VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      148,916
COMMITMENTS
   8,847   30,245   28,070   93,166   74,780  130,083  133,095   18,833   15,821

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -179)
   3,390    3,392   -1,850      447    1,969    1,987    3,512   -2,165   -3,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     20.3     18.8     62.6     50.2     87.4     89.4     12.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      19       26       32       30       34       71       78
 

Updated January 14, 2011