VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      188,985
COMMITMENTS
  29,647   27,091   37,090   98,835  107,441  165,572  171,622   23,413   17,363

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      7,697)
   1,082    2,976    3,324      311   -1,961    4,717    4,339    2,980    3,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     14.3     19.6     52.3     56.9     87.6     90.8     12.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      39       31       45       28       29       94       89
 

Updated April 15, 2011