```
VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   391,848:   104,252    167,718     83,493    170,276    105,114    358,021    356,325:    33,827     35,523
Old  :   391,848:   104,252    167,718     83,493    170,276    105,114    358,021    356,325:    33,827     35,523
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :    26,633:    -6,591     11,389        832     20,549      6,293     14,790     18,514:    11,843      8,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       42.8       21.3       43.5       26.8       91.4       90.9:       8.6        9.1
Old  :     100.0:      26.6       42.8       21.3       43.5       26.8       91.4       90.9:       8.6        9.1
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  :       195:        59         81         82         41         38        149        161:
Old  :       195:        59         81         82         41         38        149        161:
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  :                 32.6       17.2       44.3       28.2       27.9       15.9       35.4       25.4
Old  :                 32.6       17.2       44.3       28.2       27.9       15.9       35.4       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated May 9, 2014