MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       66,672
COMMITMENTS
   6,600    3,063        0   55,346   60,935   61,946   63,998    4,726    2,674

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -5,769)
    -646     -862      -13   -3,970   -3,825   -4,629   -4,700   -1,140   -1,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      4.6      0.0     83.0     91.4     92.9     96.0      7.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        4        0       31       28       38       32
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      110,487
COMMITMENTS
  18,932    6,923      223   80,230   94,934   99,385  102,080   11,102    8,407

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -25,650)
   3,859     -550   -2,158  -23,091  -17,300  -21,390  -20,008   -4,260   -5,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      6.3      0.2     72.6     85.9     90.0     92.4     10.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      25       10        1       33       33       58       44
 

Updated June 22, 2012