MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       33,283
COMMITMENTS
   1,492    1,110        0   28,461   31,361   29,953   32,471    3,330      812

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      2,015)
     867     -211        0      647    2,133    1,514    1,922      501       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      3.3      0.0     85.5     94.2     90.0     97.6     10.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        3        0       27       27       31       30
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       47,100
COMMITMENTS
   4,090    2,865        0   36,820   40,527   40,910   43,392    6,190    3,708

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      2,375)
     288   -1,502        0    1,418    2,482    1,706      980      669    1,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      6.1      0.0     78.2     86.0     86.9     92.1     13.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      11        6        0       32       22       43       28
 

Updated July 15, 2011