VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       32,894
COMMITMENTS
  14,394    7,618    4,908    4,057   15,352   23,359   27,878    9,535    5,016

CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST:      3,975)
   2,555    1,438     -666       21    1,742    1,910    2,514    2,065    1,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.8     23.2     14.9     12.3     46.7     71.0     84.8     29.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        5        6        7        5       20       12
 

Updated July 17, 2009