MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       33,675
COMMITMENTS
   1,558      691        0   28,134   32,131   29,692   32,822    3,983      853

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:        392)
      66     -419        0     -327      770     -261      351      653       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      2.1      0.0     83.5     95.4     88.2     97.5     11.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        0       27       26       30       28
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       47,520
COMMITMENTS
   3,543    1,983        0   37,355   41,189   40,898   43,172    6,622    4,348

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:        420)
    -547     -882        0      535      662      -12     -220      432      640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      4.2      0.0     78.6     86.7     86.1     90.9     13.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9        4        0       33       22       42       26
 

Updated July 22, 2011