VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/29/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      272,588
COMMITMENTS
  62,303   85,934   36,635  152,502  129,581  251,440  252,150   21,148   20,438

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    -15,047)
  -8,584   -9,415     -510   -7,483   -7,962  -16,577  -17,887    1,530    2,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     31.5     13.4     55.9     47.5     92.2     92.5      7.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      33       49       51       32       37       97      113
 

Updated June 5, 2012