VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012                 
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   128,268:    10,315     24,489     31,136     72,499     56,922    113,950    112,547:    14,318     15,721
Old  :   128,268:    10,315     24,489     31,136     72,499     56,922    113,950    112,547:    14,318     15,721
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :       830:    -1,144      2,406       -578        835     -3,321       -887     -1,493:     1,717      2,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       19.1       24.3       56.5       44.4       88.8       87.7:      11.2       12.3
Old  :     100.0:       8.0       19.1       24.3       56.5       44.4       88.8       87.7:      11.2       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        19         17         20         23         21         53         50:
Old  :        65:        19         17         20         23         21         53         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       33.5       55.3       51.0       25.9       18.4       30.8       29.1
Old  :                 40.5       33.5       55.3       51.0       25.9       18.4       30.8       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 3, 2012