DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
FUTURES ONLY POSITIONS AS OF 04/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       79,330
COMMITMENTS
   1,167   11,815    3,124   75,039   64,211   79,330   79,150        0      180

CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST:      5,925)
      94   -1,401      370    5,711    7,006    6,175    5,975     -250      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     14.9      3.9     94.6     80.9    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        8        5       16       20       22       30



Updated May 2, 2014