VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/29/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       43,154
COMMITMENTS
   3,373   14,506    3,371   28,270   18,141   35,014   36,018    8,140    7,136

CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST:     -3,713)
    -672     -221       62   -2,811   -4,717   -3,421   -4,876     -292    1,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     33.6      7.8     65.5     42.0     81.1     83.5     18.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6       11       10       11        7       25       22
 

Updated October 2, 2009