VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       70,890
COMMITMENTS
     426    9,425    1,760   60,646   47,582   62,832   58,767    8,058   12,123

CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST:    -19,485)
       0     -955   -1,672  -10,841  -10,304  -12,513  -12,931   -6,972   -6,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     13.3      2.5     85.5     67.1     88.6     82.9     11.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2       13        7       19       23       28       36
 

Updated June 25, 2010