MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       49,260
COMMITMENTS
   1,681      761        0   42,856   46,426   44,537   47,187    4,723    2,073

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -6,910)
    -272   -1,160     -408   -5,536   -4,485   -6,216   -6,053     -694     -857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      1.5      0.0     87.0     94.2     90.4     95.8      9.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        2        0       31       32       34       34
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       81,535
COMMITMENTS
  15,697   17,871      223   55,155   60,235   71,075   78,329   10,460    3,206

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -18,540)
     267      320   -1,767   -8,151   -9,263   -9,651  -10,710   -8,889   -7,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     21.9      0.3     67.6     73.9     87.2     96.1     12.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      22        7        1       44       31       66       39
 

Updated March 23, 2012