MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       58,235
COMMITMENTS
   8,852    2,762       96   44,898   53,602   53,846   56,460    4,389    1,775

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        507)
     705      345       96      768      841    1,569    1,282   -1,062     -775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      4.7      0.2     77.1     92.0     92.5     97.0      7.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        4        1       30       31       39       35
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       84,628
COMMITMENTS
  16,340    3,645      305   57,844   76,679   74,489   80,629   10,139    3,999

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,048)
     726     -101       62    1,595    2,289    2,383    2,250   -1,335   -1,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      4.3      0.4     68.4     90.6     88.0     95.3     12.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21        9        2       38       34       59       45
 

Updated May 4, 2012