```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :   397,328:   119,916    191,412     81,883    174,406     99,427    376,205    372,722:    21,123     24,606
Old  :   397,328:   119,916    191,412     81,883    174,406     99,427    376,205    372,722:    21,123     24,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :    37,660:     3,422     27,446      3,660     28,748      5,217     35,830     36,323:     1,830      1,337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       48.2       20.6       43.9       25.0       94.7       93.8:       5.3        6.2
Old  :     100.0:      30.2       48.2       20.6       43.9       25.0       94.7       93.8:       5.3        6.2
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  :       188:        54         75         76         36         36        136        156:
Old  :       188:        54         75         76         36         36        136        156:
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  :                 30.6       27.1       42.1       41.6       22.2       24.6       29.6       35.4
Old  :                 30.6       27.1       42.1       41.6       22.2       24.6       29.6       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 17, 2014