```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :   213,494:    22,960     32,901     55,898    106,172     96,484    185,030    185,283:    28,464     28,211
Old  :   213,494:    22,960     32,901     55,898    106,172     96,484    185,030    185,283:    28,464     28,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    -7,110:     2,478     -3,510      4,774    -10,527     -5,317     -3,275     -4,053:    -3,835     -3,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       15.4       26.2       49.7       45.2       86.7       86.8:      13.3       13.2
Old  :     100.0:      10.8       15.4       26.2       49.7       45.2       86.7       86.8:      13.3       13.2
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  :       124:        40         27         63         27         25        110        100:
Old  :       124:        40         27         63         27         25        110        100:
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  :                 31.9       28.3       40.4       39.2       21.8       19.0       25.5       25.3
Old  :                 31.9       28.3       40.4       39.2       21.8       19.0       25.5       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 5, 2011