```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :   354,273:   111,642    149,767     83,704    139,756     98,454    335,102    331,925:    19,171     22,348
Old  :   354,273:   111,642    149,767     83,704    139,756     98,454    335,102    331,925:    19,171     22,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 17, 2013                    :
     :   -24,693:    15,810     -8,702    -13,460    -24,081     -1,898    -21,731    -24,060:    -2,962       -633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       42.3       23.6       39.4       27.8       94.6       93.7:       5.4        6.3
Old  :     100.0:      31.5       42.3       23.6       39.4       27.8       94.6       93.7:       5.4        6.3
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  :       163:        48         58         65         34         36        116        139:
Old  :       163:        48         58         65         34         36        116        139:
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  :                 37.3       25.5       50.1       38.1       24.2       21.5       33.1       32.2
Old  :                 37.3       25.5       50.1       38.1       24.2       21.5       33.1       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 30, 2013