```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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  :   336,625:   107,861    108,924     85,058    118,826    107,873    311,745    301,855:    24,880     34,770
Old  :   336,625:   107,861    108,924     85,058    118,826    107,873    311,745    301,855:    24,880     34,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :   -18,415:    -6,594    -12,385    -11,924     -4,385     -1,529    -22,903    -25,838:     4,488      7,423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       32.4       25.3       35.3       32.0       92.6       89.7:       7.4       10.3
Old  :     100.0:      32.0       32.4       25.3       35.3       32.0       92.6       89.7:       7.4       10.3
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  :       180:        63         58         72         41         40        144        143:
Old  :       180:        63         58         72         41         40        144        143:
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  :                 30.7       23.9       39.8       35.0       19.9       17.4       26.3       23.5
Old  :                 30.7       23.9       39.8       35.0       19.9       17.4       26.3       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 21, 2014