DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 12/17/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       51,769
COMMITMENTS
   1,383    5,059    4,267   45,787   42,209   51,437   51,535      332      234

CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST:      2,312)
    -247      696      133    2,377    1,553    2,263    2,382       49      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      9.8      8.2     88.4     81.5     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5       11        9       15       21       25       36



Updated December 20, 2013