```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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  :   463,432:   114,635    199,035     78,801    238,480    150,843    431,916    428,679:    31,516     34,753
Old  :   463,432:   114,635    199,035     78,801    238,480    150,843    431,916    428,679:    31,516     34,753
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    28,682:    -6,705      9,337        804     16,283     -1,396     10,382      8,745:    18,300     19,937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       42.9       17.0       51.5       32.5       93.2       92.5:       6.8        7.5
Old  :     100.0:      24.7       42.9       17.0       51.5       32.5       93.2       92.5:       6.8        7.5
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  :       182:        57         74         72         37         38        141        145:
Old  :       182:        57         74         72         37         38        141        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  :                 43.0       29.9       55.0       42.6       33.4       20.9       39.7       29.4
Old  :                 43.0       29.9       55.0       42.6       33.4       20.9       39.7       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 22, 2013