MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,991
COMMITMENTS
       0      706        0   28,515   29,846   28,515   30,552    3,476    1,439

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -14,309)
       0      282     -413  -14,401  -12,736  -14,814  -12,867      505   -1,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.0     89.1     93.3     89.1     95.5     10.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        2        0       27       24       27       26
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       39,265
COMMITMENTS
   2,884    1,579        0   30,222   35,927   33,106   37,506    6,159    1,759

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -2,775)
   1,580      822   -1,507   -7,276   -1,811   -7,203   -2,496    4,428     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      4.0      0.0     77.0     91.5     84.3     95.5     15.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        4        0       29       23       37       27
 

Updated June 24, 2011