```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :   389,039:   122,654    175,029     91,242    152,432     84,639    366,328    350,910:    22,711     38,129
Old  :   389,039:   122,654    175,029     91,242    152,432     84,639    366,328    350,910:    22,711     38,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :   -24,438:    -2,909      1,728     -6,854    -16,160    -24,943    -25,923    -30,069:     1,485      5,631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       45.0       23.5       39.2       21.8       94.2       90.2:       5.8        9.8
Old  :     100.0:      31.5       45.0       23.5       39.2       21.8       94.2       90.2:       5.8        9.8
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  :       197:        59         78         86         39         37        148        165:
Old  :       197:        59         78         86         39         37        148        165:
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  :                 29.9       18.4       42.3       31.7       24.0       17.3       32.8       25.6
Old  :                 29.9       18.4       42.3       31.7       24.0       17.3       32.8       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 26, 2014