MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       43,094
COMMITMENTS
   1,881    1,308        0   37,912   39,665   39,793   40,973    3,301    2,121

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -4,427)
    -180   -1,451        0   -3,916   -3,011   -4,096   -4,462     -331       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      3.0      0.0     88.0     92.0     92.3     95.1      7.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        3        0       26       29       30       32
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       63,978
COMMITMENTS
   4,996   21,289      389   52,547   39,842   57,932   61,520    6,046    2,458

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -3,081)
    -323     -299      -31   -2,733   -2,577   -3,087   -2,907        6     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     33.3      0.6     82.1     62.3     90.5     96.2      9.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      10        6        2       36       26       47       33
 

Updated November 28, 2011