```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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  :   355,040:   114,455    121,309     96,982    123,211    109,402    334,648    327,693:    20,392     27,347
Old  :   355,040:   114,455    121,309     96,982    123,211    109,402    334,648    327,693:    20,392     27,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :    -7,956:    10,310     -3,282     -6,258    -11,427      2,723     -7,375     -6,817:      -581     -1,139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       34.2       27.3       34.7       30.8       94.3       92.3:       5.7        7.7
Old  :     100.0:      32.2       34.2       27.3       34.7       30.8       94.3       92.3:       5.7        7.7
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  :       183:        59         64         81         40         42        146        153:
Old  :       183:        59         64         81         40         42        146        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  :                 28.4       21.9       39.3       34.6       20.2       18.1       27.6       24.1
Old  :                 28.4       21.9       39.3       34.6       20.2       18.1       27.6       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 18, 2014