```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, May 3, 2011                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   215,008:    28,803     40,403     41,541    118,641    116,718    188,985    198,662:    26,023     16,346
Old  :   215,008:    28,803     40,403     41,541    118,641    116,718    188,985    198,662:    26,023     16,346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2011                       :
     :    21,941:     1,532      4,897      4,649     11,933      8,384     18,114     17,930:     3,827      4,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       18.8       19.3       55.2       54.3       87.9       92.4:      12.1        7.6
Old  :     100.0:      13.4       18.8       19.3       55.2       54.3       87.9       92.4:      12.1        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        41         34         51         27         27        105         92:
Old  :       122:        41         34         51         27         27        105         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       32.6       47.3       46.3       31.2       28.4       35.6       37.4
Old  :                 39.3       32.6       47.3       46.3       31.2       28.4       35.6       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated May 6, 2011