VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      114,567
COMMITMENTS
   4,672   17,736   10,520   87,166   70,884  102,358   99,140   12,209   15,427

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:      2,032)
   3,282      833     -272    1,004     -591    4,014      -30   -1,982    2,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     15.5      9.2     76.1     61.9     89.3     86.5     10.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7       24       17       14       21       33       53
 

Updated October 1, 2010