VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      215,008
COMMITMENTS
  28,803   40,403   41,541  118,641  116,718  188,985  198,662   26,023   16,346

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     21,941)
   1,532    4,897    4,649   11,933    8,384   18,114   17,930    3,827    4,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     18.8     19.3     55.2     54.3     87.9     92.4     12.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      41       34       51       27       27      105       92
 

Updated May 6, 2011