DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       54,607
COMMITMENTS
   1,582    7,695    2,061   50,934   44,610   54,577   54,366       30      241

CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST:     10,822)
    -437    2,040      814   11,189    8,014   11,566   10,868     -744      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     14.1      3.8     93.3     81.7     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        6        6       19       19       26       30



Updated March 18, 2014