```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :   170,224:    18,275     15,494     34,458    100,023    104,062    152,756    154,014:    17,468     16,210
Old  :   170,224:    18,275     15,494     34,458    100,023    104,062    152,756    154,014:    17,468     16,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :   -23,984:      -291    -12,095     -2,954    -16,224     -6,943    -19,469    -21,992:    -4,514     -1,991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        9.1       20.2       58.8       61.1       89.7       90.5:      10.3        9.5
Old  :     100.0:      10.7        9.1       20.2       58.8       61.1       89.7       90.5:      10.3        9.5
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  :        93:        33         21         40         23         25         80         75:
Old  :        93:        33         21         40         23         25         80         75:
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  :                 50.4       44.9       60.3       59.9       30.9       31.2       34.9       37.3
Old  :                 50.4       44.9       60.3       59.9       30.9       31.2       34.9       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 25, 2011