VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       21,417
COMMITMENTS
   1,032    9,540    3,036    6,858    5,091   10,926   17,667   10,491    3,750

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     44.5     14.2     32.0     23.8     51.0     82.5     49.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3       13       10        4        4       16       18
 

Updated December 19, 2008