```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :   398,243:    54,459    149,497     72,149    245,352    146,706    371,960    368,352:    26,283     29,891
Old  :   398,243:    54,459    149,497     72,149    245,352    146,706    371,960    368,352:    26,283     29,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :   -11,500:    -1,942    -14,858    -11,460       -690     12,280    -14,092    -14,038:     2,592      2,538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       37.5       18.1       61.6       36.8       93.4       92.5:       6.6        7.5
Old  :     100.0:      13.7       37.5       18.1       61.6       36.8       93.4       92.5:       6.6        7.5
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:        54         59         65         35         39        126        134:
Old  :       164:        54         59         65         35         39        126        134:
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  :                 45.7       38.2       55.3       50.6       28.3       23.2       33.1       30.9
Old  :                 45.7       38.2       55.3       50.6       28.3       23.2       33.1       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 21, 2012