VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      462,170
COMMITMENTS
  93,929  176,295   80,138  258,607  176,870  432,674  433,303   29,496   28,867

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     51,644)
  16,878   16,064    9,721   23,441   23,454   50,040   49,239    1,604    2,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     38.1     17.3     56.0     38.3     93.6     93.8      6.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      68       67       77       38       40      150      151
 

Updated January 18, 2013