VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      212,295
COMMITMENTS
  31,149   47,189   45,602  111,061   99,040  187,812  191,831   24,483   20,464

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        176)
  10,805    3,945   -4,413   -7,636      180   -1,244     -288    1,420      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     22.2     21.5     52.3     46.7     88.5     90.4     11.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      46       33       58       27       26      109       99
 

Updated July 8, 2011