VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      434,750
COMMITMENTS
 121,340  189,698   77,997  222,197  152,239  421,534  419,934   13,216   14,816

CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST:     20,873)
  18,808    7,023   10,515    4,741   16,854   34,064   34,392  -13,191  -13,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     43.6     17.9     51.1     35.0     97.0     96.6      3.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      62       68       74       40       38      143      146
 

Updated March 15, 2013