VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      128,268
COMMITMENTS
  10,315   24,489   31,136   72,499   56,922  113,950  112,547   14,318   15,721

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        830)
  -1,144    2,406     -578      835   -3,321     -887   -1,493    1,717    2,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     19.1     24.3     56.5     44.4     88.8     87.7     11.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      19       17       20       23       21       53       50
 

Updated January 6, 2012