VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      129,848
COMMITMENTS
   3,366   20,542   16,926   95,508   78,279  115,800  115,747   14,049   14,102

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     14,813)
  -1,107    2,008    4,659   10,459    9,220   14,011   15,887      802   -1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     15.8     13.0     73.6     60.3     89.2     89.1     10.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       6       31       24       21       29       48       70
 

Updated October 15, 2010