VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/16/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       24,576
COMMITMENTS
   8,015    2,767    4,385    3,278   13,052   15,678   20,204    8,898    4,372

CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST:      2,119)
    -482      839      311      133      499      -38    1,649    2,157      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     11.3     17.8     13.3     53.1     63.8     82.2     36.2     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        6        8        6        4       18       15
 

Updated June 19, 2009