```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   309,767:    89,191    113,399     38,935    161,333    134,066    289,459    286,400:    20,308     23,367
Old  :   309,767:    89,191    113,399     38,935    161,333    134,066    289,459    286,400:    20,308     23,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -33,607:   -13,085      8,457     -7,631     -6,960    -29,786    -27,676    -28,960:    -5,931     -4,647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       36.6       12.6       52.1       43.3       93.4       92.5:       6.6        7.5
Old  :     100.0:      28.8       36.6       12.6       52.1       43.3       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  :       129:        30         58         49         30         32         94        111:
Old  :       129:        30         58         49         30         32         94        111:
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  :                 51.2       30.0       65.5       46.4       49.1       24.5       56.9       36.9
Old  :                 51.2       30.0       65.5       46.4       49.1       24.5       56.9       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 29, 2012