VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      425,350
COMMITMENTS
  94,623  182,685   63,606  235,698  144,742  393,927  391,033   31,423   34,317

CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST:    -36,820)
     694    6,390  -16,532  -22,909  -32,128  -38,747  -42,270    1,927    5,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     42.9     15.0     55.4     34.0     92.6     91.9      7.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      69       63       73       42       38      151      145
 

Updated January 25, 2013