VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      167,409
COMMITMENTS
  10,669   33,905   38,275   99,454   81,619  148,398  153,799   19,011   13,610

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     16,194)
      52      161    8,012    4,429    6,263   12,493   14,436    3,701    1,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     20.3     22.9     59.4     48.8     88.6     91.9     11.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      25       30       38       29       35       80       89
 

Updated February 4, 2011