VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/02/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      390,364
COMMITMENTS
  69,032  160,918   60,534  236,373  144,015  365,939  365,467   24,425   24,897

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     -3,238)
  -8,277  -11,587   -1,020    8,850    9,774     -447   -2,833   -2,791     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     41.2     15.5     60.6     36.9     93.7     93.6      6.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      43       62       71       37       41      124      139
 

Updated October 5, 2012