DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       34,143
COMMITMENTS
   2,860    4,650    2,472   27,245   25,403   32,577   32,525    1,566    1,618

CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST:         85)
     251      245     -124   -1,601   -1,587   -1,474   -1,466    1,559    1,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     13.6      7.2     79.8     74.4     95.4     95.3      4.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        6        6       20       19       31       29



Updated July 13, 2013