MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       64,753
COMMITMENTS
   6,350    4,736        0   54,095   57,005   60,445   61,741    4,308    3,012

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -1,898)
    -247    1,872        0   -1,541   -3,982   -1,788   -2,110     -110      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      7.3      0.0     83.5     88.0     93.3     95.3      6.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       8        7        0       34       31       42       38
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      120,756
COMMITMENTS
  20,949   12,810      649   85,161  101,297  106,759  114,756   13,997    6,000

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      4,310)
   1,313    2,406        1      702    1,621    2,016    4,028    2,294      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     10.6      0.5     70.5     83.9     88.4     95.0     11.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      31       10        3       38       35       69       48
 

Updated August 10, 2012