VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      151,503
COMMITMENTS
  12,552   22,466   31,732   91,648   85,275  135,932  139,473   15,571   12,030

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      2,272)
   2,595      635   -1,466      307    5,727    1,436    4,896      836   -2,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     14.8     20.9     60.5     56.3     89.7     92.1     10.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       27       36       25       32       70       80
 

Updated December 17, 2010