DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       75,410
COMMITMENTS
     528   14,885    2,409   72,473   57,928   75,410   75,222        0      188

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,611)
      50    3,539      -28    1,589    1,965    1,611    5,476        0   -3,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     19.7      3.2     96.1     76.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2       10        6       15       22       22       33



Updated May 30, 2014