MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       67,537
COMMITMENTS
   7,202    2,887        0   55,689   62,181   62,891   65,068    4,646    2,469

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        865)
     602     -176        0      343    1,246      945    1,070      -80     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      4.3      0.0     82.5     92.1     93.1     96.3      6.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       9        4        0       30       27       39       31
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      109,386
COMMITMENTS
  19,697    6,671      325   78,878   94,461   98,900  101,457   10,486    7,929

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -1,101)
     765     -252      102   -1,352     -473     -485     -623     -616     -478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      6.1      0.3     72.1     86.4     90.4     92.8      9.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      29       11        3       35       35       64       49
 

Updated June 29, 2012