VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      334,634
COMMITMENTS
  85,520  121,544   43,434  179,464  143,080  308,418  308,058   26,216   26,576

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     24,867)
  -3,671    8,145    4,499   18,131    9,014   18,959   21,658    5,908    3,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     36.3     13.0     53.6     42.8     92.2     92.1      7.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      34       58       54       29       33       99      115
 

Updated July 3, 2012