MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       59,111
COMMITMENTS
   7,480    2,538        0   47,384   54,326   54,864   56,864    4,247    2,247

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -466)
  -1,975     -604     -180    2,584      949      429      165     -895     -631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      4.3      0.0     80.2     91.9     92.8     96.2      7.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       8        3        0       30       33       38       36
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       91,768
COMMITMENTS
  14,166    6,021      608   67,137   80,180   81,911   86,809    9,857    4,959

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      6,403)
  -2,218    2,245      277    9,242    3,172    7,301    5,694     -898      709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      6.6      0.7     73.2     87.4     89.3     94.6     10.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       10        4       37       37       60       50
 

Updated May 21, 2012