VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      138,086
COMMITMENTS
  17,688   23,707   30,767   74,337   69,789  122,792  124,263   15,294   13,823

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -8,568)
     585    4,654   -2,001    4,259      182    2,843    2,835  -11,411  -11,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     17.2     22.3     53.8     50.5     88.9     90.0     11.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      31       20       33       23       25       74       67
 

Updated November 14, 2011