```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :   335,826:   109,110    116,314     87,338    117,761    104,074    314,209    307,726:    21,617     28,100
Old  :   335,826:   109,110    116,314     87,338    117,761    104,074    314,209    307,726:    21,617     28,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :      -799:     1,249      7,390      2,280     -1,065     -3,799      2,464      5,871:    -3,263     -6,670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       34.6       26.0       35.1       31.0       93.6       91.6:       6.4        8.4
Old  :     100.0:      32.5       34.6       26.0       35.1       31.0       93.6       91.6:       6.4        8.4
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  :       178:        61         59         77         40         40        141        149:
Old  :       178:        61         59         77         40         40        141        149:
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  :                 29.6       20.6       38.4       31.4       19.9       16.0       26.5       22.9
Old  :                 29.6       20.6       38.4       31.4       19.9       16.0       26.5       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 28, 2014