VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      125,941
COMMITMENTS
   2,042   16,971    8,992   96,737   83,643  107,771  109,606   18,170   16,335

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:     16,645)
      93    3,501    1,254   10,857    3,933   12,204    8,688    4,441    7,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     13.5      7.1     76.8     66.4     85.6     87.0     14.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5       24       20       20       25       43       56
 

Updated September 17, 2010