VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/06/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       48,581
COMMITMENTS
   3,417   18,802    5,642   30,795   17,338   39,854   41,782    8,727    6,799

CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST:      5,427)
      44    4,296    2,271    2,525     -803    4,840    5,764      587     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     38.7     11.6     63.4     35.7     82.0     86.0     18.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7       12       13       12        8       29       25
 

Updated October 9, 2008