VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       38,439
COMMITMENTS
   7,066    3,212    5,159   17,300   25,986   29,525   34,357    8,914    4,082

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      5,545)
  -7,328   -4,406      251   13,243   10,634    6,166    6,479     -621     -934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      8.4     13.4     45.0     67.6     76.8     89.4     23.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        4        6        9        6       22       13
 

Updated July 24, 2009