MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       38,878
COMMITMENTS
   2,498      490        0   34,384   38,370   36,882   38,860    1,996       18

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -1,768)
    -198      -50      -20     -205     -651     -423     -721   -1,345   -1,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      1.3      0.0     88.4     98.7     94.9    100.0      5.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        1        0       29       28       35       29
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       52,244
COMMITMENTS
   5,536    6,447        0   40,345   43,183   45,881   49,630    6,363    2,614

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -2,600)
   1,490    4,048        0   -2,423   -3,387     -933      661   -1,667   -3,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     12.3      0.0     77.2     82.7     87.8     95.0     12.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      13        3        0       30       22       43       25
 

Updated September 2, 2011