```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :   418,454:   134,704    154,816    117,210    142,564    116,888    394,478    388,914:    23,976     29,540
Old  :   418,454:   134,704    154,816    117,210    142,564    116,888    394,478    388,914:    23,976     29,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    27,613:    26,051     31,497      2,778       -694     -4,219     28,135     30,056:      -522     -2,443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       37.0       28.0       34.1       27.9       94.3       92.9:       5.7        7.1
Old  :     100.0:      32.2       37.0       28.0       34.1       27.9       94.3       92.9:       5.7        7.1
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  :       195:        60         77         82         39         42        146        166:
Old  :       195:        60         77         82         39         42        146        166:
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  :                 25.0       23.6       38.0       35.7       16.2       18.9       23.9       24.1
Old  :                 25.0       23.6       38.0       35.7       16.2       18.9       23.9       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 22, 2014