```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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  :   147,299:    10,701     23,501     28,616     89,674     75,799    128,991    127,916:    18,308     19,383
Old  :   147,299:    10,701     23,501     28,616     89,674     75,799    128,991    127,916:    18,308     19,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    -1,861:     4,611      2,265        310     -9,323     -6,501     -4,402     -3,926:     2,541      2,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       16.0       19.4       60.9       51.5       87.6       86.8:      12.4       13.2
Old  :     100.0:       7.3       16.0       19.4       60.9       51.5       87.6       86.8:      12.4       13.2
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  :        93:        19         32         38         27         32         76         81:
Old  :        93:        19         32         38         27         32         76         81:
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  :                 58.0       21.0       65.0       33.1       45.7       12.7       47.2       20.5
Old  :                 58.0       21.0       65.0       33.1       45.7       12.7       47.2       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 3, 2010