```
MSCI EAFE MINI INDEX - NYSE LIFFE                                                                       Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    45,592:     1,083      1,941          0     40,135     41,323     41,218     43,264:     4,374      2,328
Old  :    45,592:     1,083      1,941          0     40,135     41,323     41,218     43,264:     4,374      2,328
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :     2,453:      -213        444          0      2,369      1,910      2,156      2,354:       297         99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4        4.3        0.0       88.0       90.6       90.4       94.9:       9.6        5.1
Old  :     100.0:       2.4        4.3        0.0       88.0       90.6       90.4       94.9:       9.6        5.1
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  :        51:         2          4          0         25         32         27         36:
Old  :        51:         2          4          0         25         32         27         36:
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  :                 62.1       36.6       72.3       57.2       59.4       36.6       68.1       56.4
Old  :                 62.1       36.6       72.3       57.2       59.4       36.6       68.1       56.4
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, January 17, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    69,764:     6,143     21,484        268     56,037     45,103     62,448     66,855:     7,316      2,909
Old  :    69,764:     6,143     21,484        268     56,037     45,103     62,448     66,855:     7,316      2,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :     3,146:       219        792         28      1,308      1,396      1,555      2,216:     1,591        930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       30.8        0.4       80.3       64.7       89.5       95.8:      10.5        4.2
Old  :     100.0:       8.8       30.8        0.4       80.3       64.7       89.5       95.8:      10.5        4.2
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  :        71:        10          8          2         33         28         44         37:
Old  :        71:        10          8          2         33         28         44         37:
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  :                 42.7       54.0       58.8       71.9       40.7       54.0       56.8       71.9
Old  :                 42.7       54.0       58.8       71.9       40.7       54.0       56.8       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 20, 2012