MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       47,521
COMMITMENTS
   2,061    2,759        0   41,828   42,676   43,889   45,435    3,632    2,086

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -603)
       3   -1,932        0     -591    1,462     -588     -470      -15     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      5.8      0.0     88.0     89.8     92.4     95.6      7.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        5        0       28       31       32       36
 

Updated November 18, 2011