VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      304,339
COMMITMENTS
  78,891  108,518   30,384  172,225  138,420  281,500  277,322   22,839   27,017

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -59,544)
 -21,909   -6,825   -9,284  -20,035  -37,267  -51,228  -53,376   -8,316   -6,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     35.7     10.0     56.6     45.5     92.5     91.1      7.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      26       51       43       27       33       83      104
 

Updated March 30, 2012