```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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  :    58,861:     1,770     24,570      5,773     38,324     21,123     45,867     51,466:    12,994      7,395
Old  :    58,861:     1,770     24,570      5,773     38,324     21,123     45,867     51,466:    12,994      7,395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 13, 2009                     :
     :       592:    -2,695     -1,708        790      1,303      1,913       -602        995:     1,194       -403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       41.7        9.8       65.1       35.9       77.9       87.4:      22.1       12.6
Old  :     100.0:       3.0       41.7        9.8       65.1       35.9       77.9       87.4:      22.1       12.6
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  :        37:         8         14         16         13          7         32         28:
Old  :        37:         8         14         16         13          7         32         28:
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  :                 56.6       53.5       63.3       68.3       52.7       50.3       56.7       62.4
Old  :                 56.6       53.5       63.3       68.3       52.7       50.3       56.7       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 23, 2009