`DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                                                        Code-045L2T
Commitments of Traders - Futures Only, May 13, 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  :    70,261:       694     14,429      2,229     67,338     53,425     70,261     70,083:         0        178
Old  :    70,261:       694     14,429      2,229     67,338     53,425     70,261     70,083:         0        178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :     4,085:      -131        856         18      4,298      3,193      4,185      4,067:      -100         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0       20.5        3.2       95.8       76.0      100.0       99.7:       0.0        0.3
Old  :     100.0:       1.0       20.5        3.2       95.8       76.0      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  :        34:         2         10          6         15         20         22         31:
Old  :        34:         2         10          6         15         20         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  :                 81.7       47.1       92.0       66.5       58.8       32.0       60.8       45.4
Old  :                 81.7       47.1       92.0       66.5       58.8       32.0       60.8       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0`

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Updated May 16, 2014