DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       46,717
COMMITMENTS
   3,107    4,785    2,822   40,748   39,070   46,677   46,677       40       40

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:      8,701)
     602      891     -116    8,195    7,986    8,681    8,761       20      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     10.2      6.0     87.2     83.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        5        6       21       23       30       32



Updated February 14, 2014