VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      100,370
COMMITMENTS
     640   15,875    3,476   81,972   64,607   86,088   83,958   14,282   16,412

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      6,877)
     121    2,004    1,452    4,037    1,047    5,610    4,503    1,267    2,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     15.8      3.5     81.7     64.4     85.8     83.6     14.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4       16       11       19       24       32       42
 

Updated August 13, 2010