```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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  :    61,257:     1,012      8,824      3,956     43,209     40,568     48,177     53,348:    13,080      7,909
Old  :    61,257:     1,012      8,824      3,956     43,209     40,568     48,177     53,348:    13,080      7,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 29, 2009                    :
     :     8,539:       525       -239        718      3,217      6,147      4,460      6,626:     4,079      1,913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       14.4        6.5       70.5       66.2       78.6       87.1:      21.4       12.9
Old  :     100.0:       1.7       14.4        6.5       70.5       66.2       78.6       87.1:      21.4       12.9
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  :        33:         6          6          8         15         15         26         26:
Old  :        33:         6          6          8         15         15         26         26:
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  :                 63.2       46.2       68.8       64.8       57.3       40.5       59.5       55.3
Old  :                 63.2       46.2       68.8       64.8       57.3       40.5       59.5       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 8, 2010