MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       43,139
COMMITMENTS
   1,296    1,497        0   37,766   39,413   39,062   40,910    4,077    2,229

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      1,278)
    -563      624        0    1,465      430      902    1,054      376      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      3.5      0.0     87.5     91.4     90.5     94.8      9.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        4        0       25       31       27       35
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 01/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       66,618
COMMITMENTS
   5,924   20,692      240   54,729   43,707   60,893   64,639    5,725    1,979

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        181)
     571     -558        0     -569      717        2      159      179       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     31.1      0.4     82.2     65.6     91.4     97.0      8.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       9        6        1       36       28       45       35
 

Updated January 13, 2012