VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      409,747
COMMITMENTS
 125,501  189,084   65,822  192,036  124,554  383,359  379,460   26,388   30,287

CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST:    -53,685)
  10,866   -9,951  -12,979  -46,444  -26,289  -48,557  -49,219   -5,128   -4,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     46.1     16.1     46.9     30.4     93.6     92.6      6.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      59       65       71       34       30      136      134
 

Updated March 29, 2013