VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      367,377
COMMITMENTS
  75,560  142,887   66,356  199,105  131,954  341,021  341,197   26,356   26,180

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      7,442)
  -3,155     -177    2,969    4,890    3,769    4,704    6,561    2,738      881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     38.9     18.1     54.2     35.9     92.8     92.9      7.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      38       71       69       30       37      115      141
 

Updated September 4, 2012