VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      151,220
COMMITMENTS
  10,617   33,744   30,264   95,026   75,358  135,907  139,366   15,313   11,854

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:    -22,790)
  -1,116      -36    3,153  -18,194  -19,814  -16,157  -16,697   -6,633   -6,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     22.3     20.0     62.8     49.8     89.9     92.2     10.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      21       31       38       29       34       80       86
 

Updated January 28, 2011