```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :   148,583:    16,328     28,415     35,351     78,929     65,874    130,608    129,640:    17,975     18,943
Old  :   148,583:    16,328     28,415     35,351     78,929     65,874    130,608    129,640:    17,975     18,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :    -5,627:      -605     -1,845     -1,785     -6,284     -7,345     -8,674    -10,975:     3,047      5,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       19.1       23.8       53.1       44.3       87.9       87.3:      12.1       12.7
Old  :     100.0:      11.0       19.1       23.8       53.1       44.3       87.9       87.3:      12.1       12.7
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  :        91:        23         26         39         26         26         76         76:
Old  :        91:        23         26         39         26         26         76         76:
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  :                 33.7       29.9       46.6       42.3       21.5       20.6       27.9       28.0
Old  :                 33.7       29.9       46.6       42.3       21.5       20.6       27.9       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 21, 2011