VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/09/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       59,863
COMMITMENTS
   4,356   22,757    9,373   39,445   21,646   53,174   53,776    6,689    6,087

CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST:      3,927)
     188     -130    1,338    3,643    4,170    5,169    5,378   -1,242   -1,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     38.0     15.7     65.9     36.2     88.8     89.8     11.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7       13       14       12        8       29       26
 

Updated November 13, 2009