MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       44,172
COMMITMENTS
   1,859    2,117        0   38,425   39,777   40,284   41,894    3,888    2,278

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -586)
     377      405        0   -1,626     -687   -1,249     -282      663     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      4.8      0.0     87.0     90.1     91.2     94.8      8.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        5        0       24       31       28       36
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       66,773
COMMITMENTS
   4,966   23,042      305   53,652   38,190   58,923   61,537    7,850    5,236

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      1,952)
     -76      737     -318      -25   -1,582     -419   -1,163    2,371    3,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     34.5      0.5     80.3     57.2     88.2     92.2     11.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      10        5        1       34       28       44       34
 

Updated December 9, 2011