DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       45,919
COMMITMENTS
   2,524    5,218    2,175   41,103   38,189   45,802   45,582      117      337

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:       -798)
    -583      433     -647      355     -881     -875   -1,095       77      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     11.4      4.7     89.5     83.2     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        7        6       21       19       29       29



Updated February 21, 2014