VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      220,604
COMMITMENTS
  20,482   36,411   51,124  116,699  101,801  188,305  189,336   32,299   31,268

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -6,968)
  -3,582   -4,195    3,254   -6,261   -8,868   -6,589   -9,809     -379    2,841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     16.5     23.2     52.9     46.1     85.4     85.8     14.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      41       29       58       26       25      105       98
 

Updated July 29, 2011