VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/15/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       62,312
COMMITMENTS
   3,441   22,359   10,867   36,727   19,720   51,035   52,946   11,277    9,366

CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST:        295)
  -1,159   -1,113    2,171     -859      780      153    1,838      142   -1,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     35.9     17.4     58.9     31.6     81.9     85.0     18.1     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       16       17       12       10       31       31
 

Updated December 18, 2009