VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      128,289
COMMITMENTS
   3,750   19,187   18,645   88,142   71,583  110,537  109,415   17,752   18,874

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -6,647)
    -252   -2,785      235  -10,864   -9,017  -10,881  -11,567    4,234    4,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     15.0     14.5     68.7     55.8     86.2     85.3     13.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      11       29       26       18       25       48       66
 

Updated October 29, 2010