```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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  :   133,700:    16,718     21,522     32,419     68,661     64,187    117,798    118,128:    15,902     15,572
Old  :   133,700:    16,718     21,522     32,419     68,661     64,187    117,798    118,128:    15,902     15,572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :   -14,883:       390     -6,893     -2,932    -10,268     -1,687    -12,810    -11,512:    -2,073     -3,371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       16.1       24.2       51.4       48.0       88.1       88.4:      11.9       11.6
Old  :     100.0:      12.5       16.1       24.2       51.4       48.0       88.1       88.4:      11.9       11.6
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  :        83:        26         21         33         22         24         68         68:
Old  :        83:        26         21         33         22         24         68         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  :                 39.3       38.4       50.1       50.7       22.9       26.2       28.8       31.9
Old  :                 39.3       38.4       50.1       50.7       22.9       26.2       28.8       31.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 28, 2011