DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 04/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       73,405
COMMITMENTS
   1,073   13,216    2,754   69,328   57,205   73,155   73,175      250      230

CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST:      1,908)
    -485      642      202    2,015    1,014    1,732    1,858      176       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     18.0      3.8     94.4     77.9     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        6        5       16       19       21       29



Updated April 25, 2014