VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       63,463
COMMITMENTS
   2,211    6,523    4,361   43,749   42,903   50,321   53,787   13,142    9,676

CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST:        321)
     509      969      895   -1,917   -1,940     -513      -76      834      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     10.3      6.9     68.9     67.6     79.3     84.8     20.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9        8       10       21       20       37       33
 

Updated January 22, 2010