VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/21/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      215,571
COMMITMENTS
  20,476   43,074   47,153  122,714  102,484  190,343  192,711   25,228   22,860

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -33,405)
  -2,465   -1,356   -5,532  -24,565  -25,791  -32,562  -32,679     -843     -726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     20.0     21.9     56.9     47.5     88.3     89.4     11.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      38       37       57       27       27      105      101
 

Updated June 24, 2011