VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      151,215
COMMITMENTS
  10,617   33,744   30,263   95,025   75,356  135,905  139,363   15,310   11,852

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:    -22,791)
  -1,117      -36    3,153  -18,195  -19,813  -16,159  -16,696   -6,632   -6,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     22.3     20.0     62.8     49.8     89.9     92.2     10.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      21       31       38       29       34       80       86
 

Updated January 28, 2011