MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       42,764
COMMITMENTS
   2,096      908        0   37,346   39,693   39,442   40,601    3,322    2,163

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -720)
  -1,181      -36        0      781   -1,130     -400   -1,166     -320      446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      2.1      0.0     87.3     92.8     92.2     94.9      7.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        0       26       31       30       33
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       63,820
COMMITMENTS
   4,865   22,775      268   52,992   39,061   58,125   62,104    5,695    1,716

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        670)
    -275     -152      -20      916    1,177      621    1,005       49     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     35.7      0.4     83.0     61.2     91.1     97.3      8.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       9        7        1       34       26       43       34
 

Updated December 30, 2011