VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       93,493
COMMITMENTS
     519   13,871    2,024   77,935   63,560   80,478   79,455   13,015   14,038

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      8,667)
    -892    1,097      399    7,942    5,344    7,449    6,840    1,218    1,827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     14.8      2.2     83.4     68.0     86.1     85.0     13.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2       13        7       20       23       29       36
 

Updated August 6, 2010