VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       41,567
COMMITMENTS
   6,616    5,950    2,563   23,974   27,325   33,153   35,838    8,414    5,729

CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST:        612)
     -18      826   -2,143    2,994    1,367      833       50     -221      562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     14.3      6.2     57.7     65.7     79.8     86.2     20.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        8        8       11        8       24       19
 

Updated August 21, 2008