VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      418,381
COMMITMENTS
  77,722  155,592   73,883  242,829  163,575  394,434  393,050   23,947   25,331

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     35,965)
   9,350   16,417   -1,317   30,510   21,192   38,543   36,292   -2,578     -327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     37.2     17.7     58.0     39.1     94.3     93.9      5.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      64       59       71       41       38      144      138
 

Updated November 26, 2012