VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      393,602
COMMITMENTS
  77,309  172,505   61,554  227,523  134,241  366,386  368,300   27,216   25,302

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -37,663)
   6,842    9,935  -11,904  -28,269  -30,946  -33,331  -32,915   -4,332   -4,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     43.8     15.6     57.8     34.1     93.1     93.6      6.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      47       69       71       34       37      127      141
 

Updated September 28, 2012