VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       57,676
COMMITMENTS
   4,915   17,990    9,996   32,656   20,226   47,567   48,212   10,109    9,464

CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST:     -6,372)
    -682   -3,052   -1,585   -7,497   -4,578   -9,764   -9,215    3,392    2,843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     31.2     17.3     56.6     35.1     82.5     83.6     17.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7       11       11       11        9       27       23


Updated December 8, 2009