MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       49,856
COMMITMENTS
   3,148    2,282        0   41,874   45,743   45,022   48,025    4,834    1,831

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        596)
   1,467    1,521        0     -982     -683      485      838      111     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      4.6      0.0     84.0     91.8     90.3     96.3      9.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        3        0       29       32       35       35
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       84,292
COMMITMENTS
  14,829   10,181      223   54,333   69,116   69,385   79,520   14,907    4,772

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      2,757)
    -868   -7,690        0     -822    8,881   -1,690    1,191    4,447    1,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     12.1      0.3     64.5     82.0     82.3     94.3     17.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21        8        1       41       34       62       43
 

Updated March 30, 2012