VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      148,913
COMMITMENTS
   8,847   30,245   28,069   93,165   74,780  130,081  133,094   18,832   15,819

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -172)
   3,390    3,396   -1,848      446    1,969    1,988    3,517   -2,160   -3,689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     20.3     18.8     62.6     50.2     87.4     89.4     12.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      19       26       32       30       34       71       78
 

Updated January 14, 2011