VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      330,194
COMMITMENTS
  53,748  142,783   58,589  198,956  107,540  311,293  308,912   18,901   21,282

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -68,049)
    -711   -6,714  -13,560  -46,396  -39,166  -60,667  -59,440   -7,382   -8,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     43.2     17.7     60.3     32.6     94.3     93.6      5.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      50       52       58       32       30      116      114
 

Updated December 28, 2012