MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       41,951
COMMITMENTS
   3,350      490        0   35,018   40,337   38,368   40,827    3,583    1,124

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      3,073)
     852        0        0      634    1,967    1,486    1,967    1,587    1,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      1.2      0.0     83.5     96.2     91.5     97.3      8.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        1        0       30       27       37       28
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 09/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       55,242
COMMITMENTS
   5,330    6,427        1   42,641   43,236   47,972   49,664    7,270    5,578

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      2,998)
    -206      -20        1    2,296       53    2,091       34      907    2,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     11.6      0.0     77.2     78.3     86.8     89.9     13.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      14        3        1       36       26       50       30
 

Updated September 9, 2011