VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       42,255
COMMITMENTS
   5,108    7,727    1,951   26,525   26,634   33,584   36,312    8,671    5,943

CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST:      4,260)
    -332      767      131    4,554    2,609    4,353    3,507      -93      753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     18.3      4.6     62.8     63.0     79.5     85.9     20.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        7        6       10        8       22       17
 

Updated September 4, 2009