VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      214,924
COMMITMENTS
  30,257   33,691   38,958  123,227  126,370  192,442  199,019   22,481   15,905

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     25,937)
     610    6,600    1,868   24,391   18,928   26,869   27,396     -933   -1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     15.7     18.1     57.3     58.8     89.5     92.6     10.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      46       30       48       26       30      100       93
 

Updated April 22, 2011