VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/29/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       52,718
COMMITMENTS
     487    9,063    3,238   39,992   34,421   43,717   46,722    9,001    5,996

CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST:       -402)
    -439     -787        9     -736     -144   -1,166     -922      764      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     17.2      6.1     75.9     65.3     82.9     88.6     17.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        5        6       16       15       23       23
 

Updated January 7, 2010