```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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  :   149,160:     6,090     21,236     28,306     98,997     82,300    133,393    131,842:    15,767     17,318
Old  :   149,160:     6,090     21,236     28,306     98,997     82,300    133,393    131,842:    15,767     17,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 16, 2010                    :
     :   -18,583:    -2,293      3,253        251    -13,729    -21,844    -15,771    -18,340:    -2,812       -243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       14.2       19.0       66.4       55.2       89.4       88.4:      10.6       11.6
Old  :     100.0:       4.1       14.2       19.0       66.4       55.2       89.4       88.4:      10.6       11.6
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  :        90:        18         30         33         24         31         68         78:
Old  :        90:        18         30         33         24         31         68         78:
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  :                 64.5       24.1       70.4       36.5       50.3       16.1       51.3       23.5
Old  :                 64.5       24.1       70.4       36.5       50.3       16.1       51.3       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 29, 2010