```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 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  :   149,232:     9,957     21,831     33,198     91,341     79,549    134,496    134,578:    14,736     14,654
Old  :   149,232:     9,957     21,831     33,198     91,341     79,549    134,496    134,578:    14,736     14,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 30, 2010                    :
     :     1,933:      -744     -1,670      4,582      1,667      3,750      5,505      6,662:    -3,572     -4,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       14.6       22.2       61.2       53.3       90.1       90.2:       9.9        9.8
Old  :     100.0:       6.7       14.6       22.2       61.2       53.3       90.1       90.2:       9.9        9.8
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:        18         29         41         26         32         75         84:
Old  :        93:        18         29         41         26         32         75         84:
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  :                 57.3       21.3       64.2       34.2       45.5       12.8       47.2       21.1
Old  :                 57.3       21.3       64.2       34.2       45.5       12.8       47.2       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 10, 2010