MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       67,064
COMMITMENTS
   6,222    4,870        0   56,265   58,827   62,487   63,697    4,577    3,367

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      2,311)
    -128      134        0    2,170    1,822    2,042    1,956      269      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      7.3      0.0     83.9     87.7     93.2     95.0      6.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       8        8        0       34       32       42       40
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      121,848
COMMITMENTS
  21,857   14,034      649   85,544  101,720  108,050  116,403   13,798    5,445

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      1,092)
     908    1,224        0      383      423    1,291    1,647     -199     -555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     11.5      0.5     70.2     83.5     88.7     95.5     11.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      31       10        3       41       36       72       49
 

Updated August 17, 2012