DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 01/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       46,220
COMMITMENTS
   1,204    4,566    3,796   39,956   36,594   44,956   44,956    1,264    1,264

CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST:    -10,630)
     122   -1,990     -460  -10,084   -7,984  -10,422  -10,434     -208     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      9.9      8.2     86.4     79.2     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        7        7       16       21       27       31



Updated January 10, 2014