DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                     Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:       81,039
COMMITMENTS
     495   15,824    2,624   77,904   62,400   81,023   80,848       16      191

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:      5,629)
     -33      939      215    5,431    4,472    5,613    5,626       16        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     19.5      3.2     96.1     77.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2       12        5       13       26       20       38



Updated June 6, 2014