DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 11/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       57,306
COMMITMENTS
   2,586    4,070    4,971   49,735   48,260   57,292   57,301       14        5

CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST:     10,339)
     468     -875    1,325    8,555    9,979   10,348   10,429       -9      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      7.1      8.7     86.8     84.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        8       11       12       21       24       36

Updated November 22, 2013