VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      209,554
COMMITMENTS
  43,681   61,226   27,027  112,398  100,711  183,106  188,964   26,448   20,590

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     18,420)
   6,646    5,715   -4,626   12,602   14,870   14,622   15,959    3,798    2,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     29.2     12.9     53.6     48.1     87.4     90.2     12.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      28       26       27       31       29       75       72
 

Updated February 17, 2012