VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/30/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       27,016
COMMITMENTS
  11,573    5,472    4,953    3,028   13,853   19,554   24,278    7,462    2,738

CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST:      2,440)
   3,558    2,705      568     -250      801    3,876    4,074   -1,436   -1,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     20.3     18.3     11.2     51.3     72.4     89.9     27.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        5        5        5        5       20       11
 

Updated July 6, 2009