VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       75,447
COMMITMENTS
     426    9,590    2,655   61,460   47,688   64,541   59,933   10,906   15,514

CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST:      4,557)
       0      165      895      814      106    1,709    1,166    2,848    3,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     12.7      3.5     81.5     63.2     85.5     79.4     14.5     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2       14        7       20       26       29       40
 

Updated July 2, 2010