```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  :   244,181:    30,356     37,590     45,169    140,213    141,526    215,737    224,285:    28,443     19,896
Old  :   244,181:    30,356     37,590     45,169    140,213    141,526    215,737    224,285:    28,443     19,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2011                         :
     :    16,112:       679     -3,557      4,879     12,745     14,533     18,303     15,855:    -2,191        257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       15.4       18.5       57.4       58.0       88.4       91.9:      11.6        8.1
Old  :     100.0:      12.4       15.4       18.5       57.4       58.0       88.4       91.9:      11.6        8.1
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  :       127:        46         29         55         29         29        111         98:
Old  :       127:        46         29         55         29         29        111         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  :                 41.6       36.4       48.2       48.7       28.4       27.2       32.3       34.3
Old  :                 41.6       36.4       48.2       48.7       28.4       27.2       32.3       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 20, 2011