VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       58,269
COMMITMENTS
   4,465   26,278    4,983   37,021   19,210   46,469   50,471   11,800    7,798

CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST:      9,688)
   1,048    7,476     -659    6,226    1,872    6,615    8,689    3,073      999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     45.1      8.6     63.5     33.0     79.7     86.6     20.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8       14       14       11        7       30       26
 

Updated October 16, 2009