MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       47,384
COMMITMENTS
   2,227    2,028        9   40,278   42,719   42,514   44,756    4,870    2,628

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -623)
     686   -1,536      -57   -1,664      799   -1,035     -794      412      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      4.3      0.0     85.0     90.2     89.7     94.5     10.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        4        1       28       30       33       34
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       82,327
COMMITMENTS
  16,789   17,113      839   53,998   61,254   71,626   79,206   10,701    3,121

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      1,025)
   1,346   -1,596      616   -1,133    1,703      829      723      196      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     20.8      1.0     65.6     74.4     87.0     96.2     13.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22        5        3       44       34       67       41
 

Updated March 9, 2012