```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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  :    86,615:     1,116     15,895      1,696     73,660     56,685     76,472     74,276:    10,143     12,339
Old  :    86,615:     1,116     15,895      1,696     73,660     56,685     76,472     74,276:    10,143     12,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 6, 2010                         :
     :     9,941:       644      6,050     -2,211     11,184      8,090      9,617     11,929:       324     -1,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       18.4        2.0       85.0       65.4       88.3       85.8:      11.7       14.2
Old  :     100.0:       1.3       18.4        2.0       85.0       65.4       88.3       85.8:      11.7       14.2
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  :        43:         3         15          9         17         24         27         41:
Old  :        43:         3         15          9         17         24         27         41:
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  :                 79.1       33.8       83.9       51.7       71.2       27.8       72.3       43.4
Old  :                 79.1       33.8       83.9       51.7       71.2       27.8       72.3       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 16, 2010