```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  :   322,529:    86,237    103,771     41,182    171,956    150,304    299,375    295,257:    23,154     27,272
Old  :   322,529:    86,237    103,771     41,182    171,956    150,304    299,375    295,257:    23,154     27,272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    12,017:     9,325        522      8,502     -4,428      5,563     13,399     14,587:    -1,382     -2,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       32.2       12.8       53.3       46.6       92.8       91.5:       7.2        8.5
Old  :     100.0:      26.7       32.2       12.8       53.3       46.6       92.8       91.5:       7.2        8.5
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  :       129:        31         58         53         27         35         94        115:
Old  :       129:        31         58         53         27         35         94        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  :                 50.6       27.1       65.4       41.1       48.6       20.5       54.1       29.8
Old  :                 50.6       27.1       65.4       41.1       48.6       20.5       54.1       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 13, 2012