MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       44,503
COMMITMENTS
   3,260      894        0   37,605   41,782   40,865   42,676    3,638    1,827

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:        784)
    -130      158        0      648      357      518      515      266      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      2.0      0.0     84.5     93.9     91.8     95.9      8.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        2        0       29       26       35       28
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       63,284
COMMITMENTS
   6,064   19,903      225   51,087   33,737   57,376   53,865    5,908    9,419

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:      5,682)
   1,342    2,400       33    3,808   -3,666    5,183   -1,233      499    6,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     31.5      0.4     80.7     53.3     90.7     85.1      9.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      14        7        1       36       23       50       31
 

Updated October 7, 2011