VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      174,010
COMMITMENTS
  11,733   33,780   27,111  113,220   95,172  152,064  156,063   21,946   17,947

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     25,094)
   2,886    3,535     -959   20,054   20,392   21,981   22,968    3,113    2,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     19.4     15.6     65.1     54.7     87.4     89.7     12.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      24       33       37       30       35       80       88
 

Updated January 21, 2011