MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       90,371
COMMITMENTS
  25,050    6,608    3,453   55,564   77,743   84,067   87,804    6,304    2,567

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:    -27,372)
    -116    2,506   -2,671  -23,390  -26,105  -26,177  -26,270   -1,195   -1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      7.3      3.8     61.5     86.0     93.0     97.2      7.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      12        6        1       46       35       58       42
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 12/24/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      227,771
COMMITMENTS
  73,007   33,056    1,311  139,945  187,363  214,263  221,730   13,508    6,041

CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST:    -59,711)
  -2,929    8,125   -8,787  -41,380  -53,206  -53,096  -53,868   -6,615   -5,843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     14.5      0.6     61.4     82.3     94.1     97.3      5.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      57       23       15       69       62      132       94



Updated December 30, 2013