```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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  :    57,676:     4,915     17,990      9,996     32,656     20,226     47,567     48,212:    10,109      9,464
Old  :    57,676:     4,915     17,990      9,996     32,656     20,226     47,567     48,212:    10,109      9,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 17, 2009                    :
     :    -6,372:      -682     -3,052     -1,585     -7,497     -4,578     -9,764     -9,215:     3,392      2,843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       31.2       17.3       56.6       35.1       82.5       83.6:      17.5       16.4
Old  :     100.0:       8.5       31.2       17.3       56.6       35.1       82.5       83.6:      17.5       16.4
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  :        30:         7         11         11         11          9         27         23:
Old  :        30:         7         11         11         11          9         27         23:
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  :                 59.1       56.1       69.3       70.0       49.2       44.2       53.4       54.4
Old  :                 59.1       56.1       69.3       70.0       49.2       44.2       53.4       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 8, 2009