VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       22,457
COMMITMENTS
   8,497    1,928    4,074    3,145   12,553   15,716   18,555    6,741    3,902

CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST:      1,148)
     665   -2,831      552      520    3,010    1,737      731     -589      417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8      8.6     18.1     14.0     55.9     70.0     82.6     30.0     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        3        6        6        6       19       13
 

Updated June 12, 2009