VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      363,883
COMMITMENTS
 100,800  115,343   39,668  192,260  175,687  332,728  330,698   31,155   33,185

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     54,930)
  15,114   13,246    5,258   25,179   25,971   45,551   44,475    9,379   10,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     31.7     10.9     52.8     48.3     91.4     90.9      8.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      33       61       56       37       41      109      129
 

Updated March 23, 2012