```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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  :   340,437:    81,491     98,439     44,444    188,646    167,785    314,581    310,668:    25,856     29,769
Old  :   340,437:    81,491     98,439     44,444    188,646    167,785    314,581    310,668:    25,856     29,769
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    17,908:    -4,746     -5,332      3,262     16,690     17,481     15,206     15,411:     2,702      2,497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       28.9       13.1       55.4       49.3       92.4       91.3:       7.6        8.7
Old  :     100.0:      23.9       28.9       13.1       55.4       49.3       92.4       91.3:       7.6        8.7
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  :       126:        27         56         53         29         36         93        115:
Old  :       126:        27         56         53         29         36         93        115:
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  :                 51.0       29.2       64.3       43.5       43.0       19.0       48.6       28.2
Old  :                 51.0       29.2       64.3       43.5       43.0       19.0       48.6       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 20, 2012