VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      191,134
COMMITMENTS
  37,035   55,511   31,653   99,796   85,841  168,484  173,005   22,650   18,129

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     19,780)
   7,755    7,955    1,114   10,728   12,693   19,597   21,762      183   -1,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     29.0     16.6     52.2     44.9     88.1     90.5     11.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      33       28       32       28       23       77       70
 

Updated February 10, 2012