MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       48,007
COMMITMENTS
   1,541    3,564       66   41,942   41,920   43,549   45,550    4,458    2,457

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:       -534)
       2      560       66     -816   -1,260     -748     -634      214      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      7.4      0.1     87.4     87.3     90.7     94.9      9.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        6        1       31       31       34       37
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       81,302
COMMITMENTS
  15,443   18,709      223   55,131   59,551   70,797   78,483   10,505    2,819

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        317)
     951     -406        0     -998      788      -47      382      364      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     23.0      0.3     67.8     73.2     87.1     96.5     12.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      20        6        1       44       32       64       39
 

Updated March 2, 2012