VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       86,728
COMMITMENTS
   1,417    9,251    4,210   71,524   59,716   77,151   73,177    9,577   13,551

CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST:      4,109)
    -943      234     -282    3,300    2,211    2,075    2,163    2,034    1,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     10.7      4.9     82.5     68.9     89.0     84.4     11.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5       12        8       20       27       30       42
 

Updated June 11, 2010