```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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  :   156,004:    10,548     21,676     30,192     93,726     84,548    134,466    136,416:    21,538     19,588
Old  :   156,004:    10,548     21,676     30,192     93,726     84,548    134,466    136,416:    21,538     19,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 14, 2010                    :
     :     4,500:    -2,004       -790     -1,540      2,078       -728     -1,466     -3,058:     5,966      7,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       13.9       19.4       60.1       54.2       86.2       87.4:      13.8       12.6
Old  :     100.0:       6.8       13.9       19.4       60.1       54.2       86.2       87.4:      13.8       12.6
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  :        86:        20         25         30         28         31         70         72:
Old  :        86:        20         25         30         28         31         70         72:
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  :                 53.4       28.5       61.3       42.0       37.5       17.0       39.3       22.8
Old  :                 53.4       28.5       61.3       42.0       37.5       17.0       39.3       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 27, 2010