VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      155,998
COMMITMENTS
  10,548   21,670   30,192   93,726   84,548  134,466  136,410   21,532   19,588

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      4,495)
  -2,004     -796   -1,540    2,078     -727   -1,466   -3,063    5,961    7,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     13.9     19.4     60.1     54.2     86.2     87.4     13.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      20       25       30       28       31       70       72
 

Updated December 27, 2010