VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      307,504
COMMITMENTS
  83,955   97,177   41,875  158,746  143,439  284,576  282,491   22,928   25,013

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     30,489)
  17,541   11,559    2,426    8,796   13,226   28,763   27,211    1,726    3,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     31.6     13.6     51.6     46.6     92.5     91.9      7.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      30       51       49       35       38      100      112
 

Updated June 15, 2012