VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      359,935
COMMITMENTS
  78,715  143,064   63,387  194,215  128,185  336,317  334,636   23,618   25,299

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:    -43,673)
  -4,209    2,102   -4,648  -25,834  -35,314  -34,691  -37,860   -8,982   -5,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     39.7     17.6     54.0     35.6     93.4     93.0      6.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      36       68       62       30       37      111      132
 

Updated August 31, 2012