```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   146,654:    17,103     19,053     32,768     70,078     69,607    119,949    121,428:    26,705     25,226
Old  :   146,654:    17,103     19,053     32,768     70,078     69,607    119,949    121,428:    26,705     25,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :    12,954:       385     -2,469        349      1,417      5,420      2,151      3,300:    10,803      9,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       13.0       22.3       47.8       47.5       81.8       82.8:      18.2       17.2
Old  :     100.0:      11.7       13.0       22.3       47.8       47.5       81.8       82.8:      18.2       17.2
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  :        88:        30         23         31         24         24         72         68:
Old  :        88:        30         23         31         24         24         72         68:
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  :                 36.4       35.7       46.8       46.0       22.3       22.6       27.0       28.1
Old  :                 36.4       35.7       46.8       46.0       22.3       22.6       27.0       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 10, 2011