DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       34,762
COMMITMENTS
   2,963    6,074    2,160   29,405   26,312   34,528   34,546      234      216

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        106)
     105     -258       44      413      688      562      474     -456     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     17.5      6.2     84.6     75.7     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9        6        5       22       20       33       30



Updated July 26, 2013