```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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  :   114,567:     4,672     17,736     10,520     87,166     70,884    102,358     99,140:    12,209     15,427
Old  :   114,567:     4,672     17,736     10,520     87,166     70,884    102,358     99,140:    12,209     15,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 21, 2010                   :
     :     2,032:     3,282        833       -272      1,004       -591      4,014        -30:    -1,982      2,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       15.5        9.2       76.1       61.9       89.3       86.5:      10.7       13.5
Old  :     100.0:       4.1       15.5        9.2       76.1       61.9       89.3       86.5:      10.7       13.5
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  :        56:         7         24         17         14         21         33         53:
Old  :        56:         7         24         17         14         21         33         53:
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  :                 77.8       29.2       81.8       44.9       72.5       27.7       73.3       42.3
Old  :                 77.8       29.2       81.8       44.9       72.5       27.7       73.3       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 1, 2010