VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      364,829
COMMITMENTS
  75,868  138,950   53,960  201,545  146,012  331,373  338,922   33,456   25,907

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     28,927)
  -1,303   11,694    1,918   17,113   13,276   17,728   26,888   11,199    2,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     38.1     14.8     55.2     40.0     90.8     92.9      9.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      44       63       61       32       35      114      126
 

Updated August 17, 2012