DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 08/27/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       39,840
COMMITMENTS
   2,770    5,175    2,606   34,385   31,902   39,761   39,683       79      157

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        642)
     406     -247     -136      377      999      647      616       -5       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     13.0      6.5     86.3     80.1     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        6        7       16       18       27       29



Updated August 30, 2013