VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/30/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      162,292
COMMITMENTS
  21,671   35,068   38,616   87,934   74,284  148,221  147,968   14,071   14,324

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -4,706)
   1,165     -478      600     -321    2,085    1,444    2,207   -6,150   -6,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     21.6     23.8     54.2     45.8     91.3     91.2      8.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      34       22       47       28       24       93       80
 

Updated September 2, 2011