`DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                                                        Code-045L2T
Commitments of Traders - Futures Only, April 29, 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  :    79,330:     1,167     11,815      3,124     75,039     64,211     79,330     79,150:         0        180
Old  :    79,330:     1,167     11,815      3,124     75,039     64,211     79,330     79,150:         0        180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :     5,925:        94     -1,401        370      5,711      7,006      6,175      5,975:      -250        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       14.9        3.9       94.6       80.9      100.0       99.8:       0.0        0.2
Old  :     100.0:       1.5       14.9        3.9       94.6       80.9      100.0       99.8:       0.0        0.2
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:         3          8          5         16         20         22         30:
Old  :        34:         3          8          5         16         20         22         30:
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  :                 70.4       59.0       88.5       74.2       34.3       25.3       41.1       36.5
Old  :                 70.4       59.0       88.5       74.2       34.3       25.3       41.1       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0`

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Updated May 2, 2014