VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       28,919
COMMITMENTS
  11,839    6,180    5,574    4,036   13,610   21,449   25,364    7,470    3,555

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      1,903)
     266      708      621    1,008     -243    1,895    1,086        8      817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.9     21.4     19.3     14.0     47.1     74.2     87.7     25.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        5        6        7        5       21       12
 

Updated July 10, 2009