VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       48,999
COMMITMENTS
   3,881    4,910    5,898   31,711   31,721   41,490   42,529    7,509    6,470

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:      1,039)
     140   -1,226      492      822    1,468    1,454      734     -415      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     10.0     12.0     64.7     64.7     84.7     86.8     15.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        7       10       17       16       33       30
 

Updated February 7, 2010