VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/19/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      463,432
COMMITMENTS
 114,635  199,035   78,801  238,480  150,843  431,916  428,679   31,516   34,753

CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST:     28,682)
  -6,705    9,337      804   16,283   -1,396   10,382    8,745   18,300   19,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     42.9     17.0     51.5     32.5     93.2     92.5      6.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      57       74       72       37       38      141      145
 

Updated March 22, 2013