VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      326,785
COMMITMENTS
  74,427  111,036   41,220  186,530  148,740  302,177  300,996   24,608   25,789

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      7,992)
 -11,834   -3,170    3,389   13,179    3,248    4,734    3,467    3,258    4,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     34.0     12.6     57.1     45.5     92.5     92.1      7.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      28       56       56       30       38       97      120
 

Updated May 11, 2012