VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      112,535
COMMITMENTS
   1,390   16,903   10,792   86,162   71,475   98,344   99,170   14,191   13,365

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:    -13,406)
    -652      -68    1,800  -10,575  -12,168   -9,427  -10,436   -3,979   -2,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     15.0      9.6     76.6     63.5     87.4     88.1     12.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7       25       22       16       22       40       56
 

Updated September 24, 2010