DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       26,184
COMMITMENTS
   3,841    3,022    2,201   19,986   20,505   26,028   25,728      156      456

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     -8,753)
   1,242   -1,124     -669   -9,420   -7,342   -8,847   -9,135       94      382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     11.5      8.4     76.3     78.3     99.4     98.3      0.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        6        4       15       17       24       27



Updated October 25, 2013