MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       39,314
COMMITMENTS
   3,604      490        0   32,266   37,586   35,870   38,076    3,444    1,238

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:      3,681)
     245     -226        0    3,673    3,556    3,918    3,330     -237      351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      1.2      0.0     82.1     95.6     91.2     96.9      8.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        1        0       29       25       35       26
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       47,692
COMMITMENTS
   3,201    1,199        0   37,057   41,907   40,258   43,106    7,434    4,586

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:       -669)
    -618        0        0     -641   -1,311   -1,259   -1,311      590      642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      2.5      0.0     77.7     87.9     84.4     90.4     15.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9        2        0       30       25       39       27
 

Updated August 12, 2011