```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :    38,439:     7,066      3,212      5,159     17,300     25,986     29,525     34,357:     8,914      4,082
Old  :    38,439:     7,066      3,212      5,159     17,300     25,986     29,525     34,357:     8,914      4,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2009                        :
     :     5,545:    -7,328     -4,406        251     13,243     10,634      6,166      6,479:      -621       -934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        8.4       13.4       45.0       67.6       76.8       89.4:      23.2       10.6
Old  :     100.0:      18.4        8.4       13.4       45.0       67.6       76.8       89.4:      23.2       10.6
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  :        24:         9          4          6          9          6         22         13:
Old  :        24:         9          4          6          9          6         22         13:
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  :                 53.6       70.3       62.6       86.6       43.4       64.3       51.2       71.4
Old  :                 53.6       70.3       62.6       86.6       43.4       64.3       51.2       71.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 24, 2009