`DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                                                        Code-045L2T
Commitments of Traders - Futures Only, May 20, 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  :    73,799:       478     11,346      2,437     70,884     55,963     73,799     69,746:         0      4,053
Old  :    73,799:       478     11,346      2,437     70,884     55,963     73,799     69,746:         0      4,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :     3,538:      -216     -3,083        208      3,546      2,538      3,538       -337:         0      3,875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       15.4        3.3       96.1       75.8      100.0       94.5:       0.0        5.5
Old  :     100.0:       0.6       15.4        3.3       96.1       75.8      100.0       94.5:       0.0        5.5
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  :        34:         2          9          6         15         21         22         31:
Old  :        34:         2          9          6         15         21         22         31:
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  :                 81.6       45.3       91.5       62.3       57.5       26.6       59.0       39.0
Old  :                 81.6       45.3       91.5       62.3       57.5       26.6       59.0       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0`

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Updated May 23, 2014