VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   148,494:    18,753     17,700     32,493     81,997     86,783    133,243    136,976:    15,251     11,518
Old  :   148,494:    18,753     17,700     32,493     81,997     86,783    133,243    136,976:    15,251     11,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     9,885:    -1,682     -1,960      2,927      8,735      8,845      9,980      9,812:       -95         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       11.9       21.9       55.2       58.4       89.7       92.2:      10.3        7.8
Old  :     100.0:      12.6       11.9       21.9       55.2       58.4       89.7       92.2:      10.3        7.8
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  :        82:        28         21         28         26         24         71         60:
Old  :        82:        28         21         28         26         24         71         60:
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  :                 37.5       46.7       51.1       60.5       22.9       31.4       27.8       37.7
Old  :                 37.5       46.7       51.1       60.5       22.9       31.4       27.8       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 9, 2011