VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      156,992
COMMITMENTS
  16,477   23,622   35,099   89,659   83,909  141,235  142,630   15,757   14,362

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:      6,562)
   2,181    1,072    1,295    4,656    4,289    8,132    6,656   -1,570      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     15.0     22.4     57.1     53.4     90.0     90.9     10.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      29       21       29       24       23       67       62
 

Updated December 23, 2011