```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, June 14, 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  :   248,976:    22,941     44,430     52,685    147,279    128,275    222,905    225,390:    26,071     23,586
Old  :   248,976:    22,941     44,430     52,685    147,279    128,275    222,905    225,390:    26,071     23,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2011                         :
     :     4,314:    -5,099       -774     -2,185      8,152      3,874        868        915:     3,446      3,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       17.8       21.2       59.2       51.5       89.5       90.5:      10.5        9.5
Old  :     100.0:       9.2       17.8       21.2       59.2       51.5       89.5       90.5:      10.5        9.5
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  :       137:        49         35         64         32         29        120        110:
Old  :       137:        49         35         64         32         29        120        110:
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  :                 43.0       33.0       50.8       45.3       36.2       27.9       40.1       35.6
Old  :                 43.0       33.0       50.8       45.3       36.2       27.9       40.1       35.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated Jun 17, 2011