.4     86.2     79.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        8        9       11       20       21       34



Updated November 8, 2013