MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       66,959
COMMITMENTS
   6,656    2,594        0   55,748   61,940   62,404   64,534    4,555    2,425

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      1,111)
     570   -2,029        0      499    3,426    1,069    1,397       42     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      3.9      0.0     83.3     92.5     93.2     96.4      6.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       8        4        0       36       35       44       39
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      120,900
COMMITMENTS
  22,761   17,027      548   83,965   98,938  107,274  116,513   13,626    4,387

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -1,570)
   1,521     -753      -19   -2,301     -127     -799     -899     -771     -671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     14.1      0.5     69.4     81.8     88.7     96.4     11.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      29       13        2       48       37       78       51
 

Updated August 31, 2012