VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      404,089
COMMITMENTS
  69,628  157,751   70,106  239,698  150,686  379,432  378,543   24,657   25,546

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:     13,725)
     596   -3,167    9,572    3,325    6,671   13,493   13,076      232      649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     39.0     17.3     59.3     37.3     93.9     93.7      6.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      49       63       76       35       38      135      137
 

Updated October 12, 2012