VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      178,591
COMMITMENTS
  21,948   30,703   38,810   98,169   96,894  158,927  166,407   19,664   12,184

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -1,359)
   1,849   -4,245   -1,545   -3,256    3,933   -2,952   -1,857    1,593      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     17.2     21.7     55.0     54.3     89.0     93.2     11.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      38       31       42       31       33       93       90
 

Updated February 18, 2011