VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      308,953
COMMITMENTS
  85,686  102,097   34,410  167,081  149,716  287,177  286,223   21,776   22,730

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     37,879)
   1,650   10,431    8,557   27,257   19,037   37,464   38,025      415     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     33.0     11.1     54.1     48.5     93.0     92.6      7.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      39       52       51       37       40      108      119
 

Updated March 16, 2012