VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      343,374
COMMITMENTS
 102,276  104,942   46,566  168,293  163,852  317,135  315,360   26,239   28,014

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     35,870)
  18,321    7,765    4,691    9,547   20,413   32,559   32,869    3,311    3,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8     30.6     13.6     49.0     47.7     92.4     91.8      7.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      37       56       58       36       37      111      121
 

Updated June 22, 2012