VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       55,936
COMMITMENTS
   4,168   22,887    8,035   35,802   17,476   48,005   48,398    7,931    7,538

CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST:      5,567)
     715    5,347    2,283    4,498   -2,625    7,496    5,005   -1,929      562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     40.9     14.4     64.0     31.2     85.8     86.5     14.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       15       16       12        8       31       28
 

Updated November 6, 2009