VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       50,369
COMMITMENTS
   3,453   17,540    5,752   31,304   20,101   40,509   43,393    9,860    6,976

CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST:     -8,492)
   1,683   -7,030      -21   -7,020   -1,022   -5,358   -8,073   -3,134     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     34.8     11.4     62.1     39.9     80.4     86.2     19.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9       12       14       12        8       30       27
 

Updated October 30, 2009