VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      318,793
COMMITMENTS
  86,261  114,206   37,831  173,351  145,492  297,443  297,529   21,350   21,264

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     18,164)
   4,399   12,106    3,868    8,767    2,895   17,034   18,869    1,130     -705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     35.8     11.9     54.4     45.6     93.3     93.3      6.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      28       54       52       31       38       95      118
 

Updated May 4, 2012