DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       32,853
COMMITMENTS
   3,194    4,054    1,916   27,710   26,850   32,820   32,820       33       33

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      4,328)
     115    1,413     -111    4,374    3,017    4,378    4,319      -50        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     12.3      5.8     84.3     81.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        6        5       18       20       27       30



Updated October 30, 2013