VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       96,971
COMMITMENTS
   2,403    9,777    3,531   78,042   68,787   83,976   82,095   12,995   14,876

CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST:      9,157)
   1,327      708     -972    4,962    7,159    5,317    6,895    3,840    2,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     10.1      3.6     80.5     70.9     86.6     84.7     13.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3       16       10       25       29       36       47
 

Updated May 27, 2010