```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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  :   427,065:    96,285    187,302     74,378    230,483    136,015    401,146    397,695:    25,919     29,370
Old  :   427,065:    96,285    187,302     74,378    230,483    136,015    401,146    397,695:    25,919     29,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    42,470:     6,723     -1,718      8,239     26,154     33,763     41,116     40,284:     1,354      2,186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       43.9       17.4       54.0       31.8       93.9       93.1:       6.1        6.9
Old  :     100.0:      22.5       43.9       17.4       54.0       31.8       93.9       93.1:       6.1        6.9
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  :       166:        52         66         61         36         37        121        138:
Old  :       166:        52         66         61         36         37        121        138:
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  :                 47.1       28.4       60.3       42.8       34.2       22.6       39.5       31.8
Old  :                 47.1       28.4       60.3       42.8       34.2       22.6       39.5       31.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 20, 2013