MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       57,728
COMMITMENTS
   8,147    2,417        0   44,130   52,761   52,277   55,178    5,451    2,550

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      1,930)
   1,305     -356      -55    1,412    2,734    2,662    2,323     -732     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      4.2      0.0     76.4     91.4     90.6     95.6      9.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        3        0       30       30       37       33
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       83,580
COMMITMENTS
  15,614    3,746      243   56,249   74,390   72,106   78,379   11,474    5,201

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      1,604)
   1,088     -654       -5      189    1,447    1,272      788      332      816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      4.5      0.3     67.3     89.0     86.3     93.8     13.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      20        8        2       39       34       59       44
 

Updated April 27, 2012