```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   350,768:    72,230    133,282     51,910    201,251    140,594    325,391    325,786:    25,377     24,982
Old  :   350,768:    72,230    133,282     51,910    201,251    140,594    325,391    325,786:    25,377     24,982
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    16,425:    -8,933      7,638      6,174     15,433        679     12,674     14,491:     3,751      1,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       38.0       14.8       57.4       40.1       92.8       92.9:       7.2        7.1
Old  :     100.0:      20.6       38.0       14.8       57.4       40.1       92.8       92.9:       7.2        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        43         61         67         30         34        115        127:
Old  :       147:        43         61         67         30         34        115        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       39.2       62.3       51.5       41.0       27.3       46.6       35.9
Old  :                 50.0       39.2       62.3       51.5       41.0       27.3       46.6       35.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 20, 2012