MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       60,134
COMMITMENTS
   6,928    2,497        0   48,706   55,343   55,634   57,840    4,500    2,294

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -9,964)
    -479      183     -872   -7,137   -7,696   -8,488   -8,385   -1,476   -1,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      4.2      0.0     81.0     92.0     92.5     96.2      7.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       8        4        0       35       31       43       35
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      116,133
COMMITMENTS
  22,817   19,192      909   78,191   92,309  101,917  112,410   14,216    3,723

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -25,248)
    -420    1,749     -438  -15,944  -15,939  -16,802  -14,628   -8,446  -10,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     16.5      0.8     67.3     79.5     87.8     96.8     12.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      35       11        4       48       35       84       49
 

Updated September 28, 2012