VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      188,987
COMMITMENTS
  29,647   27,091   37,090   98,836  107,442  165,573  171,623   23,414   17,364

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      7,699)
   1,082    2,976    3,324      312   -1,960    4,718    4,340    2,981    3,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     14.3     19.6     52.3     56.9     87.6     90.8     12.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      39       31       45       28       29       94       89
 

Updated April 15, 2011