VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/28/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      389,387
COMMITMENTS
  98,250  159,936   91,341  167,326  103,753  356,917  355,030   32,470   34,357

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:    -45,601)
 -13,218   -5,145  -11,546  -23,139  -28,014  -47,903  -44,705    2,302     -896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     41.1     23.5     43.0     26.6     91.7     91.2      8.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      46       73       66       33       30      119      138
 

Updated May 31, 2013