DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       50,915
COMMITMENTS
   1,859    5,191    3,550   45,310   41,930   50,719   50,671      196      244

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        398)
     262     -997      -20       96    1,358      338      341       60       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     10.2      7.0     89.0     82.4     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        9        9       23       24       36       37



Updated June 21, 2013