VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      146,654
COMMITMENTS
  17,103   19,053   32,768   70,078   69,607  119,949  121,428   26,705   25,226

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     12,954)
     385   -2,469      349    1,417    5,420    2,151    3,300   10,803    9,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     13.0     22.3     47.8     47.5     81.8     82.8     18.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      30       23       31       24       24       72       68
 

Updated November 10, 2011