```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :   409,106:    93,691    188,880     71,850    213,036    118,323    378,577    379,053:    30,529     30,053
Old  :   409,106:    93,691    188,880     71,850    213,036    118,323    378,577    379,053:    30,529     30,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   -16,664:   -10,367     -3,318      2,486     -7,242    -17,669    -15,123    -18,501:    -1,541      1,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       46.2       17.6       52.1       28.9       92.5       92.7:       7.5        7.3
Old  :     100.0:      22.9       46.2       17.6       52.1       28.9       92.5       92.7:       7.5        7.3
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  :       158:        52         59         66         35         32        129        125:
Old  :       158:        52         59         66         35         32        129        125:
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  :                 41.9       30.6       53.7       43.2       35.3       26.6       40.9       35.3
Old  :                 41.9       30.6       53.7       43.2       35.3       26.6       40.9       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 1, 2013