```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :   193,109:    27,270     35,506     36,894    106,742    108,341    170,905    180,740:    22,204     12,369
Old  :   193,109:    27,270     35,506     36,894    106,742    108,341    170,905    180,740:    22,204     12,369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :   -21,815:    -2,988      1,815     -2,065    -16,485    -18,030    -21,537    -18,279:      -277     -3,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       18.4       19.1       55.3       56.1       88.5       93.6:      11.5        6.4
Old  :     100.0:      14.1       18.4       19.1       55.3       56.1       88.5       93.6:      11.5        6.4
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  :       114:        38         32         46         23         24         94         85:
Old  :       114:        38         32         46         23         24         94         85:
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  :                 43.6       37.1       51.3       51.6       32.9       32.3       38.1       41.8
Old  :                 43.6       37.1       51.3       51.6       32.9       32.3       38.1       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 29, 2011