VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/15/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      326,566
COMMITMENTS
  72,640  111,615   47,110  181,176  139,639  300,926  298,364   25,640   28,202

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -219)
  -1,787      579    5,890   -5,354   -9,101   -1,251   -2,632    1,032    2,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     34.2     14.4     55.5     42.8     92.1     91.4      7.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      31       57       64       34       38      112      123
 

Updated May 21, 2012