```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :   364,829:    75,868    138,950     53,960    201,545    146,012    331,373    338,922:    33,456     25,907
Old  :   364,829:    75,868    138,950     53,960    201,545    146,012    331,373    338,922:    33,456     25,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    28,927:    -1,303     11,694      1,918     17,113     13,276     17,728     26,888:    11,199      2,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       38.1       14.8       55.2       40.0       90.8       92.9:       9.2        7.1
Old  :     100.0:      20.8       38.1       14.8       55.2       40.0       90.8       92.9:       9.2        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  :       149:        44         63         61         32         35        114        126:
Old  :       149:        44         63         61         32         35        114        126:
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  :                 47.4       35.3       59.2       48.5       41.5       26.6       47.7       37.4
Old  :                 47.4       35.3       59.2       48.5       41.5       26.6       47.7       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 17, 2012