VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      431,265
COMMITMENTS
  70,467  162,570   73,458  255,792  165,187  399,717  401,215   31,548   30,050

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     24,307)
  -3,128    4,106    4,475   23,216   16,989   24,563   25,570     -256   -1,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     37.7     17.0     59.3     38.3     92.7     93.0      7.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      41       74       80       32       37      127      148
 

Updated September 21, 2012