VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/16/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      199,173
COMMITMENTS
  26,095   26,926   58,248   91,513   91,657  175,856  176,831   23,317   22,342

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:        118)
   1,294    1,782    7,443  -10,802   -8,731   -2,065      494    2,183     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     13.5     29.2     45.9     46.0     88.3     88.8     11.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      38       20       59       30       30      103       96
 

Updated August 19, 2011