DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       39,198
COMMITMENTS
   2,364    5,422    2,742   34,008   30,903   39,114   39,067       84      131

CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST:     -1,665)
    -324     -446      186   -1,587   -1,465   -1,725   -1,725       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     13.8      7.0     86.8     78.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        8        7       17       17       28       28



Updated August 23, 2013