VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      382,416
COMMITMENTS
  68,372  139,175   75,200  212,319  142,383  355,891  356,758   26,525   25,658

CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST:     -1,807)
   2,793  -12,764    1,132   -5,298   11,621   -1,373      -11     -434   -1,796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     36.4     19.7     55.5     37.2     93.1     93.3      6.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      56       62       65       36       36      131      131
 

Updated November 16, 2012