```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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  :    46,867:     4,045     14,727      3,309     31,081     22,858     38,435     40,894:     8,432      5,973
Old  :    46,867:     4,045     14,727      3,309     31,081     22,858     38,435     40,894:     8,432      5,973
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 15, 2009                   :
     :    -7,499:      -338      1,824     -1,769     -4,102     -6,464     -6,209     -6,409:    -1,290     -1,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       31.4        7.1       66.3       48.8       82.0       87.3:      18.0       12.7
Old  :     100.0:       8.6       31.4        7.1       66.3       48.8       82.0       87.3:      18.0       12.7
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  :        33:         8         11          9         11          9         26         24:
Old  :        33:         8         11          9         11          9         26         24:
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  :                 60.9       53.8       69.4       73.1       57.5       49.2       61.2       62.7
Old  :                 60.9       53.8       69.4       73.1       57.5       49.2       61.2       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 25, 2008