DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 06/25/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       51,110
COMMITMENTS
   1,949    5,993    3,768   45,379   41,144   51,096   50,905       14      205

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        195)
      90      802      218       69     -786      377      234     -182      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     11.7      7.4     88.8     80.5    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        8        8       22       25       34       37



Updated June 28, 2013