MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       47,440
COMMITMENTS
   2,450      430      308   40,405   44,575   43,163   45,313    4,277    2,127

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      5,489)
    -900      -60      308    5,387    4,238    4,795    4,486      694    1,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.9      0.6     85.2     94.0     91.0     95.5      9.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        2        3       31       30       38       34
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       65,111
COMMITMENTS
   4,572    6,447      449   47,697   49,707   52,718   56,603   12,393    8,508

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:      9,869)
    -758       20      448    5,056    6,471    4,746    6,939    5,123    2,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      9.9      0.7     73.3     76.3     81.0     86.9     19.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      14        3        3       42       31       56       37
 

Updated September 16, 2011