MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       66,808
COMMITMENTS
   8,636    2,371        0   53,081   62,350   61,717   64,721    5,091    2,087

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -151)
   1,980     -223        0   -2,667      410     -687      187      536     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      3.5      0.0     79.5     93.3     92.4     96.9      7.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      11        3        0       36       34       47       37
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      119,497
COMMITMENTS
  20,329   15,986    2,411   82,719   92,199  105,459  110,596   14,038    8,901

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,403)
  -2,432   -1,041    1,863   -1,246   -6,739   -1,815   -5,917      412    4,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     13.4      2.0     69.2     77.2     88.3     92.6     11.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      28       15        5       44       34       74       52
 

Updated September 4, 2012