VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/16/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       77,309
COMMITMENTS
   8,710    6,952    6,312   51,260   58,753   66,282   72,017   11,027    5,292

CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST:     16,740)
     337      -54    1,638   13,687   15,252   15,662   16,836    1,078      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      9.0      8.2     66.3     76.0     85.7     93.2     14.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      21       11       18       21       22       51       46
 

Updated March 19, 2010