MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       41,215
COMMITMENTS
   3,000      768        0   34,558   38,579   37,558   39,347    3,657    1,868

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -101)
   1,687   -1,160        0   -2,183    1,185     -496       25      395     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      1.9      0.0     83.8     93.6     91.1     95.5      8.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        2        0       27       32       34       34
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       64,560
COMMITMENTS
   4,871    4,545      306   54,258   57,623   59,435   62,474    5,125    2,086

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -1,348)
  -1,391   -1,651       48      219   17,621   -1,124   16,018     -224  -17,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      7.0      0.5     84.0     89.3     92.1     96.8      7.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12        3        1       41       29       53       33
 

Updated November 10, 2011