MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       48,541
COMMITMENTS
   1,539    3,004        0   42,758   43,180   44,297   46,184    4,244    2,357

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      2,090)
      -2    1,149        0    2,514      684    2,512    1,833     -422      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      6.2      0.0     88.1     89.0     91.3     95.1      8.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        4        0       31       31       33       35
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       80,985
COMMITMENTS
  14,492   19,115      223   56,129   58,763   70,844   78,101   10,141    2,884

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      1,487)
     550      472        0      587    1,619    1,137    2,091      350     -604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     23.6      0.3     69.3     72.6     87.5     96.4     12.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21        7        1       44       32       65       40
 

Updated February 24, 2012