VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       86,615
COMMITMENTS
   1,116   15,895    1,696   73,660   56,685   76,472   74,276   10,143   12,339

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      9,941)
     644    6,050   -2,211   11,184    8,090    9,617   11,929      324   -1,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     18.4      2.0     85.0     65.4     88.3     85.8     11.7     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3       15        9       17       24       27       41
 

Updated July 16, 2010