```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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  :   138,086:    17,688     23,707     30,767     74,337     69,789    122,792    124,263:    15,294     13,823
Old  :   138,086:    17,688     23,707     30,767     74,337     69,789    122,792    124,263:    15,294     13,823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    -8,568:       585      4,654     -2,001      4,259        182      2,843      2,835:   -11,411    -11,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       17.2       22.3       53.8       50.5       88.9       90.0:      11.1       10.0
Old  :     100.0:      12.8       17.2       22.3       53.8       50.5       88.9       90.0:      11.1       10.0
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  :        86:        31         20         33         23         25         74         67:
Old  :        86:        31         20         33         23         25         74         67:
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  :                 38.3       38.6       49.2       51.8       28.0       30.8       33.7       36.5
Old  :                 38.3       38.6       49.2       51.8       28.0       30.8       33.7       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 14, 2011