DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 04/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       71,497
COMMITMENTS
   1,558   12,574    2,552   67,313   56,191   71,423   71,317       74      180

CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST:      6,505)
     230      787       11    6,195    5,710    6,436    6,508       69       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     17.6      3.6     94.1     78.6     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        6        6       16       19       23       29



Updated April 18, 2014