MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       61,124
COMMITMENTS
   7,079    2,595        0   50,058   56,551   57,137   59,146    3,987    1,978

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      2,013)
    -401       57        0    2,674    2,225    2,273    2,282     -260     -269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      4.2      0.0     81.9     92.5     93.5     96.8      6.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        3        0       30       33       38       36
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 05/22/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       96,846
COMMITMENTS
  16,957    5,233      939   69,895   84,381   87,791   90,553    9,055    6,293

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      5,078)
   2,791     -788      331    2,758    4,201    5,880    3,744     -802    1,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      5.4      1.0     72.2     87.1     90.7     93.5      9.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      23        9        3       38       35       62       46
 

Updated May 25, 2012