```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   227,572:    24,064     40,606     47,870    122,960    110,669    194,894    199,145:    32,677     28,427
Old  :   227,572:    24,064     40,606     47,870    122,960    110,669    194,894    199,145:    32,677     28,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    -2,582:    -4,719     -8,949      2,520     -3,239      2,814     -5,438     -3,615:     2,856      1,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       17.8       21.0       54.0       48.6       85.6       87.5:      14.4       12.5
Old  :     100.0:      10.6       17.8       21.0       54.0       48.6       85.6       87.5:      14.4       12.5
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  :       125:        43         30         61         28         27        107        103:
Old  :       125:        43         30         61         28         27        107        103:
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  :                 37.7       27.1       45.6       38.6       27.4       20.0       31.5       27.9
Old  :                 37.7       27.1       45.6       38.6       27.4       20.0       31.5       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 22, 2011