VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       60,569
COMMITMENTS
   8,373    7,006    4,674   37,573   43,501   50,620   55,181    9,949    5,388

CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST:     14,175)
   3,595    1,957       65   10,733   12,596   14,393   14,618     -218     -443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     11.6      7.7     62.0     71.8     83.6     91.1     16.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      21       10       18       19       19       50       42
 

Updated March 12, 2010