```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :   390,364:    69,032    160,918     60,534    236,373    144,015    365,939    365,467:    24,425     24,897
Old  :   390,364:    69,032    160,918     60,534    236,373    144,015    365,939    365,467:    24,425     24,897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :    -3,238:    -8,277    -11,587     -1,020      8,850      9,774       -447     -2,833:    -2,791       -405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       41.2       15.5       60.6       36.9       93.7       93.6:       6.3        6.4
Old  :     100.0:      17.7       41.2       15.5       60.6       36.9       93.7       93.6:       6.3        6.4
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  :       157:        43         62         71         37         41        124        139:
Old  :       157:        43         62         71         37         41        124        139:
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  :                 52.7       37.1       61.4       48.4       39.6       22.6       44.5       32.8
Old  :                 52.7       37.1       61.4       48.4       39.6       22.6       44.5       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 5, 2012