MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       32,483
COMMITMENTS
   1,417      671        0   27,749   30,725   29,166   31,396    3,317    1,087

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -1,192)
    -141      -20        0     -385   -1,406     -526   -1,426     -666      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      2.1      0.0     85.4     94.6     89.8     96.7     10.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        0       28       26       31       28
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       48,211
COMMITMENTS
   3,987    1,975        0   37,922   42,758   41,909   44,733    6,302    3,478

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        691)
     444       -8        0      567    1,569    1,011    1,561     -320     -870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      4.1      0.0     78.7     88.7     86.9     92.8     13.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      10        5        0       34       23       44       28
 

Updated July 29, 2011