VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      375,098
COMMITMENTS
  61,190  156,014   68,225  221,927  125,375  351,342  349,614   23,756   25,484

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -43,283)
 -16,532      422   -5,658  -20,902  -38,200  -43,092  -43,436     -191      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     41.6     18.2     59.2     33.4     93.7     93.2      6.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      50       61       63       38       37      130      128
 

Updated December 5, 2012