DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       33,544
COMMITMENTS
   1,716    4,507    2,435   29,321   26,514   33,472   33,456       72       88

CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST:      2,010)
    -407      953      396    2,021      661    2,010    2,010        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     13.4      7.3     87.4     79.0     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       10        7       15       16       25       29



Updated September 13, 2013