VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/10/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      228,037
COMMITMENTS
  29,676   41,147   40,290  127,440  126,989  197,406  208,426   30,631   19,611

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     13,029)
     873      744   -1,251    8,799   10,271    8,421    9,764    4,608    3,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     18.0     17.7     55.9     55.7     86.6     91.4     13.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      41       31       47       28       30      102       93
 

Updated May 13, 2010