MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       67,127
COMMITMENTS
   6,818    2,376        0   55,894   61,882   62,712   64,258    4,415    2,869

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        334)
    -305     -291        0     -100      636     -405      345      739      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      3.5      0.0     83.3     92.2     93.4     95.7      6.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       9        4        0       31       29       40       33
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 07/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      116,891
COMMITMENTS
  20,183    8,309      789   84,404  100,784  105,376  109,882   11,515    7,009

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:       -339)
     815     -124      454     -839      840      430    1,170     -769   -1,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      7.1      0.7     72.2     86.2     90.1     94.0      9.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      32       13        2       34       35       67       49
 

Updated July 20, 2012