VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      151,622
COMMITMENTS
  25,096   42,845   39,257   79,472   66,129  143,825  148,231    7,797    3,391

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -2,679)
  11,104   11,548    5,944   -4,463   -4,540   12,585   12,952  -15,264  -15,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     28.3     25.9     52.4     43.6     94.9     97.8      5.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      28       21       26       23       21       63       58
 

Updated January 27, 2012