MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       43,719
COMMITMENTS
   3,390      736        0   36,957   41,425   40,347   42,161    3,372    1,558

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      2,368)
   1,054     -256        0    1,190    2,711    2,244    2,455      124      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      1.7      0.0     84.5     94.8     92.3     96.4      7.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        2        0       26       28       32       30
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       57,602
COMMITMENTS
   4,722   17,503      192   47,279   37,403   52,193   55,098    5,409    2,504

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      2,169)
      -2   11,056      192    2,218   -7,124    2,408    4,124     -239   -1,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     30.4      0.3     82.1     64.9     90.6     95.7      9.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      13        5        1       36       22       49       28
 

Updated September 30, 2011