MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       66,793
COMMITMENTS
   7,123    2,667        0   55,994   61,246   63,117   63,913    3,676    2,880

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:        311)
   1,259   -2,614        0     -977    2,788      282      174       29      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      4.0      0.0     83.8     91.7     94.5     95.7      5.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      10        4        0       31       29       41       33
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      117,230
COMMITMENTS
  19,368    8,433      335   85,243   99,944  104,946  108,712   12,284    8,518

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:      3,709)
  -1,286      910        0    4,703    1,254    3,417    2,164      292    1,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      7.2      0.3     72.7     85.3     89.5     92.7     10.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      28       14        2       34       33       63       48
 

Updated July 13, 2012