VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      236,528
COMMITMENTS
  74,235   83,718   21,214  119,828  109,903  215,277  214,835   21,251   21,693

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     31,950)
   9,399   14,204    2,308   19,772   11,762   31,479   28,274      471    3,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     35.4      9.0     50.7     46.5     91.0     90.8      9.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      28       34       27       27       33       73       82
 

Updated March 2, 2012