VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      147,703
COMMITMENTS
  18,708   21,699   31,043   81,481   80,117  131,232  132,859   16,471   14,844

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      9,617)
   1,020   -2,008      276    7,144   10,328    8,440    8,596    1,177    1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     14.7     21.0     55.2     54.2     88.8     90.0     11.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      33       22       32       24       24       74       66
 

Updated November 18, 2011