VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      160,407
COMMITMENTS
  18,049   27,431   32,562   90,254   85,038  140,865  145,031   19,542   15,376

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -2,180)
   2,493      773   -1,815     -249      557      429     -485   -2,609   -1,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     17.1     20.3     56.3     53.0     87.8     90.4     12.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      30       27       39       24       28       78       83
 

Updated March 4, 2011