```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   179,964:    20,099     34,948     40,355    101,425     92,975    161,879    168,278:    18,085     11,686
Old  :   179,964:    20,099     34,948     40,355    101,425     92,975    161,879    168,278:    18,085     11,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2011                     :
     :    12,549:     9,430      1,043      2,080      1,970     11,352     13,480     14,475:      -931     -1,925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       19.4       22.4       56.4       51.7       90.0       93.5:      10.0        6.5
Old  :     100.0:      11.2       19.4       22.4       56.4       51.7       90.0       93.5:      10.0        6.5
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  :       112:        32         31         42         31         37         87         96:
Old  :       112:        32         31         42         31         37         87         96:
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  :                 46.2       27.8       56.4       42.4       35.2       25.2       39.0       33.3
Old  :                 46.2       27.8       56.4       42.4       35.2       25.2       39.0       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 11, 2011