VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      324,056
COMMITMENTS
  69,718  138,194   51,355  177,352  110,386  298,425  299,935   25,631   24,121

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:    -26,712)
  -2,512    4,912     -555  -23,899  -30,208  -26,966  -25,851      254     -861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     42.6     15.8     54.7     34.1     92.1     92.6      7.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      39       61       58       27       30      105      116
 

Updated July 27, 2012