VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      154,301
COMMITMENTS
  13,992   31,297   33,313   83,935   70,669  131,240  135,279   23,061   19,022

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     10,266)
   1,989     -919    2,696   -1,559    2,755    3,126    4,532    7,140    5,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     20.3     21.6     54.4     45.8     85.1     87.7     14.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      24       23       26       26       22       64       61
 

Updated January 20, 2012