```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders - Futures Only, April 27, 2010                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :    68,834:     1,605      6,570      4,400     50,306     42,805     56,311     53,775:    12,523     15,059
Old  :    68,834:     1,605      6,570      4,400     50,306     42,805     56,311     53,775:    12,523     15,059
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 20, 2010                       :
     :   -11,075:    -1,142       -216       -475    -10,962    -17,708    -12,579    -18,399:     1,504      7,324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        9.5        6.4       73.1       62.2       81.8       78.1:      18.2       21.9
Old  :     100.0:       2.3        9.5        6.4       73.1       62.2       81.8       78.1:      18.2       21.9
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  :        44:         6         11          6         22         22         32         35:
Old  :        44:         6         11          6         22         22         32         35:
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  :                 62.6       33.6       70.5       47.5       51.5       30.3       54.4       39.4
Old  :                 62.6       33.6       70.5       47.5       51.5       30.3       54.4       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 30, 2010