MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       66,482
COMMITMENTS
   5,864    5,281        0   56,971   58,458   62,835   63,739    3,647    2,743

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,055)
  -1,338    2,394        0    1,282   -3,723      -56   -1,329     -999      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      7.9      0.0     85.7     87.9     94.5     95.9      5.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       7        7        0       31       30       38       37
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      113,521
COMMITMENTS
  20,654    7,523      335   80,540   98,690  101,529  106,548   11,992    6,973

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      4,135)
     957      852       10    1,662    4,229    2,629    5,091    1,506     -956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      6.6      0.3     70.9     86.9     89.4     93.9     10.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      30       12        2       36       36       67       49
 

Updated July 3, 2012