VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      160,389
COMMITMENTS
  18,049   27,431   32,562   90,241   85,036  140,852  145,029   19,537   15,360

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -2,179)
   2,493      773   -1,815     -253      559      425     -483   -2,604   -1,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     17.1     20.3     56.3     53.0     87.8     90.4     12.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      30       27       39       24       28       78       83
 

Updated March 4, 2011