VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      114,994
COMMITMENTS
   4,473   18,539   12,258   85,049   69,059  101,780   99,856   13,214   15,138

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:        427)
    -199      803    1,738   -2,117   -1,825     -578      716    1,005     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     16.1     10.7     74.0     60.1     88.5     86.8     11.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7       25       19       16       24       37       59
 

Updated October 8, 2010