```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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  :   376,801:    67,021    157,118     60,072    223,991    132,887    351,084    350,077:    25,717     26,724
Old  :   376,801:    67,021    157,118     60,072    223,991    132,887    351,084    350,077:    25,717     26,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :   -48,176:    -5,932     -3,253     -8,486    -32,883    -36,784    -47,301    -48,523:      -875        347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       41.7       15.9       59.4       35.3       93.2       92.9:       6.8        7.1
Old  :     100.0:      17.8       41.7       15.9       59.4       35.3       93.2       92.9:       6.8        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  :       158:        53         57         64         34         37        125        129:
Old  :       158:        53         57         64         34         37        125        129:
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  :                 50.6       33.5       61.1       45.3       37.4       22.3       41.3       29.4
Old  :                 50.6       33.5       61.1       45.3       37.4       22.3       41.3       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 26, 2012