VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      359,429
COMMITMENTS
  94,898  154,053   75,119  168,762  105,610  338,779  334,782   20,650   24,647

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      3,028)
  -2,237   25,322   -3,764    9,021  -18,329    3,020    3,229        8     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     42.9     20.9     47.0     29.4     94.3     93.1      5.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      46       76       71       33       30      123      139



Updated July 26, 2013