VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      147,299
COMMITMENTS
  10,701   23,501   28,616   89,674   75,799  128,991  127,916   18,308   19,383

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -1,861)
   4,611    2,265      310   -9,323   -6,501   -4,402   -3,926    2,541    2,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     16.0     19.4     60.9     51.5     87.6     86.8     12.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      19       32       38       27       32       76       81
 

Updated December 3, 2010