DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       39,865
COMMITMENTS
   2,852    5,498    3,223   33,776   31,079   39,851   39,800       14       65

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      4,995)
     876     -823      526    3,642    5,333    5,044    5,036      -49      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     13.8      8.1     84.7     78.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        8        8       16       20       27       33



Updated November 6, 2013