MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       41,305
COMMITMENTS
   1,588    1,487        0   36,905   37,980   38,493   39,467    2,812    1,838

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -3,198)
  -1,672      593        0     -700   -3,802   -2,372   -3,209     -826       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      3.6      0.0     89.3     92.0     93.2     95.6      6.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        4        0       27       29       31       33
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       64,761
COMMITMENTS
   6,183   19,785      257   52,723   25,754   59,163   45,796    5,598   18,965

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:      1,477)
     119     -118       32    1,636   -7,983    1,787   -8,069     -310    9,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     30.6      0.4     81.4     39.8     91.4     70.7      8.6     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      13        6        1       37       21       50       28
 

Updated October 14, 2011