MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       46,637
COMMITMENTS
   1,457    1,811        0   40,438   42,761   41,895   44,572    4,742    2,065

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        323)
       0     -580        0      158      839      158      259      165       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      3.9      0.0     86.7     91.7     89.8     95.6     10.2      4.4

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       72,328
COMMITMENTS
  10,409   17,298      223   51,946   50,380   62,578   67,901    9,750    4,427

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      4,219)
   2,963   -3,672        0   -2,073    5,013      890    1,341    3,329    2,878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     23.9      0.3     71.8     69.7     86.5     93.9     13.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      17        5        1       37       32       54       38
 

Updated February 3, 2012