```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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  :   444,632:   105,400    221,717     81,894    232,444    114,177    419,738    417,788:    24,894     26,844
Old  :   444,632:   105,400    221,717     81,894    232,444    114,177    419,738    417,788:    24,894     26,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :     3,046:      -959      2,214      3,855      2,744     -2,139      5,640      3,930:    -2,594       -884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       49.9       18.4       52.3       25.7       94.4       94.0:       5.6        6.0
Old  :     100.0:      23.7       49.9       18.4       52.3       25.7       94.4       94.0:       5.6        6.0
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:        52         79         76         37         39        134        156:
Old  :       182:        52         79         76         37         39        134        156:
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  :                 40.9       29.7       53.7       41.5       32.2       25.1       38.2       34.9
Old  :                 40.9       29.7       53.7       41.5       32.2       25.1       38.2       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 23, 2013