VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      312,880
COMMITMENTS
  64,995  126,237   49,280  177,092  114,875  291,367  290,392   21,513   22,488

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -11,176)
  -4,723  -11,957   -2,075     -260    4,489   -7,058   -9,543   -4,118   -1,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     40.3     15.8     56.6     36.7     93.1     92.8      6.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      31       58       47       27       31       93      107
 

Updated August 3, 2012