```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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  :   431,265:    70,467    162,570     73,458    255,792    165,187    399,717    401,215:    31,548     30,050
Old  :   431,265:    70,467    162,570     73,458    255,792    165,187    399,717    401,215:    31,548     30,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    24,307:    -3,128      4,106      4,475     23,216     16,989     24,563     25,570:      -256     -1,263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       37.7       17.0       59.3       38.3       92.7       93.0:       7.3        7.0
Old  :     100.0:      16.3       37.7       17.0       59.3       38.3       92.7       93.0:       7.3        7.0
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  :       163:        41         74         80         32         37        127        148:
Old  :       163:        41         74         80         32         37        127        148:
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  :                 49.6       37.8       59.1       47.9       35.3       22.1       39.7       31.3
Old  :                 49.6       37.8       59.1       47.9       35.3       22.1       39.7       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 21, 2012