VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      398,243
COMMITMENTS
  54,459  149,497   72,149  245,352  146,706  371,960  368,352   26,283   29,891

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -11,500)
  -1,942  -14,858  -11,460     -690   12,280  -14,092  -14,038    2,592    2,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     37.5     18.1     61.6     36.8     93.4     92.5      6.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      54       59       65       35       39      126      134
 

Updated December 21, 2012