VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      271,074
COMMITMENTS
  84,036   91,666   25,853  139,824  130,679  249,713  248,198   21,361   22,876

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     34,546)
   9,801    7,948    4,639   19,996   20,776   34,436   33,363      110    1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     33.8      9.5     51.6     48.2     92.1     91.6      7.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      30       42       41       33       37       91      100
 

Updated March 9, 2012