DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       50,517
COMMITMENTS
   1,597    6,188    3,570   45,214   40,572   50,381   50,330      136      187

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      1,911)
    -128      423      588    1,355      739    1,815    1,750       96      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     12.2      7.1     89.5     80.3     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        9        8       22       26       33       40



Updated June 14, 2013