DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       34,904
COMMITMENTS
   3,239    5,950    2,226   29,431   26,699   34,896   34,875        8       29

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:        142)
     276     -124       66       26      387      368      329     -226     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     17.0      6.4     84.3     76.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        9        6       19       19       30       31



Updated August 2, 2013