DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 12/10/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       49,457
COMMITMENTS
   1,630    4,363    4,134   43,410   40,656   49,174   49,153      283      304

CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST:      4,589)
    -138      561     -118    4,855    4,145    4,599    4,588      -10        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      8.8      8.4     87.8     82.2     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5       10        8       13       21       23       34



Updated December 19, 2013