DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 07/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       34,058
COMMITMENTS
   2,609    4,405    2,596   28,846   26,990   34,051   33,991        7       67

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -17,052)
     660   -1,588   -1,172  -16,533  -14,154  -17,045  -16,914       -7     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     12.9      7.6     84.7     79.2    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        5        6       19       19       30       28



Updated July 8, 2013