VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/25/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       77,090
COMMITMENTS
   2,908    8,152    3,637   62,337   52,933   68,882   64,722    8,208   12,368

CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST:    -19,881)
     505   -1,625      106  -15,705  -15,854  -15,094  -17,373   -4,787   -2,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     10.6      4.7     80.9     68.7     89.4     84.0     10.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3       13       10       21       26       32       41
 

Updated May 28, 2010