DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       31,231
COMMITMENTS
   2,119    5,847    2,139   26,932   23,179   31,190   31,165       41       66

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -3,673)
  -1,120     -103      -87   -2,499   -3,520   -3,706   -3,710       33       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     18.7      6.8     86.2     74.2     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        7        8       17       15       29       27



Updated August 9, 2013