VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      424,170
COMMITMENTS
  85,235  189,519   73,213  234,971  133,353  393,419  396,085   30,751   28,085

CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST:     -1,180)
  -9,388    6,834    9,607     -727  -11,389     -508    5,052     -672   -6,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     44.7     17.3     55.4     31.4     92.8     93.4      7.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      68       62       75       41       36      150      145
 

Updated February 1, 2013