VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      220,533
COMMITMENTS
  20,482   36,411   51,124  116,692  101,800  188,298  189,335   32,235   31,198

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -6,979)
  -3,582   -4,195    3,254   -6,260   -8,869   -6,588   -9,810     -391    2,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     16.5     23.2     52.9     46.2     85.4     85.9     14.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      41       29       58       26       25      105       98
 

Updated July 29, 2011