VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      181,042
COMMITMENTS
  18,538   28,241   33,868  108,255  102,793  160,661  164,902   20,381   16,140

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     20,635)
     489      810    1,306   18,001   17,755   19,796   19,871      839      764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     15.6     18.7     59.8     56.8     88.7     91.1     11.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      31       24       41       25       29       78       84
 

Updated March 11, 2011