`DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                                                        Code-045L2T
Commitments of Traders - Futures Only, April 22, 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  :    73,405:     1,073     13,216      2,754     69,328     57,205     73,155     73,175:       250        230
Old  :    73,405:     1,073     13,216      2,754     69,328     57,205     73,155     73,175:       250        230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :     1,908:      -485        642        202      2,015      1,014      1,732      1,858:       176         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       18.0        3.8       94.4       77.9       99.7       99.7:       0.3        0.3
Old  :     100.0:       1.5       18.0        3.8       94.4       77.9       99.7       99.7:       0.3        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         16         19         21         29:
Old  :        33:         4          6          5         16         19         21         29:
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  :                 70.5       59.5       87.9       76.2       36.8       27.5       44.4       39.7
Old  :                 70.5       59.5       87.9       76.2       36.8       27.5       44.4       39.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0`

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Updated April 25, 2014