MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       69,679
COMMITMENTS
   6,627    2,429        0   57,934   64,366   64,561   66,795    5,118    2,884

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      2,552)
    -191       53        0    2,040    2,484    1,849    2,537      703       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      3.5      0.0     83.1     92.4     92.7     95.9      7.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       8        3        0       33       29       41       32
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      117,861
COMMITMENTS
  21,459    8,704      719   84,579  101,320  106,757  110,743   11,104    7,118

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        970)
   1,276      395      -70      175      536    1,381      861     -411      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      7.4      0.6     71.8     86.0     90.6     94.0      9.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      31       14        2       37       35       69       50
 

Updated July 27, 2012