VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:       95,220
COMMITMENTS
     811   14,773    3,040   77,634   62,381   81,485   80,194   13,735   15,026

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:    -10,249)
       0   -3,135     -748   -9,074   -2,992   -9,822   -6,875     -427   -3,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     15.5      3.2     81.5     65.5     85.6     84.2     14.4     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4       22       13       18       24       34       48
 

Updated August 27, 2010