MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       72,441
COMMITMENTS
   7,246    3,925       13   59,316   64,760   66,575   68,698    5,866    3,743

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      5,192)
    -843      162     -330    4,962    4,267    3,789    4,099    1,403    1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      5.4      0.0     81.9     89.4     91.9     94.8      8.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       8        5        1       32       30       41       35
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      136,137
COMMITMENTS
  15,073    7,473    2,381  103,321  112,234  120,775  122,088   15,362   14,049

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     28,965)
    -752   -1,491      530   24,069   23,767   23,847   22,806    5,118    6,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      5.5      1.7     75.9     82.4     88.7     89.7     11.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       13        5       35       35       59       50
 

Updated June 15, 2012