VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      148,583
COMMITMENTS
  16,328   28,415   35,351   78,929   65,874  130,608  129,640   17,975   18,943

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -5,627)
    -605   -1,845   -1,785   -6,284   -7,345   -8,674  -10,975    3,047    5,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     19.1     23.8     53.1     44.3     87.9     87.3     12.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      23       26       39       26       26       76       76
 

Updated October 21, 2011