DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       64,992
COMMITMENTS
   1,328   11,787    2,541   61,118   50,481   64,987   64,809        5      183

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     11,017)
     251    4,698      506   10,260    5,813   11,017   11,017        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     18.1      3.9     94.0     77.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        6        5       15       17       21       27



Updated April 11, 2014