DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 07/16/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       34,656
COMMITMENTS
   2,858    6,332    2,116   28,992   25,624   33,966   34,072      690      584

CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST:        513)
      -2    1,682     -356    1,747      221    1,389    1,547     -876   -1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     18.3      6.1     83.7     73.9     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9        7        5       20       19       31       29



Updated July 19, 2013