VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      322,529
COMMITMENTS
  86,237  103,771   41,182  171,956  150,304  299,375  295,257   23,154   27,272

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     12,017)
   9,325      522    8,502   -4,428    5,563   13,399   14,587   -1,382   -2,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     32.2     12.8     53.3     46.6     92.8     91.5      7.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      31       58       53       27       35       94      115
 

Updated April 13, 2012