VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      109,296
COMMITMENTS
   1,949   13,470    7,738   85,880   79,710   95,567  100,918   13,729    8,378

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:      9,823)
   1,138      690      933    4,972   12,479    7,043   14,102    2,780   -4,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     12.3      7.1     78.6     72.9     87.4     92.3     12.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5       18       15       21       26       40       49
 

Updated September 10, 2010