```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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  :   422,049:   114,419    112,699    130,408    153,002    154,069    397,829    397,176:    24,220     24,873
Old  :   422,049:   114,419    112,699    130,408    153,002    154,069    397,829    397,176:    24,220     24,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 14, 2014                     :
     :    14,233:    10,589      4,870     14,854     -6,788      1,607     18,655     21,331:    -4,422     -7,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       26.7       30.9       36.3       36.5       94.3       94.1:       5.7        5.9
Old  :     100.0:      27.1       26.7       30.9       36.3       36.5       94.3       94.1:       5.7        5.9
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  :       193:        70         57         83         43         43        158        153:
Old  :       193:        70         57         83         43         43        158        153:
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  :                 28.2       32.4       40.0       46.2       22.3       25.5       29.0       31.7
Old  :                 28.2       32.4       40.0       46.2       22.3       25.5       29.0       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 24, 2014