```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :   220,604:    20,482     36,411     51,124    116,699    101,801    188,305    189,336:    32,299     31,268
Old  :   220,604:    20,482     36,411     51,124    116,699    101,801    188,305    189,336:    32,299     31,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -6,968:    -3,582     -4,195      3,254     -6,261     -8,868     -6,589     -9,809:      -379      2,841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       16.5       23.2       52.9       46.1       85.4       85.8:      14.6       14.2
Old  :     100.0:       9.3       16.5       23.2       52.9       46.1       85.4       85.8:      14.6       14.2
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  :       122:        41         29         58         26         25        105         98:
Old  :       122:        41         29         58         26         25        105         98:
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  :                 36.1       28.1       44.1       39.7       25.2       20.2       28.4       26.1
Old  :                 36.1       28.1       44.1       39.7       25.2       20.2       28.4       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 29, 2011