```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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  :   418,381:    77,722    155,592     73,883    242,829    163,575    394,434    393,050:    23,947     25,331
Old  :   418,381:    77,722    155,592     73,883    242,829    163,575    394,434    393,050:    23,947     25,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    35,965:     9,350     16,417     -1,317     30,510     21,192     38,543     36,292:    -2,578       -327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       37.2       17.7       58.0       39.1       94.3       93.9:       5.7        6.1
Old  :     100.0:      18.6       37.2       17.7       58.0       39.1       94.3       93.9:       5.7        6.1
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  :       179:        64         59         71         41         38        144        138:
Old  :       179:        64         59         71         41         38        144        138:
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  :                 44.7       33.8       54.3       45.7       28.8       19.1       34.5       28.3
Old  :                 44.7       33.8       54.3       45.7       28.8       19.1       34.5       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 26, 2012