VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      146,895
COMMITMENTS
  18,323   24,636   37,355   76,467   67,792  132,145  129,783   14,750   17,112

CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST:     -2,345)
  -1,060      -42   -3,479    3,301   -2,692   -1,238   -6,213   -1,107    3,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     16.8     25.4     52.1     46.1     90.0     88.4     10.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      33       24       45       26       28       85       85
 

Updated October 7, 2011