MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       41,351
COMMITMENTS
   2,336      992        0   35,767   38,714   38,103   39,706    3,248    1,645

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -6,089)
    -114      562     -308   -4,638   -5,861   -5,060   -5,607   -1,029     -482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      2.4      0.0     86.5     93.6     92.1     96.0      7.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        2        0       26       27       31       29
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       55,433
COMMITMENTS
   4,724    6,447        0   45,061   44,527   49,785   50,974    5,648    4,459

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -9,678)
     152        0     -449   -2,636   -5,180   -2,933   -5,629   -6,745   -4,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     11.6      0.0     81.3     80.3     89.8     92.0     10.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      13        3        0       40       24       53       27
 

Updated September 23, 2011