VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       67,613
COMMITMENTS
   5,182    8,751    3,161   48,147   48,125   56,490   60,037   11,123    7,576

CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST:      5,739)
     113      329     -651    7,542    5,974    7,004    5,652   -1,265       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     12.9      4.7     71.2     71.2     83.5     88.8     16.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11       11        7       19       20       34       35
 

Updated April 9, 2010