```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   425,350:    94,623    182,685     63,606    235,698    144,742    393,927    391,033:    31,423     34,317
Old  :   425,350:    94,623    182,685     63,606    235,698    144,742    393,927    391,033:    31,423     34,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :   -36,820:       694      6,390    -16,532    -22,909    -32,128    -38,747    -42,270:     1,927      5,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       42.9       15.0       55.4       34.0       92.6       91.9:       7.4        8.1
Old  :     100.0:      22.2       42.9       15.0       55.4       34.0       92.6       91.9:       7.4        8.1
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  :       189:        69         63         73         42         38        151        145:
Old  :       189:        69         63         73         42         38        151        145:
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  :                 40.2       31.5       49.9       46.1       26.9       22.5       33.1       33.1
Old  :                 40.2       31.5       49.9       46.1       26.9       22.5       33.1       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 25, 2013