VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      133,700
COMMITMENTS
  16,718   21,522   32,419   68,661   64,187  117,798  118,128   15,902   15,572

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:    -14,883)
     390   -6,893   -2,932  -10,268   -1,687  -12,810  -11,512   -2,073   -3,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     16.1     24.2     51.4     48.0     88.1     88.4     11.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      26       21       33       22       24       68       68
 

Updated October 28, 2011