VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      409,106
COMMITMENTS
  93,691  188,880   71,850  213,036  118,323  378,577  379,053   30,529   30,053

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -16,664)
 -10,367   -3,318    2,486   -7,242  -17,669  -15,123  -18,501   -1,541    1,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     46.2     17.6     52.1     28.9     92.5     92.7      7.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      52       59       66       35       32      129      125
 

Updated March 1, 2013