DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 10/22/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       34,870
COMMITMENTS
   1,976    6,321    2,697   30,134   25,746   34,807   34,764       63      106

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      2,017)
  -1,218    2,267      781    2,424   -1,104    1,987    1,944       30       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     18.1      7.7     86.4     73.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        9        7       16       19       26       31



Updated November 1, 2013