```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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  :   293,710:    66,260     90,554     81,779    111,829     93,146    259,868    265,479:    33,842     28,231
Old  :   293,710:    66,260     90,554     81,779    111,829     93,146    259,868    265,479:    33,842     28,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :   -73,994:   -14,838    -31,587    -12,840    -44,743    -25,275    -72,421    -69,702:    -1,573     -4,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       30.8       27.8       38.1       31.7       88.5       90.4:      11.5        9.6
Old  :     100.0:      22.6       30.8       27.8       38.1       31.7       88.5       90.4:      11.5        9.6
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  :       156:        48         62         70         31         30        122        127:
Old  :       156:        48         62         70         31         30        122        127:
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  :                 39.3       25.8       49.7       37.5       25.7       13.9       30.6       20.9
Old  :                 39.3       25.8       49.7       37.5       25.7       13.9       30.6       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 28, 2013