VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      277,015
COMMITMENTS
  66,414   85,618   39,449  149,950  130,213  255,813  255,280   21,202   21,735

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:      4,427)
   4,111     -316    2,814   -2,552      632    4,373    3,130       54    1,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     30.9     14.2     54.1     47.0     92.3     92.2      7.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      29       53       47       32       37       96      109
 

Updated June 8, 2012