MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       83,583
COMMITMENTS
   6,354    8,950        0   71,367   71,519   77,721   80,469    5,862    3,114

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      1,015)
     440    2,789      -90      759   -1,651    1,109    1,048      -94      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     10.7      0.0     85.4     85.6     93.0     96.3      7.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       9        8        0       36       32       45       40
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      164,445
COMMITMENTS
  37,708   21,482    1,459  109,610  138,362  148,777  161,303   15,668    3,142

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      8,585)
   7,269    1,913      -32    2,420    8,763    9,657   10,644   -1,072   -2,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     13.1      0.9     66.7     84.1     90.5     98.1      9.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      39       15        4       63       36      105       52
 

Updated January 18, 2013