DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       47,263
COMMITMENTS
     966    5,296    3,283   41,714   37,384   45,963   45,963    1,300    1,300

CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST:      1,043)
    -238      730     -513    1,758      790    1,007    1,007       36       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     11.2      6.9     88.3     79.1     97.2     97.2      2.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        8        5       18       21       26       30



Updated January 17, 2014