VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      149,231
COMMITMENTS
   9,957   21,831   33,198   91,341   79,548  134,496  134,577   14,735   14,654

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:      1,932)
    -744   -1,670    4,582    1,667    3,749    5,505    6,661   -3,573   -4,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     14.6     22.2     61.2     53.3     90.1     90.2      9.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      18       29       41       26       32       75       84
 

Updated December 10, 2010