```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   324,056:    69,718    138,194     51,355    177,352    110,386    298,425    299,935:    25,631     24,121
Old  :   324,056:    69,718    138,194     51,355    177,352    110,386    298,425    299,935:    25,631     24,121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :   -26,712:    -2,512      4,912       -555    -23,899    -30,208    -26,966    -25,851:       254       -861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       42.6       15.8       54.7       34.1       92.1       92.6:       7.9        7.4
Old  :     100.0:      21.5       42.6       15.8       54.7       34.1       92.1       92.6:       7.9        7.4
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  :       138:        39         61         58         27         30        105        116:
Old  :       138:        39         61         58         27         30        105        116:
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       34.8       62.9       48.0       45.4       26.2       50.9       36.9
Old  :                 50.6       34.8       62.9       48.0       45.4       26.2       50.9       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 27, 2012