DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 08/13/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       40,863
COMMITMENTS
   2,688    5,868    2,556   35,595   32,368   40,839   40,792       24       71

CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST:      9,632)
     569       21      417    8,663    9,189    9,649    9,627      -17        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     14.4      6.3     87.1     79.2     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        8        7       18       17       29       29



Updated August 16, 2013