VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      335,902
COMMITMENTS
  77,171  127,256   52,042  184,432  132,736  313,645  312,034   22,257   23,868

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     23,022)
  12,176    1,019    2,762    7,340   17,861   22,278   21,642      744    1,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     37.9     15.5     54.9     39.5     93.4     92.9      6.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      40       62       63       28       34      109      125
 

Updated August 10, 2012