VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      228,069
COMMITMENTS
  29,677   41,147   40,290  127,467  126,992  197,435  208,429   30,634   19,640

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     13,018)
     874      744   -1,251    8,789   10,269    8,412    9,762    4,606    3,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     18.0     17.7     55.9     55.7     86.6     91.4     13.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      41       31       47       28       30      102       93
 

Updated May 13, 2010