VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      214,920
COMMITMENTS
  30,257   33,691   38,958  123,227  126,367  192,442  199,016   22,478   15,904

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     25,935)
     610    6,600    1,868   24,392   18,926   26,870   27,394     -935   -1,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     15.7     18.1     57.3     58.8     89.5     92.6     10.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      46       30       48       26       30      100       93
 

Updated April 22, 2011