```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :    55,936:     4,168     22,887      8,035     35,802     17,476     48,005     48,398:     7,931      7,538
Old  :    55,936:     4,168     22,887      8,035     35,802     17,476     48,005     48,398:     7,931      7,538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 27, 2009                     :
     :     5,567:       715      5,347      2,283      4,498     -2,625      7,496      5,005:    -1,929        562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       40.9       14.4       64.0       31.2       85.8       86.5:      14.2       13.5
Old  :     100.0:       7.5       40.9       14.4       64.0       31.2       85.8       86.5:      14.2       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         7         15         16         12          8         31         28:
Old  :        35:         7         15         16         12          8         31         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.6       63.3       66.7       73.7       48.1       45.5       53.4       51.7
Old  :                 56.6       63.3       66.7       73.7       48.1       45.5       53.4       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 6, 2009