VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/25/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       37,995
COMMITMENTS
   5,440    6,960    1,820   21,971   24,025   29,231   32,805    8,764    5,190

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     -3,572)
  -1,176    1,010     -743   -2,003   -3,300   -3,922   -3,033      350     -539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     18.3      4.8     57.8     63.2     76.9     86.3     23.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        7        6       10        7       20       16
 

Updated August 28, 2009