VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/16/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       46,713
COMMITMENTS
   4,094    4,358    4,692   30,479   30,855   39,265   39,905    7,448    6,808

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:     -2,286)
     213     -552   -1,206   -1,232     -866   -2,225   -2,624      -61      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      9.3     10.0     65.2     66.1     84.1     85.4     15.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      13        7       13       16       15       35       31
 

Updated February 19, 2010