```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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  :   128,299:     3,750     19,177     18,655     88,142     71,583    110,547    109,415:    17,752     18,884
Old  :   128,299:     3,750     19,177     18,655     88,142     71,583    110,547    109,415:    17,752     18,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 19, 2010                     :
     :    -6,644:      -252     -2,788        238    -10,864     -9,017    -10,878    -11,567:     4,234      4,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       14.9       14.5       68.7       55.8       86.2       85.3:      13.8       14.7
Old  :     100.0:       2.9       14.9       14.5       68.7       55.8       86.2       85.3:      13.8       14.7
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  :        71:        11         29         26         18         25         48         66:
Old  :        71:        11         29         26         18         25         48         66:
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  :                 70.1       27.0       76.0       40.0       62.7       25.2       63.5       34.8
Old  :                 70.1       27.0       76.0       40.0       62.7       25.2       63.5       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 29, 2010