VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      212,404
COMMITMENTS
  31,149   47,189   45,602  111,161   99,048  187,912  191,839   24,492   20,565

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        176)
  10,805    3,945   -4,413   -7,603      151   -1,211     -317    1,387      494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     22.2     21.5     52.3     46.6     88.5     90.3     11.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      46       33       58       27       26      109       99
 

Updated July 8, 2011