MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       45,592
COMMITMENTS
   1,083    1,941        0   40,135   41,323   41,218   43,264    4,374    2,328

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      2,453)
    -213      444        0    2,369    1,910    2,156    2,354      297       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      4.3      0.0     88.0     90.6     90.4     94.9      9.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        4        0       25       32       27       36
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       69,764
COMMITMENTS
   6,143   21,484      268   56,037   45,103   62,448   66,855    7,316    2,909

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      3,146)
     219      792       28    1,308    1,396    1,555    2,216    1,591      930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     30.8      0.4     80.3     64.7     89.5     95.8     10.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      10        8        2       33       28       44       37
 

Updated January 20, 2012