MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       61,963
COMMITMENTS
   6,940    3,046        0   50,848   56,282   57,788   59,328    4,175    2,635

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        839)
    -139      451        0      790     -269      651      182      188      657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      4.9      0.0     82.1     90.8     93.3     95.7      6.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        4        0       30       32       37       36
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       97,257
COMMITMENTS
  16,039    6,740    1,016   70,505   83,579   87,560   91,335    9,697    5,922

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        411)
    -918    1,507       77      610     -802     -231      782      642     -371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      6.9      1.0     72.5     85.9     90.0     93.9     10.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21       11        3       35       37       57       50
 

Updated June 5, 2012