VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      128,299
COMMITMENTS
   3,750   19,177   18,655   88,142   71,583  110,547  109,415   17,752   18,884

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -6,644)
    -252   -2,788      238  -10,864   -9,017  -10,878  -11,567    4,234    4,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     14.9     14.5     68.7     55.8     86.2     85.3     13.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      11       29       26       18       25       48       66
 

Updated October 29, 2010