DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       38,016
COMMITMENTS
   2,505    3,894    2,938   32,553   31,084   37,996   37,916       20      100

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -10,687)
     654   -1,197     -636  -10,681   -8,880  -10,663  -10,713      -24       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     10.2      7.7     85.6     81.8     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        6        7       21       23       30       33



Updated February 7, 2014