DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       56,850
COMMITMENTS
   1,082    6,556    4,256   50,040   44,578   55,378   55,390    1,472    1,460

CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST:      2,119)
    -230      551      -90    1,271      453      951      914    1,168    1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     11.5      7.5     88.0     78.4     97.4     97.4      2.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        9        9       16       22       26       37



Updated January 6, 2014