`DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC                                                        Code-045L2T
Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :    38,016:     2,505      3,894      2,938     32,553     31,084     37,996     37,916:        20        100
Old  :    38,016:     2,505      3,894      2,938     32,553     31,084     37,996     37,916:        20        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :   -10,687:       654     -1,197       -636    -10,681     -8,880    -10,663    -10,713:       -24         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       10.2        7.7       85.6       81.8       99.9       99.7:       0.1        0.3
Old  :     100.0:       6.6       10.2        7.7       85.6       81.8       99.9       99.7:       0.1        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  :        42:         5          6          7         21         23         30         33:
Old  :        42:         5          6          7         21         23         30         33:
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  :                 63.3       38.4       81.0       63.9       42.5       27.2       48.8       43.3
Old  :                 63.3       38.4       81.0       63.9       42.5       27.2       48.8       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0`

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Updated February 7, 2014