```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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  :   382,416:    68,372    139,175     75,200    212,319    142,383    355,891    356,758:    26,525     25,658
Old  :   382,416:    68,372    139,175     75,200    212,319    142,383    355,891    356,758:    26,525     25,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :    -1,807:     2,793    -12,764      1,132     -5,298     11,621     -1,373        -11:      -434     -1,796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       36.4       19.7       55.5       37.2       93.1       93.3:       6.9        6.7
Old  :     100.0:      17.9       36.4       19.7       55.5       37.2       93.1       93.3:       6.9        6.7
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  :       167:        56         62         65         36         36        131        131:
Old  :       167:        56         62         65         36         36        131        131:
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  :                 46.0       32.8       56.3       45.7       33.6       20.1       37.7       28.7
Old  :                 46.0       32.8       56.3       45.7       33.6       20.1       37.7       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 16, 2012