VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      166,198
COMMITMENTS
  20,479   35,418   33,990   93,558   79,030  148,027  148,438   18,171   17,760

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      3,906)
  -1,192      350   -4,626    5,624    4,746     -194      470    4,100    3,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     21.3     20.5     56.3     47.6     89.1     89.3     10.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      26       29       49       28       28       92       88
 

Updated September 9, 2011