```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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  :   151,220:    10,617     33,744     30,264     95,026     75,358    135,907    139,366:    15,313     11,854
Old  :   151,220:    10,617     33,744     30,264     95,026     75,358    135,907    139,366:    15,313     11,854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :   -22,790:    -1,116        -36      3,153    -18,194    -19,814    -16,157    -16,697:    -6,633     -6,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       22.3       20.0       62.8       49.8       89.9       92.2:      10.1        7.8
Old  :     100.0:       7.0       22.3       20.0       62.8       49.8       89.9       92.2:      10.1        7.8
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  :       102:        21         31         38         29         34         80         86:
Old  :       102:        21         31         38         29         34         80         86:
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  :                 54.3       29.7       63.6       46.1       43.4       25.1       46.3       34.7
Old  :                 54.3       29.7       63.6       46.1       43.4       25.1       46.3       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 28, 2011