MSCI EAFE MINI INDEX - NYSE LIFFE                                                                       Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    46,300:         0        424        413     42,916     42,582     43,329     43,419:     2,971      2,881
Old  :    46,300:         0        424        413     42,916     42,582     43,329     43,419:     2,971      2,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.9        0.9       92.7       92.0       93.6       93.8:       6.4        6.2
Old  :     100.0:       0.0        0.9        0.9       92.7       92.0       93.6       93.8:       6.4        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         0          1          1         38         32         39         34:
Old  :        44:         0          1          1         38         32         39         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       50.5       59.0       69.8       13.3       20.1       18.8       22.2
Old  :                 43.4       50.5       59.0       69.8       13.3       20.1       18.8       22.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                                                              Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    42,040:     1,304        757      1,507     37,498     37,738     40,309     40,002:     1,731      2,038
Old  :    42,040:     1,304        757      1,507     37,498     37,738     40,309     40,002:     1,731      2,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        1.8        3.6       89.2       89.8       95.9       95.2:       4.1        4.8
Old  :     100.0:       3.1        1.8        3.6       89.2       89.8       95.9       95.2:       4.1        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         4          3          3         25         25         32         30:
Old  :        42:         4          3          3         25         25         32         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       54.4       67.6       68.5       16.2       15.6       21.9       20.9
Old  :                 51.1       54.4       67.6       68.5       16.2       15.6       21.9       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated Jun 17, 2011