MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,268
COMMITMENTS
     625    1,321        0   27,814   29,228   28,439   30,549    2,829      719

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -526)
    -151      615        0     -396     -910     -547     -295       21     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      4.2      0.0     89.0     93.5     91.0     97.7      9.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        4        0       27       27       29       31
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       44,725
COMMITMENTS
   3,802    4,367        0   35,402   38,045   39,204   42,412    5,521    2,313

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      3,612)
   1,190    2,380        0    1,974      633    3,164    3,013      448      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      9.8      0.0     79.2     85.1     87.7     94.8     12.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      11        7        0       31       23       42       30
 

Updated July 8, 2011