VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      215,051
COMMITMENTS
  28,803   40,403   41,541  118,679  116,723  189,023  198,668   26,029   16,384

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     21,942)
   1,533    4,897    4,648   11,937    8,383   18,118   17,928    3,825    4,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     18.8     19.3     55.2     54.3     87.9     92.4     12.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      41       34       52       27       27      105       93
 

Updated May 6, 2011