VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      133,931
COMMITMENTS
  21,633   16,257   29,346   66,735   74,841  117,714  120,444   16,217   13,487

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:    -13,772)
   2,925   -5,442   -1,697  -14,746   -5,276  -13,518  -12,415     -254   -1,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     12.1     21.9     49.8     55.9     87.9     89.9     12.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      26       23       29       22       23       67       63
 

Updated November 28, 2011