```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  :   375,098:    61,190    156,014     68,225    221,927    125,375    351,342    349,614:    23,756     25,484
Old  :   375,098:    61,190    156,014     68,225    221,927    125,375    351,342    349,614:    23,756     25,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :   -43,283:   -16,532        422     -5,658    -20,902    -38,200    -43,092    -43,436:      -191        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       41.6       18.2       59.2       33.4       93.7       93.2:       6.3        6.8
Old  :     100.0:      16.3       41.6       18.2       59.2       33.4       93.7       93.2:       6.3        6.8
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  :       164:        50         61         63         38         37        130        128:
Old  :       164:        50         61         63         38         37        130        128:
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  :                 49.1       34.0       57.4       46.9       35.9       22.0       40.8       30.3
Old  :                 49.1       34.0       57.4       46.9       35.9       22.0       40.8       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 5, 2012