```
MSCI EAFE MINI INDEX - NYSE LIFFE                                                                       Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    43,719:     3,390        736          0     36,957     41,425     40,347     42,161:     3,372      1,558
Old  :    43,719:     3,390        736          0     36,957     41,425     40,347     42,161:     3,372      1,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     2,368:     1,054       -256          0      1,190      2,711      2,244      2,455:       124        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        1.7        0.0       84.5       94.8       92.3       96.4:       7.7        3.6
Old  :     100.0:       7.8        1.7        0.0       84.5       94.8       92.3       96.4:       7.7        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         6          2          0         26         28         32         30:
Old  :        50:         6          2          0         26         28         32         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2       42.7       69.0       63.3       51.9       42.7       61.6       61.6
Old  :                 56.2       42.7       69.0       63.3       51.9       42.7       61.6       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE                                                              Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :    57,602:     4,722     17,503        192     47,279     37,403     52,193     55,098:     5,409      2,504
Old  :    57,602:     4,722     17,503        192     47,279     37,403     52,193     55,098:     5,409      2,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     2,169:        -2     11,056        192      2,218     -7,124      2,408      4,124:      -239     -1,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       30.4        0.3       82.1       64.9       90.6       95.7:       9.4        4.3
Old  :     100.0:       8.2       30.4        0.3       82.1       64.9       90.6       95.7:       9.4        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        13          5          1         36         22         49         28:
Old  :        69:        13          5          1         36         22         49         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       49.3       56.0       68.1       35.2       44.2       52.9       62.8
Old  :                 37.2       49.3       56.0       68.1       35.2       44.2       52.9       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 30, 2011