VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      115,035
COMMITMENTS
   4,473   18,534   12,266   85,049   69,059  101,788   99,860   13,247   15,176

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:        468)
    -199      798    1,746   -2,117   -1,825     -570      720    1,038     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     16.1     10.7     73.9     60.0     88.5     86.8     11.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7       25       20       16       24       38       59
 

Updated October 8, 2010