VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       61,905
COMMITMENTS
  31,090   19,243    7,583    9,280   21,009   47,953   47,835   13,952   14,070

CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST:      4,229)
   2,372    1,253   -2,445      459      815      386     -377    3,843    4,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.2     31.1     12.2     15.0     33.9     77.5     77.3     22.5     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9       11       14       11        8       30       24
 

Updated December 4, 2009