```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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  :   434,988:   111,468    165,081    102,887    190,465    131,767    404,820    399,735:    30,168     35,253
Old  :   434,988:   111,468    165,081    102,887    190,465    131,767    404,820    399,735:    30,168     35,253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :    14,945:      -525     -3,339      6,730      5,555      8,426     11,760     11,817:     3,185      3,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       38.0       23.7       43.8       30.3       93.1       91.9:       6.9        8.1
Old  :     100.0:      25.6       38.0       23.7       43.8       30.3       93.1       91.9:       6.9        8.1
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  :       188:        57         80         82         35         36        141        161:
Old  :       188:        57         80         82         35         36        141        161:
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  :                 39.9       28.3       53.6       38.6       30.5       15.0       36.6       20.5
Old  :                 39.9       28.3       53.6       38.6       30.5       15.0       36.6       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated May 24, 2013