VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       61,874
COMMITMENTS
   5,069    8,422    3,812   40,605   42,151   49,486   54,385   12,388    7,489

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:      4,727)
     242      465      498    1,904      304    2,644    1,267    2,083    3,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     13.6      6.2     65.6     68.1     80.0     87.9     20.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      12       13       10       15       17       33       34
 

Updated April 2, 2010