DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 05/20/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       73,799
COMMITMENTS
     478   11,346    2,437   70,884   55,963   73,799   69,746        0    4,053

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:      3,538)
    -216   -3,083      208    3,546    2,538    3,538     -337        0    3,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     15.4      3.3     96.1     75.8    100.0     94.5      0.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        9        6       15       21       22       31



Updated May 23, 2014