VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      179,964
COMMITMENTS
  20,099   34,948   40,355  101,425   92,975  161,879  168,278   18,085   11,686

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     12,549)
   9,430    1,043    2,080    1,970   11,352   13,480   14,475     -931   -1,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     19.4     22.4     56.4     51.7     90.0     93.5     10.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      32       31       42       31       37       87       96
 

Updated February 11, 2011