MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       67,249
COMMITMENTS
   8,089    3,763      343   54,354   60,493   62,786   64,599    4,463    2,650

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      5,286)
   1,149      717      343    3,506    4,211    4,998    5,271      288       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      5.6      0.5     80.8     90.0     93.4     96.1      6.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      11        5        2       30       30       42       36
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      107,172
COMMITMENTS
  15,825    8,964    1,851   79,252   88,467   96,928   99,282   10,244    7,890

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      9,915)
    -214    2,224      835    8,747    4,888    9,368    7,947      547    1,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      8.4      1.7     73.9     82.5     90.4     92.6      9.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      21       12        4       34       34       56       49
 

Updated June 8, 2012