VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      165,892
COMMITMENTS
  16,631   33,806   38,682   95,107   76,863  150,420  149,351   15,472   16,541

CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST:       -306)
  -3,848   -1,612    4,692    1,549   -2,167    2,393      913   -2,699   -1,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     20.4     23.3     57.3     46.3     90.7     90.0      9.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      25       32       50       29       30       94       91
 

Updated September 16, 2011