MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       40,646
COMMITMENTS
   2,696      540       20   34,589   39,021   37,305   39,581    3,341    1,065

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        862)
    -155       80       20      966    1,563      831    1,663       31     -801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      1.3      0.0     85.1     96.0     91.8     97.4      8.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        1        1       29       28       35       29
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 08/23/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       54,844
COMMITMENTS
   4,046    2,399        0   42,768   46,570   46,814   48,969    8,030    5,875

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      1,692)
     514     -721        0     -181      737      333       16    1,359    1,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      4.4      0.0     78.0     84.9     85.4     89.3     14.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      11        2        0       29       24       40       26
 

Updated August 26, 2011