VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/11/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       87,814
COMMITMENTS
   1,076    9,069    4,503   73,080   61,628   78,659   75,200    9,155   12,614

CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST:     12,766)
    -492     -116     -874   19,628   18,599   18,262   17,609   -5,496   -4,843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     10.3      5.1     83.2     70.2     89.6     85.6     10.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2       14        7       28       28       36       43
 

Updated May 14, 2010