MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,794
COMMITMENTS
     776      706        0   28,210   30,138   28,986   30,844    2,808      950

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -197)
     776        0        0     -305      292      471      292     -668     -489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      2.2      0.0     88.7     94.8     91.2     97.0      8.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        2        0       28       25       29       27
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 06/28/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       41,113
COMMITMENTS
   2,612    1,987        0   33,428   37,412   36,040   39,399    5,073    1,714

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,848)
    -272      408        0    3,206    1,485    2,934    1,893   -1,086      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      4.8      0.0     81.3     91.0     87.7     95.8     12.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        5        0       31       25       38       30
 

Updated July 1, 2011