MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       35,633
COMMITMENTS
   3,359      716        0   28,593   34,030   31,952   34,746    3,681      887

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      3,150)
   1,942       45        0      844    3,305    2,786    3,350      364     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      2.0      0.0     80.2     95.5     89.7     97.5     10.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        0       30       26       34       28
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       48,361
COMMITMENTS
   3,819    1,199        0   37,698   43,218   41,517   44,417    6,844    3,944

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:        150)
    -168     -776        0     -224      460     -392     -316      542      466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      2.5      0.0     78.0     89.4     85.8     91.8     14.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       9        2        0       32       23       41       25
 

Updated August 5, 2011