VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/17/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      244,146
COMMITMENTS
  30,355   37,590   45,169  140,181  141,525  215,705  224,284   28,441   19,862

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     16,109)
     679   -3,557    4,879   12,741   14,536   18,299   15,858   -2,190      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     15.4     18.5     57.4     58.0     88.4     91.9     11.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      46       29       55       29       29      111       98
 

Updated May 20, 2011