```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  :   312,880:    64,995    126,237     49,280    177,092    114,875    291,367    290,392:    21,513     22,488
Old  :   312,880:    64,995    126,237     49,280    177,092    114,875    291,367    290,392:    21,513     22,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -11,176:    -4,723    -11,957     -2,075       -260      4,489     -7,058     -9,543:    -4,118     -1,633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       40.3       15.8       56.6       36.7       93.1       92.8:       6.9        7.2
Old  :     100.0:      20.8       40.3       15.8       56.6       36.7       93.1       92.8:       6.9        7.2
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  :       128:        31         58         47         27         31         93        107:
Old  :       128:        31         58         47         27         31         93        107:
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  :                 50.9       34.7       64.9       49.0       46.3       26.0       51.9       37.1
Old  :                 50.9       34.7       64.9       49.0       46.3       26.0       51.9       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 3, 2012