DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       53,975
COMMITMENTS
   1,077    7,089    2,035   50,858   44,668   53,970   53,792        5      183

CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST:    -23,510)
    -156   -2,228     -838  -22,491  -20,386  -23,485  -23,452      -25      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     13.1      3.8     94.2     82.8    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        8        5       15       16       21       26



Updated April 4, 2014