MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       43,484
COMMITMENTS
   3,277      944        0   36,565   40,823   39,842   41,767    3,642    1,717

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -7,346)
    -485      -35     -416   -4,545   -5,436   -5,446   -5,887   -1,900   -1,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      2.2      0.0     84.1     93.9     91.6     96.1      8.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        0       26       30       31       32
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       63,150
COMMITMENTS
   5,140   22,927      288   52,076   37,884   57,504   61,099    5,646    2,051

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -22,688)
     698     -557     -362   -7,375   -7,322   -7,039   -8,241  -15,649  -14,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     36.3      0.5     82.5     60.0     91.1     96.8      8.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       9        7        1       34       27       43       35
 

Updated December 23, 2011