VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      162,568
COMMITMENTS
  15,556   26,658   34,377   90,494   84,477  140,427  145,512   22,141   17,056

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -16,023)
  -6,392   -4,045   -4,433   -7,675  -12,417  -18,500  -20,895    2,477    4,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     16.4     21.1     55.7     52.0     86.4     89.5     13.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      30       27       36       27       30       81       81
 

Updated February 25, 2011