```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :   462,170:    93,929    176,295     80,138    258,607    176,870    432,674    433,303:    29,496     28,867
Old  :   462,170:    93,929    176,295     80,138    258,607    176,870    432,674    433,303:    29,496     28,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    51,644:    16,878     16,064      9,721     23,441     23,454     50,040     49,239:     1,604      2,405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       38.1       17.3       56.0       38.3       93.6       93.8:       6.4        6.2
Old  :     100.0:      20.3       38.1       17.3       56.0       38.3       93.6       93.8:       6.4        6.2
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  :       191:        68         67         77         38         40        150        151:
Old  :       191:        68         67         77         38         40        150        151:
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  :                 40.5       31.3       49.5       45.1       26.1       21.1       31.6       30.7
Old  :                 40.5       31.3       49.5       45.1       26.1       21.1       31.6       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 18, 2013