VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       99,473
COMMITMENTS
     811   12,780    6,805   80,908   67,231   88,524   86,816   10,949   12,657

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      4,253)
       0   -1,993    3,765    3,274    4,850    7,039    6,622   -2,786   -2,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     12.8      6.8     81.3     67.6     89.0     87.3     11.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4       21       15       22       23       40       47
 

Updated September 3, 2010