Page No.     1                                                           VIX 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT --------  ----->| <--SMALL TRADER-- -------- ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| SPECUL | QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
   3.00 24Jan12    13343       77       75    79472    66129   -17749     -444       19    25096    42845     4406      367       57   7797   3391  151622    -2679     0 
   2.00 17Jan12    13266    -4314       74    83935    70669   -17305     2908       21    13992    31297     4039     1406       54  23061  19022  154301    10266     0 
   1.00 10Jan12    17580     2003       88    85494    67914   -20213    -6039       11    12003    32216     2633     4036       45  15921  13288  144035    15767     0 
   0.00  3Jan12    15577     4156       82    72499    56922   -14174    -3550       32    10315    24489    -1403     -606       19  14318  15721  128268      830     0 
  -1.00 27Dec11    11421     5671       69    71664    60243   -10624    -3479       44    11459    22083     -797    -2192       23  12601  13398  127438   -29554     0 
  -2.00 20Dec11     5750      367       51    89659    83909    -7145     1109       56    16477    23622     1395    -1476       37  15757  14362  156992     6562     0 
  -3.00 13Dec11     5383    10169       50    85003    79620    -8254    -9307       52    14296    22550     2871     -862       47  17327  14456  150430     1936     0 
  -4.00  6Dec11    -4786     -110       18    81997    86783     1053      278       85    18753    17700     3733     -168       52  15251  11518  148494     9885     0 
  -5.00 29Nov11    -4676     3430       19    73262    77938      775    -4601       84    20435    19660     3901     1171       53  15346  11445  138609     4678     0 
  -6.00 22Nov11    -8106    -9470        8    66735    74841     5376     8367      100    21633    16257     2730     1103       46  16217  13487  133931   -13772     0 
  -7.00 15Nov11     1364    -3184       38    81481    80117    -2991     3028       71    18708    21699     1627      156       38  16471  14844  147703     9617     0 
  -8.00  8Nov11     4548     4077       47    74337    69789    -6019    -4069       60    17688    23707     1471       -8       37  15294  13823  138086    -8568     0 
  -9.00  1Nov11      471    -4003       35    70078    69607    -1950     2854       74    17103    19053     1479     1149       37  26705  25226  146654    12954     0 
 -10.00 25Oct11     4474    -8581       47    68661    64187    -4804     7283       64    16718    21522      330     1298       30  15902  15572  133700   -14883     0 
 -11.00 18Oct11    13055     1061       74    78929    65874   -12087     1240       39    16328    28415     -968    -2301       21  17975  18943  148583    -5627     0 
 -12.00 11Oct11    11994     3319       71    85213    73219   -13327    -7014       35    16933    30260     1333     3695       37  14928  13595  154210     7315     0 
 -13.00  4Oct11     8675     5993       60    76467    67792    -6313    -1018       59    18323    24636    -2362    -4975       12  14750  17112  146895    -2345     0 
 -14.00 27Sep11     2682   -16155       42    73166    70484    -5295    12927       63    19383    24678     2613     3228       45  15857  13244  149240   -29724     0 
 -15.00 20Sep11    18837      593       92   100602    81765   -18222    -1047       18    17150    35372     -615      454       24  16302  16917  178964    13072     0 
 -16.00 13Sep11    18244     3716       90    95107    76863   -17175    -2236       21    16631    33806    -1069    -1480       21  15472  16541  165892     -306     0 
 Page No.     2                                                           VIX 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT --------  ----->| <--SMALL TRADER-- -------- ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| SPECUL | QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
 -17.00  6Sep11    14528      878       78    93558    79030   -14939    -1542       29    20479    35418      411      664       30  18171  17760  166198     3906     0 
 -18.00 30Aug11    13650    -2406       76    87934    74284   -13397     1643       34    21671    35068     -253      763       26  14071  14324  162292    -4706     0 
 -19.00 23Aug11    16056    16200       83    88255    72199   -15040   -14209       29    20506    35546    -1016    -1991       21  20221  21237  166998   -32175     0 
 -20.00 16Aug11     -144    -2071       33    91513    91657     -831     -488       78    26095    26926      975     2559       34  23317  22342  199173      118     0 
 -21.00  9Aug11     1927    -7761       39   102315   100388     -343     9598       80    24801    25144    -1584    -1837       17  21134  22718  199055   -14439     0 
 -22.00  2Aug11     9688    -5204       63   106172    96484    -9941     5988       46    22960    32901      253     -784       29  28464  28211  213494    -7039     0 
 -23.00 26Jul11    14892     2609       80   116692   101800   -15929      613       26    20482    36411     1037    -3222       35  32235  31198  220533    -6979     0 
 -24.00 19Jul11    12283    -5992       71   122952   110669   -16542     4230       23    24064    40606     4259     1762       56  32626  28367  227512    -2531     0 
 -25.00 12Jul11    18275     6254       90   126110   107835   -20772    -4732        9    28783    49555     2497    -1522       44  29800  27303  230043    17748     0 
 -26.00  5Jul11    12021    -7816       71   111061    99040   -16040     6860       25    31149    47189     4019      956       54  24483  20464  212295      176     0 
 -27.00 28Jun11    19837     -393       95   118697    98860   -22900     -302        1    20344    43244     3063      695       48  23063  20000  212119    -3452     0 
 -28.00 21Jun11    20230     1226       96   122714   102484   -22598    -1109        2    20476    43074     2368     -117       43  25228  22860  215571   -33405     0 
 -29.00 14Jun11    19004     4278       92   147279   128275   -21489    -4325        6    22941    44430     2485       47       44  26071  23586  248976     4314     0 
 -30.00  7Jun11    14726     2308       79   139127   124401   -17164      788       21    28040    45204     2438    -3096       44  22625  20187  244662     2306     0 
 -31.00 31May11    12418    -4206       72   136401   123983   -17952     2399       18    31558    49510     5534     1807       64  23734  18200  242356     6721     0 
 -32.00 24May11    16624    17968       85   141435   124811   -20351   -13116       10    25608    45959     3727    -4852       52  22263  18536  235635    -8511     0 
 -33.00 17May11    -1344    -1795       29   140181   141525    -7235     4236       56    30355    37590     8579    -2441       84  28441  19862  244146    16109     0 
 -34.00 10May11      451    -1472       35   127440   126989   -11471      129       41    29676    41147    11020     1343      100  30631  19611  228037    13029     0 
 -35.00  3May11     1923     3549       39   118641   116718   -11600    -3365       41    28803    40403     9677     -184       91  26023  16346  215008    21941     0 
 -36.00 26Apr11    -1626     1514       28   106708   108334    -8235    -4801       52    27271    35506     9861     3287       92  22196  12335  193067   -21853     0 
 Page No.     3                                                           VIX 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT --------  ----->| <--SMALL TRADER-- -------- ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| SPECUL | QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
 -37.00 19Apr11    -3140     5466       24   123227   126367    -3434    -5990       69    30257    33691     6574      524       71  22478  15904  214920    25935     0 
 -38.00 12Apr11    -8606     2272        7    98835   107441     2556    -1894       90    29647    27091     6050     -378       67  23413  17363  188985     7697     0 
 -39.00  5Apr11   -10878    -1367        0    98524   109402     4450      349       97    28565    24115     6428     1018       70  20433  14005  181288    -2771     0 
 -40.00 29Mar11    -9511    -5471        4   104093   113604     4101     1320       96    24710    20609     5410     4151       63  20801  15391  184059    13840     0 
 -41.00 22Mar11    -4040    -9277       21   100020   104060     2781    11804       91    18275    15494     1259    -2527       36  17466  16207  170219   -23982     0 
 -42.00 15Mar11     5237     -222       50   116242   111005    -9023      680       50    18566    27589     3786     -458       53  21981  18195  194201    13170     0 
 -43.00  8Mar11     5459      254       50   108249   102790    -9703     -321       47    18538    28241     4244       67       56  20376  16132  181031    20642     0 
 -44.00  1Mar11     5205     -812       49    90241    85036    -9382     1720       48    18049    27431     4177     -908       55  19537  15360  160389    -2179     0 
 -45.00 22Feb11     6017     4742       52    90494    84477   -11102    -2347       42    15556    26658     5085    -2395       61  22141  17056  162568   -16023     0 
 -46.00 15Feb11     1275    -7189       37    98169    96894    -8755     6094       51    21948    30703     7480     1095       77  19664  12184  178591    -1359     0 
 -47.00  8Feb11     8464    -9371       60   101425    92961   -14849     8387       29    20099    34948     6385      984       70  18071  11686  179950    12541     0 
 -48.00  1Feb11    17835    -1834       89    99454    81619   -23236     -109        0    10669    33905     5401     1943       63  19011  13610  167409    16194     0 
 -49.00 25Jan11    19669     1618       94    95025    75356   -23127    -1081        0    10617    33744     3458     -537       50  15310  11852  151215   -22791     0 
 -50.00 18Jan11    18051     -334       89   113220    95169   -22046     -648        4    11734    33780     3995      982       54  21942  17947  174006    25093     0 
 -51.00 11Jan11    18385    -1523       90    93165    74780   -21398       -6        6     8847    30245     3013     1529       48  18832  15819  148913     -172     0 
 -52.00  4Jan11    19908     3491       95    92719    72811   -21392    -3069        6     5457    26849     1484     -422       38  20992  19508  149085     7298     0 
 -53.00 28Dec10    16417     7239       84    89940    73523   -18323    -7201       17     3423    21746     1906      -38       40  18358  16452  141787   -14211     0 
 -54.00 21Dec10     9178     2805       62    93726    84548   -11122    -1208       42    10548    21670     1944    -1597       41  21532  19588  155998     4495     0 
 -55.00 14Dec10     6373    -5420       53    91648    85275    -9914     1960       47    12552    22466     3541     3460       51  15571  12030  151503     2272     0 
 -56.00  7Dec10    11793    -2082       70    91341    79548   -11874      926       40     9957    21831       81     1156       28  14735  14654  149231     1932     0 
 Page No.     4                                                           VIX 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT --------  ----->| <--SMALL TRADER-- -------- ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| SPECUL | QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
 -57.00 30Nov10    13875    -2822       76    89674    75799   -12800     2346       36    10701    23501    -1075      476       21  18308  19383  147299    -1861     0 
 -58.00 23Nov10    16697     8115       85    98997    82300   -15146    -5546       28     6090    21236    -1551    -2569       18  15767  17318  149160   -18583     0 
 -59.00 16Nov10     8582    -3385       60   112726   104144    -9600     2833       48     8383    17983     1018      552       34  18579  17561  167743    20452     0 
 -60.00  9Nov10    11967    -1311       70   101402    89435   -12433      912       38     5279    17712      466      399       31  13703  13237  147291     3003     0 
 -61.00  2Nov10    13278    -3281       74    99730    86452   -13345     2092       35     4936    18281       67     1189       28  15159  15092  144288    15999     0 
 -62.00 26Oct10    16559    -1847       85    88142    71583   -15437     2533       27     3750    19187    -1122     -686       20  17752  18874  128289    -6647     0 
 -63.00 19Oct10    18406     1177       90    99006    80600   -17970     -789       18     4002    21972     -436     -388       25  13518  13954  134936     5094     0 
 -64.00 12Oct10    17229     1239       87    95508    78279   -17181    -3115       21     3366    20547      -48     1876       27  14048  14096  129842    14848     0 
 -65.00  5Oct10    15990     -292       83    85049    69059   -14066    -1002       32     4473    18539    -1924     1294       15  13214  15138  114994      427     0 
 -66.00 28Sep10    16282     1595       84    87166    70884   -13064     2449       36     4672    17736    -3218    -4044        7  12209  15427  114567     2032     0 
 -67.00 21Sep10    14687     1593       79    86162    71475   -15513     -584       27     1390    16903      826    -1009       33  14191  13365  112535   -13406     0 
 -68.00 14Sep10    13094     6924       74    96737    83643   -14929    -3408       29     2042    16971     1835    -3516       40  18170  16335  125941    16645     0 
 -69.00  7Sep10     6170    -7507       52    85880    79710   -11521      448       41     1949    13470     5351     7059       63  13729   8378  109296     9823     0 
 -70.00 31Aug10    13677    -1576       76    80908    67231   -11969     1993       39      811    12780    -1708     -417       17  10949  12657   99473     4253     0 
 -71.00 24Aug10    15253    -6082       81    77634    62381   -13962     3135       32      811    14773    -1291     2947       19  13735  15026   95220   -10249     0 
 -72.00 17Aug10    21335     3970      100    86708    65373   -17097    -1862       21      811    17908    -4238    -2108        0  14162  18400  105469     5099     0 
 -73.00 10Aug10    17365     2990       87    81972    64607   -15235    -1883       28      640    15875    -2130    -1107       14  14282  16412  100370     6877     0 
 -74.00  3Aug10    14375     2598       78    77935    63560   -13352    -1989       35      519    13871    -1023     -609       21  13015  14038   93493     8667     0 
 -75.00 27Jul10    11777        0       70    69993    58216   -11363        0       42     1411    12774     -414        0       25  11797  12211   84826        0     0 
 Page No.     5                                                           VIX 
 01-27-2012 
                                                          COMMITMENTS OF TRADERS DATA ANALYSIS 
  
 <----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT --------  ----->| <--SMALL TRADER-- -------- ------ ---->|       |        | 
 WEEKS  DAY   |        |        | NET    |        |        |        |        | NET    |        |        |        |        | NET    |      |      | OPEN  | OPEN   | 
 FR LAS MOS   | NET QTY| NET CHG| COMM   | QTY    | QTY    | NET QTY| NET CHG| SPECUL | QTY    |  QTY   | NET QTY| NET CHG| SMALL  | QTY  | QTY  | INTER-| INT CHG| FUTUR 
 JAN 01 YEAR  | LNG-SHT| FR PREV| INDEX  | LONG   | SHORT  | LNG-SHT| FR PREV| INDEX  | LONG   |  SHORT | LNG-SHT| FR PREV| INDEX  | LONG | SHORT| EST   | FR PREV| PRICE 
  
  
 


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