VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      193,109
COMMITMENTS
  27,270   35,506   36,894  106,742  108,341  170,905  180,740   22,204   12,369

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:    -21,815)
  -2,988    1,815   -2,065  -16,485  -18,030  -21,537  -18,279     -277   -3,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     18.4     19.1     55.3     56.1     88.5     93.6     11.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      38       32       46       23       24       94       85
 

Updated April 29, 2011