VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      230,043
COMMITMENTS
  28,783   49,555   45,350  126,110  107,835  200,243  202,740   29,800   27,303

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     17,748)
  -2,366    2,366     -252   15,049    8,795   12,431   10,909    5,317    6,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     21.5     19.7     54.8     46.9     87.0     88.1     13.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      44       30       57       28       26      107       99
 

Updated July 15, 2011