DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       77,485
COMMITMENTS
   1,233    9,317    2,873   73,349   65,054   77,455   77,244       30      241

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     10,707)
    -333    1,220      562   10,478    8,925   10,707   10,707        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     12.0      3.7     94.7     84.0    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        8        6       20       20       27       31



Updated March 28, 2014