VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      167,414
COMMITMENTS
  10,669   33,905   38,275   99,455   81,623  148,399  153,803   19,015   13,611

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     16,195)
      52      161    8,012    4,429    6,264   12,492   14,437    3,702    1,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     20.3     22.9     59.4     48.8     88.6     91.9     11.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      25       30       38       29       35       80       89
 

Updated February 4, 2011