MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       40,381
COMMITMENTS
   1,313    1,336        0   36,312   37,640   37,625   38,976    2,756    1,405

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -924)
    -275     -151        0     -593     -340     -868     -491      -56     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      3.3      0.0     89.9     93.2     93.2     96.5      6.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        0       27       29       30       33
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       65,079
COMMITMENTS
   6,087    6,196      286   52,630   39,226   59,003   45,708    6,076   19,371

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        318)
     -96  -13,589       29      -93   13,472     -160      -88      478      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      9.5      0.4     80.9     60.3     90.7     70.2      9.3     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      12        4        1       34       24       46       29
 

Updated October 21, 2011