```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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  :   330,194:    53,748    142,783     58,589    198,956    107,540    311,293    308,912:    18,901     21,282
Old  :   330,194:    53,748    142,783     58,589    198,956    107,540    311,293    308,912:    18,901     21,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -68,049:      -711     -6,714    -13,560    -46,396    -39,166    -60,667    -59,440:    -7,382     -8,609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       43.2       17.7       60.3       32.6       94.3       93.6:       5.7        6.4
Old  :     100.0:      16.3       43.2       17.7       60.3       32.6       94.3       93.6:       5.7        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  :       146:        50         52         58         32         30        116        114:
Old  :       146:        50         52         58         32         30        116        114:
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  :                 49.6       37.0       57.8       51.3       33.7       26.8       39.2       36.2
Old  :                 49.6       37.0       57.8       51.3       33.7       26.8       39.2       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 28, 2012