VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/07/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      244,662
COMMITMENTS
  28,040   45,204   54,870  139,127  124,401  222,037  224,475   22,625   20,187

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:      2,306)
  -3,518   -4,306    4,207    2,726      418    3,415      319   -1,109    1,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     18.5     22.4     56.9     50.8     90.8     91.7      9.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      46       34       65       28       29      118      108
 

Updated June 10, 2011