VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/14/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      248,976
COMMITMENTS
  22,941   44,430   52,685  147,279  128,275  222,905  225,390   26,071   23,586

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      4,314)
  -5,099     -774   -2,185    8,152    3,874      868      915    3,446    3,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     17.8     21.2     59.2     51.5     89.5     90.5     10.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      49       35       64       32       29      120      110
 

Updated Jun 17, 2011