VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/02/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       47,960
COMMITMENTS
   3,741    6,136    5,406   30,889   30,253   40,036   41,795    7,924    6,165

CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST:        150)
     626      113     -275      729    1,134    1,080      972     -930     -822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     12.8     11.3     64.4     63.1     83.5     87.1     16.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10        9       11       18       16       35       31
 

Updated February 5, 2010