VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       90,375
COMMITMENTS
     426   10,380    3,432   71,487   57,886   75,345   71,698   15,030   18,677

CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST:      3,647)
    -991    1,129     -778      -37   -1,830   -1,806   -1,479    5,453    5,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     11.5      3.8     79.1     64.1     83.4     79.3     16.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2       15       11       22       30       35       45
 

Updated June 18, 2010