```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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  :   318,793:    86,261    114,206     37,831    173,351    145,492    297,443    297,529:    21,350     21,264
Old  :   318,793:    86,261    114,206     37,831    173,351    145,492    297,443    297,529:    21,350     21,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    18,164:     4,399     12,106      3,868      8,767      2,895     17,034     18,869:     1,130       -705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       35.8       11.9       54.4       45.6       93.3       93.3:       6.7        6.7
Old  :     100.0:      27.1       35.8       11.9       54.4       45.6       93.3       93.3:       6.7        6.7
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  :       131:        28         54         52         31         38         95        118:
Old  :       131:        28         54         52         31         38         95        118:
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  :                 53.1       29.1       65.9       43.8       48.2       24.3       54.7       34.8
Old  :                 53.1       29.1       65.9       43.8       48.2       24.3       54.7       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated May 4, 2012