MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       56,170
COMMITMENTS
   1,953    1,921      408   48,392   50,911   50,753   53,240    5,417    2,930

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      8,786)
    -274     -107      399    8,114    8,192    8,239    8,484      547      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      3.4      0.7     86.2     90.6     90.4     94.8      9.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        4        1       34       31       39       35
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      100,075
COMMITMENTS
  15,430   17,551    1,990   63,306   69,498   80,726   89,039   19,349   11,036

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     17,748)
  -1,359      438    1,151    9,308    8,244    9,100    9,833    8,648    7,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     17.5      2.0     63.3     69.4     80.7     89.0     19.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22        5        3       47       38       70       45
 

Updated March 16, 2012