VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      178,964
COMMITMENTS
  17,150   35,372   44,910  100,602   81,765  162,662  162,047   16,302   16,917

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     13,072)
     519    1,566    6,228    5,495    4,902   12,242   12,696      830      376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     19.8     25.1     56.2     45.7     90.9     90.5      9.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      26       26       50       30       31       92       91
 

Updated September 23, 2011