VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/20/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       96,183
COMMITMENTS
   1,107   17,598    2,074   79,622   61,098   82,803   80,770   13,380   15,413

CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST:      9,568)
      -9    1,703      378    5,962    4,413    6,331    6,494    3,237    3,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     18.3      2.2     82.8     63.5     86.1     84.0     13.9     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3       15        9       19       23       29       40
 

Updated July 23, 2010