VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      334,343
COMMITMENTS
  81,163  125,644   45,736  185,818  139,915  312,717  311,295   21,626   23,048

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:       -291)
  -4,357    4,100    2,302    6,354   -3,165    4,299    3,237   -4,590   -3,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     37.6     13.7     55.6     41.8     93.5     93.1      6.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      38       56       58       33       37      109      121
 

Updated July 13, 2012