VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      300,629
COMMITMENTS
  81,862  102,100   33,963  164,584  142,597  280,409  278,660   20,220   21,969

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -39,808)
     371    3,661  -10,481  -24,062  -25,188  -34,172  -32,008   -5,636   -7,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     34.0     11.3     54.7     47.4     93.3     92.7      6.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      30       51       51       31       37       94      113
 

Updated April 27, 2012