VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      149,240
COMMITMENTS
  19,383   24,678   40,834   73,166   70,484  133,383  135,996   15,857   13,244

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -29,724)
   2,233  -10,694   -4,076  -27,436  -11,281  -29,279  -26,051     -445   -3,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     16.5     27.4     49.0     47.2     89.4     91.1     10.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      30       24       48       24       26       86       82
 

Updated September 30, 2011