MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       66,651
COMMITMENTS
   6,597    2,864        0   55,636   60,987   62,233   63,851    4,418    2,800

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -3,028)
     -30      435        0   -2,298   -3,379   -2,328   -2,944     -700      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      4.3      0.0     83.5     91.5     93.4     95.8      6.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       8        4        0       34       30       42       34
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      116,446
COMMITMENTS
  19,636   10,404      648   84,459   99,676  104,743  110,728   11,703    5,718

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -1,415)
  -1,823    1,700      -71     -120   -1,644   -2,014      -15      599   -1,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      8.9      0.6     72.5     85.6     89.9     95.1     10.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      29       14        2       37       36       66       52
 

Updated August 3, 2012