VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       84,826
COMMITMENTS
   1,411   12,774    1,625   69,993   58,216   73,029   72,615   11,797   12,211

CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST:    -11,357)
     304   -4,824     -449   -9,629   -2,882   -9,774   -8,155   -1,583   -3,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     15.1      1.9     82.5     68.6     86.1     85.6     13.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2       13        7       20       22       28       36
 

Updated July 30, 2010