VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/09/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      199,055
COMMITMENTS
  24,801   25,144   50,805  102,315  100,388  177,921  176,337   21,134   22,718

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -14,439)
   1,841   -7,757   -5,093   -3,857    3,904   -7,109   -8,946   -7,330   -5,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     12.6     25.5     51.4     50.4     89.4     88.6     10.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      37       21       54       29       28       97       91
 

Updated August 12, 2011