DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                                                        Code-045L2T
Commitments of Traders - Futures Only, July 9, 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  :    34,143:     2,860      4,650      2,472     27,245     25,403     32,577     32,525:     1,566      1,618
Old  :    34,143:     2,860      4,650      2,472     27,245     25,403     32,577     32,525:     1,566      1,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 2, 2013                         :
     :        85:       251        245       -124     -1,601     -1,587     -1,474     -1,466:     1,559      1,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       13.6        7.2       79.8       74.4       95.4       95.3:       4.6        4.7
Old  :     100.0:       8.4       13.6        7.2       79.8       74.4       95.4       95.3:       4.6        4.7
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  :        39:         8          6          6         20         19         31         29:
Old  :        39:         8          6          6         20         19         31         29:
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  :                 51.7       36.2       71.3       58.6       42.3       31.0       56.3       47.2
Old  :                 51.7       36.2       71.3       58.6       42.3       31.0       56.3       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 13, 2013