MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       45,961
COMMITMENTS
   1,820    1,919        0   39,740   42,183   41,560   44,102    4,401    1,859

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -676)
     363      108        0     -698     -578     -335     -470     -341     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      4.2      0.0     86.5     91.8     90.4     96.0      9.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        4        0       26       32       29       36
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       76,474
COMMITMENTS
  12,620   19,297      223   54,038   53,860   66,881   73,380    9,593    3,094

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      4,146)
   2,211    1,999        0    2,092    3,480    4,303    5,479     -157   -1,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     25.2      0.3     70.7     70.4     87.5     96.0     12.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      18        7        1       40       34       58       42
 

Updated February 10, 2012