VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      154,210
COMMITMENTS
  16,933   30,260   37,136   85,213   73,219  139,282  140,615   14,928   13,595

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:      7,315)
  -1,390    5,624     -219    8,746    5,427    7,137   10,832      178   -3,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     19.6     24.1     55.3     47.5     90.3     91.2      9.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      29       27       42       24       26       78       82
 

Updated October 14, 2011