```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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  :   355,427:    84,394    188,282     67,957    180,607     76,029    332,958    332,268:    22,469     23,159
Old  :   355,427:    84,394    188,282     67,957    180,607     76,029    332,958    332,268:    22,469     23,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :   -27,528:    -8,807    -15,141     -7,394    -10,839     -2,715    -27,040    -25,250:      -488     -2,278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       53.0       19.1       50.8       21.4       93.7       93.5:       6.3        6.5
Old  :     100.0:      23.7       53.0       19.1       50.8       21.4       93.7       93.5:       6.3        6.5
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  :       161:        49         62         64         37         32        121        132:
Old  :       161:        49         62         64         37         32        121        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  :                 40.5       30.9       53.3       42.3       35.7       29.1       43.1       37.7
Old  :                 40.5       30.9       53.3       42.3       35.7       29.1       43.1       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 6, 2013