```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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  :   368,232:    94,026    175,560     70,149    180,476     95,725    344,651    341,434:    23,581     26,798
Old  :   368,232:    94,026    175,560     70,149    180,476     95,725    344,651    341,434:    23,581     26,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :   -58,833:    -2,259    -11,742     -4,229    -50,007    -40,290    -56,495    -56,261:    -2,338     -2,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       47.7       19.1       49.0       26.0       93.6       92.7:       6.4        7.3
Old  :     100.0:      25.5       47.7       19.1       49.0       26.0       93.6       92.7:       6.4        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  :       162:        51         69         62         32         29        117        132:
Old  :       162:        51         69         62         32         29        117        132:
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  :                 48.7       28.0       57.9       43.0       38.3       23.0       43.1       34.7
Old  :                 48.7       28.0       57.9       43.0       38.3       23.0       43.1       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 27, 2013