MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       48,124
COMMITMENTS
   2,058    4,691        0   42,419   41,214   44,477   45,905    3,647    2,219

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      6,909)
    -942    3,923        0    7,861    2,635    6,919    6,558      -10      351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      9.7      0.0     88.1     85.6     92.4     95.4      7.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        6        0       27       33       31       39
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       66,701
COMMITMENTS
   5,280   21,312      440   55,283   42,497   61,003   64,249    5,698    2,452

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      2,141)
     409   16,767      134    1,025  -15,126    1,568    1,775      573      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     32.0      0.7     82.9     63.7     91.5     96.3      8.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      11        6        2       42       29       54       36
 

Updated November 14, 2011