VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      184,059
COMMITMENTS
  24,710   20,609   34,455  104,093  113,604  163,258  168,668   20,801   15,391

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     13,836)
   6,435    5,115       -3    4,070    9,543   10,502   14,655    3,334     -819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     11.2     18.7     56.6     61.7     88.7     91.6     11.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      38       29       40       24       26       88       80
 

Updated April 1, 2011