```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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  :   367,802:    82,777    150,837     91,229    157,060     93,201    331,066    335,267:    36,736     32,535
Old  :   367,802:    82,777    150,837     91,229    157,060     93,201    331,066    335,267:    36,736     32,535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2013                         :
     :    -4,991:    -9,469    -13,045      1,048      4,147      4,814     -4,274     -7,183:      -717      2,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       41.0       24.8       42.7       25.3       90.0       91.2:      10.0        8.8
Old  :     100.0:      22.5       41.0       24.8       42.7       25.3       90.0       91.2:      10.0        8.8
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  :       167:        44         73         78         36         33        134        140:
Old  :       167:        44         73         78         36         33        134        140:
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  :                 40.6       26.9       51.5       38.7       30.0       17.0       34.7       23.0
Old  :                 40.6       26.9       51.5       38.7       30.0       17.0       34.7       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 14, 2013