MSCI EAFE MINI INDEX - NYSE LIFFE                                                                       Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :    31,991:         0        706          0     28,515     29,846     28,515     30,552:     3,476      1,439
Old  :    31,991:         0        706          0     28,515     29,846     28,515     30,552:     3,476      1,439
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -14,309:         0        282       -413    -14,401    -12,736    -14,814    -12,867:       505     -1,442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.2        0.0       89.1       93.3       89.1       95.5:      10.9        4.5
Old  :     100.0:       0.0        2.2        0.0       89.1       93.3       89.1       95.5:      10.9        4.5
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  :        43:         0          2          0         27         24         27         26:
Old  :        43:         0          2          0         27         24         27         26:
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  :                 54.1       49.6       67.6       72.1       49.2       48.3       60.2       65.7
Old  :                 54.1       49.6       67.6       72.1       49.2       48.3       60.2       65.7
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 21, 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  :    39,265:     2,884      1,579          0     30,222     35,927     33,106     37,506:     6,159      1,759
Old  :    39,265:     2,884      1,579          0     30,222     35,927     33,106     37,506:     6,159      1,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -2,775:     1,580        822     -1,507     -7,276     -1,811     -7,203     -2,496:     4,428       -279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        4.0        0.0       77.0       91.5       84.3       95.5:      15.7        4.5
Old  :     100.0:       7.3        4.0        0.0       77.0       91.5       84.3       95.5:      15.7        4.5
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  :        55:         8          4          0         29         23         37         27:
Old  :        55:         8          4          0         29         23         37         27:
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  :                 43.3       61.5       57.0       76.8       41.0       58.9       54.3       73.9
Old  :                 43.3       61.5       57.0       76.8       41.0       58.9       54.3       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 24, 2011