MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       50,830
COMMITMENTS
   3,762      979      416   41,110   46,259   45,288   47,654    5,542    3,176

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      6,658)
   1,903   -1,138      416    2,685    6,482    5,004    5,760    1,654      898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      1.9      0.8     80.9     91.0     89.1     93.8     10.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7        2        2       27       31       34       35
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       85,838
COMMITMENTS
   4,442   23,484      650   59,451   45,206   64,543   69,340   21,295   16,498

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     19,065)
    -524      442      345    5,799    7,016    5,620    7,803   13,445   11,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     27.4      0.8     69.3     52.7     75.2     80.8     24.8     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      10        7        3       36       31       47       40
 

Updated December 16, 2011