MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       39,784
COMMITMENTS
   2,851      460        0   33,623   37,458   36,474   37,918    3,310    1,866

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:        470)
    -753      -30        0    1,357     -128      604     -158     -134      628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      1.2      0.0     84.5     94.2     91.7     95.3      8.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        1        0       30       25       35       26
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       53,152
COMMITMENTS
   3,532    3,120        0   42,949   45,833   46,481   48,953    6,671    4,199

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      5,460)
     331    1,921        0    5,892    3,926    6,223    5,847     -763     -387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      5.9      0.0     80.8     86.2     87.4     92.1     12.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      10        5        0       33       27       43       32
 

Updated August 19, 2011