DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       70,261
COMMITMENTS
     694   14,429    2,229   67,338   53,425   70,261   70,083        0      178

CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST:      4,085)
    -131      856       18    4,298    3,193    4,185    4,067     -100       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     20.5      3.2     95.8     76.0    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2       10        6       15       20       22       31



Updated May 16, 2014