MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       41,861
COMMITMENTS
   1,859      873        0   36,301   38,983   38,160   39,856    3,701    2,005

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:       -903)
    -237      -35        0   -1,045     -710   -1,282     -745      379     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      2.1      0.0     86.7     93.1     91.2     95.2      8.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        0       26       31       30       33
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       66,437
COMMITMENTS
   5,353   21,250      240   55,298   42,990   60,891   64,480    5,546    1,957

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      2,617)
     488   -1,525      -28    2,306    3,929    2,766    2,376     -149      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     32.0      0.4     83.2     64.7     91.7     97.1      8.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       8        8        1       35       26       43       35
 

Updated January 3, 2012