VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/11/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      406,958
COMMITMENTS
  73,595  158,464   68,983  232,576  148,198  375,154  375,645   31,804   31,313

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     39,581)
  -1,965   15,577    2,627   33,471   16,244   34,133   34,448    5,448    5,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     38.9     17.0     57.1     36.4     92.2     92.3      7.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      38       72       72       31       39      121      142
 

Updated September 14, 2012