VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       62,017
COMMITMENTS
   4,600   23,472    8,696   37,586   18,940   50,882   51,108   11,135   10,909

CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST:        112)
    -189    4,229    1,145    1,973   -2,101    2,929    3,273   -2,817   -3,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     37.8     14.0     60.6     30.5     82.0     82.4     18.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6       12       13       13       10       30       26
 

Updated December 11, 2009