VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      144,288
COMMITMENTS
   4,936   18,281   24,463   99,730   86,452  129,129  129,196   15,159   15,092

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     15,989)
   1,186     -896    5,808   11,588   14,869   18,582   19,781   -2,593   -3,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     12.7     17.0     69.1     59.9     89.5     89.5     10.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      12       28       30       23       29       59       70
 

Updated November 5, 2010