VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      310,512
COMMITMENTS
  76,912  103,249   32,680  176,384  144,741  285,976  280,670   24,536   29,842

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      6,173)
  -1,979   -5,269    2,296    4,159    6,321    4,476    3,348    1,697    2,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     33.3     10.5     56.8     46.6     92.1     90.4      7.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      32       52       49       30       36       92      112
 

Updated April 6, 2012