VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      144,035
COMMITMENTS
  12,003   32,216   30,617   85,494   67,914  128,114  130,747   15,921   13,288

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     15,767)
   1,688    7,727     -519   12,995   10,992   14,164   18,200    1,603   -2,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     22.4     21.3     59.4     47.2     88.9     90.8     11.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      27       20       25       24       23       64       58
 

Updated January 13, 2012