VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      170,224
COMMITMENTS
  18,275   15,494   34,458  100,023  104,062  152,756  154,014   17,468   16,210

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -23,984)
    -291  -12,095   -2,954  -16,224   -6,943  -19,469  -21,992   -4,514   -1,991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      9.1     20.2     58.8     61.1     89.7     90.5     10.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      33       21       40       23       25       80       75
 

Updated March 25, 2011