VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       46,394
COMMITMENTS
   4,778    5,049    4,609   26,840   30,905   36,227   40,563   10,167    5,831

CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST:      3,187)
     331        6       68      459    1,872      858    1,946    2,329    1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     10.9      9.9     57.9     66.6     78.1     87.4     21.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      12        9       16       17       16       40       35
 

Updated March 2, 2010