VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      138,609
COMMITMENTS
  20,435   19,660   29,566   73,262   77,938  123,263  127,164   15,346   11,445

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      4,678)
  -1,198    3,403      220    6,527    3,097    5,549    6,720     -871   -2,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     14.2     21.3     52.9     56.2     88.9     91.7     11.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      25       20       28       23       23       66       59
 

Updated December 2, 2011