`DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                                                        Code-045L2T
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 8, 2013                 
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :    28,525:     3,079      2,641      2,027     23,336     23,833     28,442     28,501:        83         24
Old  :    28,525:     3,079      2,641      2,027     23,336     23,833     28,442     28,501:        83         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2013                      :
     :     2,341:      -762       -381       -174      3,350      3,328      2,414      2,773:       -73       -432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        9.3        7.1       81.8       83.6       99.7       99.9:       0.3        0.1
Old  :     100.0:      10.8        9.3        7.1       81.8       83.6       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         7          7          5         16         20         25         30:
Old  :        40:         7          7          5         16         20         25         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       59.1       74.9       75.8       35.6       44.1       48.4       55.7
Old  :                 54.9       59.1       74.9       75.8       35.6       44.1       48.4       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0`

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Updated October 28, 2013