VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      134,943
COMMITMENTS
   4,002   21,965   18,417   99,006   80,600  121,425  120,982   13,518   13,961

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      5,095)
     636    1,423    1,491    3,498    2,321    5,625    5,236     -531     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     16.3     13.6     73.4     59.7     90.0     89.7     10.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10       30       30       22       28       56       72
 

Updated October 22, 2010