```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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  :    61,874:     5,069      8,422      3,812     40,605     42,151     49,486     54,385:    12,388      7,489
Old  :    61,874:     5,069      8,422      3,812     40,605     42,151     49,486     54,385:    12,388      7,489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 23, 2010                       :
     :     4,727:       242        465        498      1,904        304      2,644      1,267:     2,083      3,460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       13.6        6.2       65.6       68.1       80.0       87.9:      20.0       12.1
Old  :     100.0:       8.2       13.6        6.2       65.6       68.1       80.0       87.9:      20.0       12.1
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  :        45:        12         13         10         15         17         33         34:
Old  :        45:        12         13         10         15         17         33         34:
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  :                 57.2       44.2       63.8       61.9       55.4       41.5       59.4       54.8
Old  :                 57.2       44.2       63.8       61.9       55.4       41.5       59.4       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 2, 2010