VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      410,526
COMMITMENTS
  77,051  160,231   70,417  235,166  153,416  382,634  384,064   27,892   26,462

CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST:     84,460)
  25,037   29,938    9,274   42,768   39,188   77,079   78,400    7,381    6,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     39.0     17.2     57.3     37.4     93.2     93.6      6.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      63       55       63       33       35      133      125
 

Updated January 15, 2013