VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      309,767
COMMITMENTS
  89,191  113,399   38,935  161,333  134,066  289,459  286,400   20,308   23,367

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -33,607)
 -13,085    8,457   -7,631   -6,960  -29,786  -27,676  -28,960   -5,931   -4,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     36.6     12.6     52.1     43.3     93.4     92.5      6.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      30       58       49       30       32       94      111
 

Updated June 29, 2012