MSCI EAFE MINI INDEX - NYSE LIFFE                                    Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       79,381
COMMITMENTS
   8,620    5,283        0   66,551   71,060   75,171   76,343    4,210    3,038

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -12,380)
  -2,174      235   -3,840   -4,737   -7,784  -10,751  -11,389   -1,629     -991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      6.7      0.0     83.8     89.5     94.7     96.2      5.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      10        6        0       33       33       43       39
 
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                           Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      145,576
COMMITMENTS
  30,746   16,896    1,735   99,908  123,318  132,389  141,949   13,187    3,627

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -22,162)
   1,306   -3,880   -1,893   -8,877   -1,003   -9,464   -6,776  -12,698  -15,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     11.6      1.2     68.6     84.7     90.9     97.5      9.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      38       13        5       61       40      101       56
 

Updated December 28, 2012