VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       53,120
COMMITMENTS
     926    9,850    3,229   40,728   34,565   44,883   47,644    8,237    5,476

CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST:     -9,192)
  -2,515  -12,509   -7,638    4,001   14,845   -6,152   -5,302   -3,040   -3,890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     18.5      6.1     76.7     65.1     84.5     89.7     15.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        7        6       15       15       23       24
 

Updated December 28, 2009