VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      287,635
COMMITMENTS
  70,887   95,349   37,145  159,985  137,543  268,017  270,037   19,618   17,598

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:    -38,931)
  -1,753  -16,266   -9,965  -21,191   -2,096  -32,909  -28,327   -6,022  -10,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6     33.1     12.9     55.6     47.8     93.2     93.9      6.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      31       53       49       32       37       96      114
 

Updated May 25, 2012