`DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                                                        Code-045L2T
Commitments of Traders - Futures Only, April 8, 2014                   
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :    64,992:     1,328     11,787      2,541     61,118     50,481     64,987     64,809:         5        183
Old  :    64,992:     1,328     11,787      2,541     61,118     50,481     64,987     64,809:         5        183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :    11,017:       251      4,698        506     10,260      5,813     11,017     11,017:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       18.1        3.9       94.0       77.7      100.0       99.7:       0.0        0.3
Old  :     100.0:       2.0       18.1        3.9       94.0       77.7      100.0       99.7:       0.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4          6          5         15         17         21         27:
Old  :        33:         4          6          5         15         17         21         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.1       58.1       88.2       78.1       42.6       30.5       50.4       46.6
Old  :                 74.1       58.1       88.2       78.1       42.6       30.5       50.4       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0`

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Updated April 11, 2014