VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      171,354
COMMITMENTS
  29,280   47,556   30,539   89,068   73,148  148,887  151,243   22,467   20,111

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     19,732)
   4,184    4,711   -8,718    9,596    7,019    5,062    3,012   14,670   16,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     27.8     17.8     52.0     42.7     86.9     88.3     13.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      24       23       30       25       21       65       62
 

Updated February 3, 2012