VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      166,998
COMMITMENTS
  20,506   35,546   38,016   88,255   72,199  146,777  145,761   20,221   21,237

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:    -32,175)
  -5,589    8,620  -20,232   -3,258  -19,458  -29,079  -31,070   -3,096   -1,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     21.3     22.8     52.8     43.2     87.9     87.3     12.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      28       26       52       24       24       91       86
 

Updated August 26, 2011