```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   181,288:    28,565     24,115     33,766     98,524    109,402    160,855    167,283:    20,433     14,005
Old  :   181,288:    28,565     24,115     33,766     98,524    109,402    160,855    167,283:    20,433     14,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    -2,771:     3,855      3,506       -689     -5,569     -4,202     -2,403     -1,385:      -368     -1,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       13.3       18.6       54.3       60.3       88.7       92.3:      11.3        7.7
Old  :     100.0:      15.8       13.3       18.6       54.3       60.3       88.7       92.3:      11.3        7.7
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  :       109:        41         29         40         26         26         90         82:
Old  :       109:        41         29         40         26         26         90         82:
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  :                 41.5       39.1       51.6       56.2       26.8       33.7       31.8       41.6
Old  :                 41.5       39.1       51.6       56.2       26.8       33.7       31.8       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 8, 2011