```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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  :   362,996:   104,145    124,591    103,240    134,638    106,679    342,023    334,510:    20,973     28,486
Old  :   362,996:   104,145    124,591    103,240    134,638    106,679    342,023    334,510:    20,973     28,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2014                    :
     :    -4,046:    -4,594       -186      4,633     -3,720     -8,181     -3,681     -3,734:      -365       -312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       34.3       28.4       37.1       29.4       94.2       92.2:       5.8        7.8
Old  :     100.0:      28.7       34.3       28.4       37.1       29.4       94.2       92.2:       5.8        7.8
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  :       177:        56         62         81         41         42        145        150:
Old  :       177:        56         62         81         41         42        145        150:
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  :                 26.6       24.1       37.5       37.0       18.6       18.7       25.5       24.5
Old  :                 26.6       24.1       37.5       37.0       18.6       18.7       25.5       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 7, 2014