MSCI EAFE MINI INDEX - NYSE LIFFE                                                                       Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    44,503:     3,260        894          0     37,605     41,782     40,865     42,676:     3,638      1,827
Old  :    44,503:     3,260        894          0     37,605     41,782     40,865     42,676:     3,638      1,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :       784:      -130        158          0        648        357        518        515:       266        269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        2.0        0.0       84.5       93.9       91.8       95.9:       8.2        4.1
Old  :     100.0:       7.3        2.0        0.0       84.5       93.9       91.8       95.9:       8.2        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         6          2          0         29         26         35         28:
Old  :        53:         6          2          0         29         26         35         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       40.8       66.4       63.2       49.7       40.8       58.8       62.5
Old  :                 53.7       40.8       66.4       63.2       49.7       40.8       58.8       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                                                              Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    63,284:     6,064     19,903        225     51,087     33,737     57,376     53,865:     5,908      9,419
Old  :    63,284:     6,064     19,903        225     51,087     33,737     57,376     53,865:     5,908      9,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     5,682:     1,342      2,400         33      3,808     -3,666      5,183     -1,233:       499      6,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       31.5        0.4       80.7       53.3       90.7       85.1:       9.3       14.9
Old  :     100.0:       9.6       31.5        0.4       80.7       53.3       90.7       85.1:       9.3       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        14          7          1         36         23         50         31:
Old  :        72:        14          7          1         36         23         50         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       38.2       53.8       54.8       33.1       35.8       50.2       51.1
Old  :                 35.5       38.2       53.8       54.8       33.1       35.8       50.2       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 7, 2011