DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       44,868
COMMITMENTS
   1,768    3,802    4,252   38,555   36,511   44,575   44,565      293      303

CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST:    -19,055)
    -895     -932     -570  -17,881  -17,851  -19,346  -19,353      291      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      8.5      9.5     85.9     81.4     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        9        8       13       22       23       35



Updated December 6, 2013