DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 03/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       66,778
COMMITMENTS
   1,566    8,097    2,311   62,871   56,129   66,748   66,537       30      241

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:     12,171)
     -16      402      250   11,937   11,519   12,171   12,171        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     12.1      3.5     94.1     84.1    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        7        6       19       20       26       31



Updated March 21, 2014