VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      382,955
COMMITMENTS
  93,201  203,423   75,351  191,446   78,744  359,998  357,518   22,957   25,437

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:    -61,677)
 -12,199  -18,294   -6,543  -40,998  -35,433  -59,740  -60,270   -1,937   -1,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     53.1     19.7     50.0     20.6     94.0     93.4      6.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      46       68       64       38       32      123      133



Updated August 30, 2013