```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   204,578:    64,836     69,514     18,906    100,056     98,141    183,798    186,561:    20,780     18,017
Old  :   204,578:    64,836     69,514     18,906    100,056     98,141    183,798    186,561:    20,780     18,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -4,976:    21,155      8,288     -8,121    -12,342     -2,570        692     -2,403:    -5,668     -2,573
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       34.0        9.2       48.9       48.0       89.8       91.2:      10.2        8.8
Old  :     100.0:      31.7       34.0        9.2       48.9       48.0       89.8       91.2:      10.2        8.8
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  :        96:        30         26         25         26         28         70         71:
Old  :        96:        30         26         25         26         28         70         71:
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  :                 53.2       30.4       67.6       49.3       50.8       25.4       56.0       41.2
Old  :                 53.2       30.4       67.6       49.3       50.8       25.4       56.0       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 24, 2012