VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      150,430
COMMITMENTS
  14,296   22,550   33,804   85,003   79,620  133,103  135,974   17,327   14,456

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,936)
  -4,457    4,850    1,311    3,006   -7,163     -140   -1,002    2,076    2,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     15.0     22.5     56.5     52.9     88.5     90.4     11.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      27       20       29       24       25       67       61
 

Updated December 16, 2011