VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       63,142
COMMITMENTS
   1,702    5,554    3,466   45,666   44,843   50,834   53,863   12,308    9,279

CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST:      1,885)
     690   -3,270     -490    2,457    4,275    2,657      515     -772    1,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      8.8      5.5     72.3     71.0     80.5     85.3     19.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        6        8       18       15       31       26
 

Updated January 15, 2010