VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      134,936
COMMITMENTS
   4,002   21,972   18,410   99,006   80,600  121,418  120,982   13,518   13,954

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      5,094)
     636    1,425    1,490    3,498    2,321    5,624    5,236     -530     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     16.3     13.6     73.4     59.7     90.0     89.7     10.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10       30       30       22       28       56       72
 

Updated October 22, 2010