```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :   141,802:     3,423     21,748     30,072     89,940     73,523    123,435    125,343:    18,366     16,459
Old  :   141,802:     3,423     21,748     30,072     89,940     73,523    123,435    125,343:    18,366     16,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2010                    :
     :   -14,203:    -7,125         72       -120     -3,786    -11,025    -11,031    -11,074:    -3,172     -3,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       15.3       21.2       63.4       51.8       87.0       88.4:      13.0       11.6
Old  :     100.0:       2.4       15.3       21.2       63.4       51.8       87.0       88.4:      13.0       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  :        76:        12         26         30         25         30         59         71:
Old  :        76:        12         26         30         25         30         59         71:
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  :                 61.6       27.7       68.7       42.9       45.6       20.3       46.5       28.8
Old  :                 61.6       27.7       68.7       42.9       45.6       20.3       46.5       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 3, 2011