VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/04/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       75,048
COMMITMENTS
   1,568    9,185    5,377   53,452   43,029   60,397   57,591   14,651   17,457

CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST:      6,214)
     -37    2,615      977    3,146      224    4,086    3,816    2,128    2,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     12.2      7.2     71.2     57.3     80.5     76.7     19.5     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6       15        9       24       25       37       42
 

Updated May 7, 2010